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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-12-01</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GCAT LLC</name>
        <lei>N/A</lei>
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        <cusip>36166RAA2</cusip>
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          <isin value="US36166RAA23"/>
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        <balance>350413.29000000</balance>
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        <curCd>USD</curCd>
        <valUSD>352560.17000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2065-04-25</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE AG</name>
        <lei>549300D0YARF5HYP1809</lei>
        <title>CREDIT SUISSE AG/NEW YORK NY VARIABLE RATE 02/02/2024</title>
        <cusip>22550UAB7</cusip>
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        <balance>3780000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3766807.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.39999960</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER CONSUMER AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-A SCART 2020-AA A</title>
        <cusip>80281MAA1</cusip>
        <identifiers>
          <isin value="US80281MAA18"/>
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        <balance>1589728.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1600933.29000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.37000000</annualizedRt>
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      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2018-2A A2</title>
        <cusip>165183BP8</cusip>
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          <isin value="US165183BP83"/>
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        <balance>264564.08000000</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>
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          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.48462840</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>VERIZON COMMUNICATIONS INC.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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        <cusip>92343VGD0</cusip>
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          <isin value="US92343VGD01"/>
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        <balance>1200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1207410.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.51000120</annualizedRt>
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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO INC VARIABLE RATE 03/08/2024</title>
        <cusip>37045XDF0</cusip>
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          <isin value="US37045XDF06"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1007310.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.77000040</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>29886.96000000</balance>
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        <curCd>USD</curCd>
        <valUSD>30372.57000000</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>
          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.18401280</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>1870000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1909083.00000000</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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>1522227.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1543512.23000000</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>2025-12-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.78000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>224613.66000000</balance>
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        <curCd>USD</curCd>
        <valUSD>225577.34000000</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>2030-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.73000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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>1217651.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1220319.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.53000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>THE GOLDMAN SACHS GROUP, INC.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE VARIABLE RATE 03/08/2023</title>
        <cusip>38141GXV1</cusip>
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          <isin value="US38141GXV12"/>
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        <balance>950000.00000000</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>
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          <maturityDt>2023-03-08</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>PARAGON MORTGAGES PLC</name>
        <lei>N/A</lei>
        <title>PARAGON MORTGAGES NO 12 PLC PARGN 12A A2C</title>
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          <isin value="US69913BAB27"/>
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        <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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMUR EQUIPMENT FINANCE RECEIVABLES LLC</name>
        <lei>N/A</lei>
        <title>AMUR EQUIPMENT FINANCE RECEIVABLES IX LLC AXIS 2021-1A A2</title>
        <cusip>03237KAB0</cusip>
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          <isin value="US03237KAB08"/>
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        <balance>1070000.00000000</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>2026-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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>
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          <isin value="US26207KAG67"/>
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        <balance>326961.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>330458.40000000</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>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.53000000</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>CSMC TRUST</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-I CSMC 2019-ICE4 B</title>
        <cusip>12653VAC0</cusip>
        <identifiers>
          <isin value="US12653VAC00"/>
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        <balance>2180000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2181967.89000000</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>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.34499960</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>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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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>KKR FINANCIAL CLO, LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BANQUE CANADIENNE IMPERIALE DE COMMERCE</name>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SOUTHERN CALIFORNIA GAS COMPANY</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GCAT LLC</name>
        <lei>N/A</lei>
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          <isin value="US36167TAA79"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ONE GAS, INC.</name>
        <lei>549300HXDWI0LATTX840</lei>
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          <isin value="US68235PAK49"/>
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        <balance>1400000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC REMICS FHR 4272 YG</title>
        <cusip>3137B6DF5</cusip>
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          <isin value="US3137B6DF53"/>
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        <balance>587375.78000000</balance>
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        <curCd>USD</curCd>
        <valUSD>599237.72000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-15</maturityDt>
          <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>
        <title>FEDERAL FARM CREDIT BANK 0.530000% 01/18/2022</title>
        <cusip>3133ELTN4</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.53000000</annualizedRt>
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      <invstOrSec>
        <name>NTT FINANCE CORPORATION</name>
        <lei>3538007PR116187GD960</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

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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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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>AFFIRM ASSET SECURITIZATION TRUST 2021-Z1 AFFRM 2021-Z1 A</title>
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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>
        <cusip>88167HAB2</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST 2021-1 AOMT 2021-1 A1</title>
        <cusip>03465CAA3</cusip>
        <identifiers>
          <isin value="US03465CAA36"/>
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          <couponKind>Floating</couponKind>
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        <name>SPRUCE HILL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SPRUCE HILL MORTGAGE LOAN TRUST 2019-SH1 SHMLT 2019-SH1 A1</title>
        <cusip>85211XAA1</cusip>
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          <isin value="US85211XAA19"/>
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          <couponKind>Floating</couponKind>
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        <name>CIFC FUNDING LTD</name>
        <lei>N/A</lei>
        <title>CIFC FUNDING 2015-III LTD CIFC 2015-3A AR</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>
          <annualizedRt>1.05975000</annualizedRt>
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        <name>ATLAS SENIOR LOAN FUND, LTD</name>
        <lei>N/A</lei>
        <title>ATLAS SENIOR LOAN FUND IX LTD ATCLO 2018-9A A</title>
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          <isin value="US04941VAC90"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.05824880</annualizedRt>
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        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK A/S 144A 5.000000% 01/12/2022</title>
        <cusip>23636AAS0</cusip>
        <identifiers>
          <isin value="US23636AAS06"/>
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        <balance>850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>873016.96000000</valUSD>
        <pctVal>0.117858354882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN AE0643</title>
        <cusip>31419AWD5</cusip>
        <identifiers>
          <isin value="US31419AWD52"/>
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        <balance>40592.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48179.40000000</valUSD>
        <pctVal>0.006504277790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET CORPORATION</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>STATE STREET CORP 2.825000% 03/30/2023</title>
        <cusip>857477BL6</cusip>
        <identifiers>
          <isin value="US857477BL68"/>
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        <balance>1365000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1394265.60000000</valUSD>
        <pctVal>0.188227557326</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.82500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CPS AUTO RECEIVABLES TRUST 2020-C CPS 2020-C A</title>
        <cusip>12597TAA8</cusip>
        <identifiers>
          <isin value="US12597TAA88"/>
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        <balance>417436.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>417881.06000000</valUSD>
        <pctVal>0.056414453011</pctVal>
        <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>0.63000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>290180.73000000</valUSD>
        <pctVal>0.039174752637</pctVal>
        <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>0.91500120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IMPAC CMB TRUST</name>
        <lei>N/A</lei>
        <title>IMPAC CMB TRUST SERIES 2005-8 IMM 2005-8 1A</title>
        <cusip>45254NRG4</cusip>
        <identifiers>
          <isin value="US45254NRG42"/>
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        <balance>82899.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79221.69000000</valUSD>
        <pctVal>0.010695024818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.61162920</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>KINDER MORGAN ENERGY PARTNERS, L.P.</name>
        <lei>549300PDHUGWPWGOT525</lei>
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        <cusip>28370TAE9</cusip>
        <identifiers>
          <isin value="US28370TAE91"/>
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        <balance>170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>170651.80000000</valUSD>
        <pctVal>0.023038201234</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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>
        <identifiers>
          <isin value="US92925CDQ24"/>
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        <balance>113133.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113071.42000000</valUSD>
        <pctVal>0.015264779673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.92919040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRIVETIME AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2019-4 DTAOT 2019-4A A</title>
        <cusip>23343JAA4</cusip>
        <identifiers>
          <isin value="US23343JAA43"/>
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        <balance>34853.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34886.97000000</valUSD>
        <pctVal>0.004709783520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.17000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>HYUNDAI AUTO RECEIVABLES TRUST 2019-A HART 2019-A A3</title>
        <cusip>44932NAD2</cusip>
        <identifiers>
          <isin value="US44932NAD21"/>
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        <balance>579571.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>586190.47000000</valUSD>
        <pctVal>0.079136428738</pctVal>
        <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>2.66000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1</title>
        <cusip>92537QAA9</cusip>
        <identifiers>
          <isin value="US92537QAA94"/>
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        <balance>619358.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>618135.56000000</valUSD>
        <pctVal>0.083449054868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.81500040</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>GLS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GLS AUTO RECEIVABLES ISSUER TRUST 2020-3 GCAR 2020-3A A</title>
        <cusip>36260CAA0</cusip>
        <identifiers>
          <isin value="US36260CAA09"/>
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        <balance>220740.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221095.15000000</valUSD>
        <pctVal>0.029848115037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.69000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE REMICS FNR 2011-87 JA</title>
        <cusip>3136A0YR2</cusip>
        <identifiers>
          <isin value="US3136A0YR21"/>
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        <balance>237234.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>239842.79000000</valUSD>
        <pctVal>0.032379069313</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <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 2021-2 DTAOT 2021-2A A</title>
        <cusip>23345EAA3</cusip>
        <identifiers>
          <isin value="US23345EAA38"/>
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        <balance>772864.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>773720.62000000</valUSD>
        <pctVal>0.104453227818</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>2025-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.41000000</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>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2019-4 FCAT 2019-4 A</title>
        <cusip>33845FAA4</cusip>
        <identifiers>
          <isin value="US33845FAA49"/>
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        <balance>1255052.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1268516.74000000</valUSD>
        <pctVal>0.171251307783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.17000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AFFIRM ASSET SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>AFFIRM ASSET SECURITIZATION TRUST 2020-Z1 AFFRM 2020-Z1 A</title>
        <cusip>00832PAA6</cusip>
        <identifiers>
          <isin value="US00832PAA66"/>
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        <balance>240000.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243282.78000000</valUSD>
        <pctVal>0.032843472161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.46000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A2</title>
        <cusip>92537QAE1</cusip>
        <identifiers>
          <isin value="US92537QAE17"/>
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        <balance>807858.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>807399.95000000</valUSD>
        <pctVal>0.108999978464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.05199920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>TESLA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US88167HAB24"/>
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        <balance>535071.47000000</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>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HEWLETT PACKARD ENTERPRISE COMPANY</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HEWLETT PACKARD ENTERPRISE CO VARIABLE RATE 10/05/2021</title>
        <cusip>42824CBB4</cusip>
        <identifiers>
          <isin value="US42824CBB46"/>
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        <balance>600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>600098.35000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM 2020-1 TRUST SCLP 2020-1 A</title>
        <cusip>83407AAA0</cusip>
        <identifiers>
          <isin value="US83407AAA07"/>
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        <balance>242169.61000000</balance>
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        <curCd>USD</curCd>
        <valUSD>244365.60000000</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>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.02000000</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>CENT CLO LIMITED</name>
        <lei>N/A</lei>
        <title>COLUMBIA CENT CLO 27 LTD CECLO 2018-27A A1</title>
        <cusip>19736RAC5</cusip>
        <identifiers>
          <isin value="US19736RAC51"/>
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        <balance>710170.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>710526.08000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-25</maturityDt>
          <couponKind>Floating</couponKind>
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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 4.450000% 12/03/2021</title>
        <cusip>80282KAU0</cusip>
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          <isin value="US80282KAU07"/>
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        <balance>279000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>283838.21000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45000000</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>CNH EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>CNH EQUIPMENT TRUST 2020-A CNH 2020-A A2</title>
        <cusip>12597PAB4</cusip>
        <identifiers>
          <isin value="US12597PAB40"/>
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        <balance>92380.94000000</balance>
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        <curCd>USD</curCd>
        <valUSD>92570.39000000</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>2023-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.08000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VOYA CLO</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2017-2 VOYA 2017-2A A1R</title>
        <cusip>92915UAG9</cusip>
        <identifiers>
          <isin value="US92915UAG94"/>
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        <balance>2275000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2274426.70000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.16375040</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CNA FINANCIAL CORPORATION</name>
        <lei>549300YX2GSZD7YG1R84</lei>
        <title>CNA FINANCIAL CORP 7.250000% 11/15/2023</title>
        <cusip>126117AE0</cusip>
        <identifiers>
          <isin value="US126117AE07"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>580576.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 CMLTI 2018-RP2 A1</title>
        <cusip>17326UAA2</cusip>
        <identifiers>
          <isin value="US17326UAA25"/>
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        <balance>363221.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>376600.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.64105000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NRZ MSR</name>
        <lei>N/A</lei>
        <title>NRZ EXCESS SPREAD-COLLATERALIZED NOTES NZES 2018-FNT1 A</title>
        <cusip>64829TAA9</cusip>
        <identifiers>
          <isin value="US64829TAA97"/>
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        <balance>317286.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>318362.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.61000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HPEFS EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>HPEFS EQUIPMENT TRUST HPEFS 2020-2A A2</title>
        <cusip>40438PAB8</cusip>
        <identifiers>
          <isin value="US40438PAB85"/>
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        <balance>1925944.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1928822.94000000</valUSD>
        <pctVal>0.260393450510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.65000000</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>
      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST I LLC 2019-2 AOMT 2019-2 A1</title>
        <cusip>03463WAA1</cusip>
        <identifiers>
          <isin value="US03463WAA18"/>
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        <balance>445839.29000000</balance>
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        <curCd>USD</curCd>
        <valUSD>451746.71000000</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>2049-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.62800080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERIZON COMMUNICATIONS INC.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC VARIABLE RATE 03/20/2026</title>
        <cusip>92343VGE8</cusip>
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          <isin value="US92343VGE83"/>
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        <balance>1200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1222583.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.79999920</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>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM 2019-3 TRUST SCLP 2019-3 A</title>
        <cusip>83405TAA1</cusip>
        <identifiers>
          <isin value="US83405TAA16"/>
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        <balance>172400.18000000</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>
          <annualizedRt>2.90000000</annualizedRt>
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        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 10YR NOTE (CBT)SEP21 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="TYU1"/>
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        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HILTON GRAND VACATIONS TRUST</name>
        <lei>N/A</lei>
        <title>HILTON GRAND VACATIONS TRUST 2020-A HGVT 2020-AA A</title>
        <cusip>43285HAA6</cusip>
        <identifiers>
          <isin value="US43285HAA68"/>
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        <balance>2009525.09000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2093160.52000000</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>2.74000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CAPITAL ONE MULTI-ASSET EXECUTION TRUST</name>
        <lei>N/A</lei>
        <title>CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET 2019-A2 A2</title>
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          <isin value="US14041NFU00"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>OTIS WORLDWIDE CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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          <isin value="US31419AM794"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TEXAS TRANSN COMMN CENT TEX TPK SYS REV</name>
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        <issuerCat>MUN</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fifth Third Bank, National Association</name>
        <lei>QFROUN1UWUYU0DVIWD51</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Nationwide Building Society</name>
        <lei>549300XFX12G42QIKN82</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
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        <cusip>05369AAE1</cusip>
        <identifiers>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>NXP B.V.</name>
        <lei>724500RKKW4NOJ9YQF60</lei>
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        <cusip>62947QAV0</cusip>
        <identifiers>
          <isin value="US62947QAV05"/>
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        <balance>650000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>701872.68000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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      <invstOrSec>
        <name>APIDOS CLO</name>
        <lei>N/A</lei>
        <title>APIDOS CLO XII APID 2013-12A AR</title>
        <cusip>03764DAH4</cusip>
        <identifiers>
          <isin value="US03764DAH44"/>
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        <balance>925000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>924464.43000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.26375120</annualizedRt>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC REMICS FHR 4818 BD</title>
        <cusip>3137FGV36</cusip>
        <identifiers>
          <isin value="US3137FGV368"/>
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        <balance>1378066.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1425008.90000000</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>2045-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2018-3 WLAKE 2018-3A D</title>
        <cusip>96042GAL6</cusip>
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          <isin value="US96042GAL68"/>
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          <couponKind>Fixed</couponKind>
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        <name>PROTECTIVE LIFE GLOBAL FUNDING</name>
        <lei>635400EVYITCJYWL2I50</lei>
        <title>PROTECTIVE LIFE GLOBAL FUNDING 144A 1.082000% 06/09/2023</title>
        <cusip>74368CAR5</cusip>
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          <isin value="US74368CAR51"/>
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        <balance>610000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.08200000</annualizedRt>
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        <name>PPL CAPITAL FUNDING, INC.</name>
        <lei>549300MROK5WY0D2NU17</lei>
        <title>PPL CAPITAL FUNDING INC 3.500000% 12/01/2022</title>
        <cusip>69352PAE3</cusip>
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          <isin value="US69352PAE34"/>
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        <balance>1025000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <name>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>STANDARD CHARTERED PLC 144A 2.744000% 09/10/2022</title>
        <cusip>853254BQ2</cusip>
        <identifiers>
          <isin value="US853254BQ20"/>
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        <balance>780000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>784934.77000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.74400000</annualizedRt>
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        <name>TIDEWATER AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>TIDEWATER AUTO RECEIVABLES TRUST 2020-A TMCAT 2020-AA B</title>
        <cusip>88641WAC3</cusip>
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          <isin value="US88641WAC38"/>
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        <valUSD>1420474.67000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.61000000</annualizedRt>
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        <name>NRZ MSR</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LLC 2018-FNT2 NZES 2018-FNT2 A</title>
        <cusip>64829TAH4</cusip>
        <identifiers>
          <isin value="US64829TAH41"/>
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        <balance>273318.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>273473.70000000</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>2054-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.79000000</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>AIG GLOBAL FUNDING</name>
        <lei>54930057MDZ7KOVOTV71</lei>
        <title>AIG GLOBAL FUNDING 144A 0.800000% 07/07/2023</title>
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        <name>WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST</name>
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        <name>MARLETTE FUNDING TRUST</name>
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        <name>BANK OF AMERICA CORPORATION</name>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <name>NEXTERA ENERGY CAPITAL HOLDINGS, INC.</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>National Australia Bank Ltd (New York Branch)</name>
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        <name>CREDIT SUISSE AG</name>
        <lei>549300D0YARF5HYP1809</lei>
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        <name>MASSMUTUAL GLOBAL FUNDING II</name>
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        <name>FLORIDA POWER &amp; LIGHT COMPANY</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
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        <name>CARMAX AUTO OWNER TRUST</name>
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        <name>PRINCIPAL LIFE GLOBAL FUNDING II</name>
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        <title>PRINCIPAL LIFE GLOBAL FUNDING II 144A VARIABLE RATE 04/12/2024</title>
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        <name>DIAMONDBACK ENERGY, INC.</name>
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        <name>Freddie Mac</name>
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        <name>Federal National Mortgage Association</name>
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        <name>SEQUOIA INFRASTRUCTURE FUNDING LTD</name>
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        <name>CHESAPEAKE FUNDING LLC</name>
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        <name>UBS AG LONDON BRANCH</name>
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        <name>Freddie Mac</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>BWAY MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KEURIG DR PEPPER INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CONAGRA BRANDS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</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>
        <debtSec>
          <maturityDt>2024-04-26</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-3 WLAKE 2020-3A B</title>
        <cusip>96042QAG5</cusip>
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          <isin value="US96042QAG55"/>
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        <balance>330000.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <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>
        <identifiers>
          <isin value="US63941JAA60"/>
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        <balance>693817.24000000</balance>
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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>2068-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <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>2130000.00000000</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>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BENEFIT STREET PARTNERS CLO LTD</name>
        <lei>N/A</lei>
        <title>BENEFIT STREET PARTNERS CLO X LTD BSP 2016-10A X</title>
        <cusip>08181LAS6</cusip>
        <identifiers>
          <isin value="US08181LAS60"/>
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        <balance>656250.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>656085.28000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.78824880</annualizedRt>
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        <securityLending>
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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 2019-4 CARMX 2019-4 A2A</title>
        <cusip>14315WAB6</cusip>
        <identifiers>
          <isin value="US14315WAB63"/>
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        <balance>453409.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>454696.94000000</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>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.01000000</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>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2017-6 TPMT 2017-6 A1</title>
        <cusip>89175JAA8</cusip>
        <identifiers>
          <isin value="US89175JAA88"/>
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        <balance>173712.74000000</balance>
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        <curCd>USD</curCd>
        <valUSD>178641.60000000</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>2.75000040</annualizedRt>
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      <invstOrSec>
        <name>MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST</name>
        <lei>N/A</lei>
        <title>MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST MRAFT 2021-1 A1</title>
        <cusip>61916BBC3</cusip>
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          <isin value="US61916BBC37"/>
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        <balance>2275000.00000000</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>2022-03-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.61049880</annualizedRt>
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        <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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          <isin value="US26208VAB27"/>
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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>2023-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.85000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>V.F. CORPORATION</name>
        <lei>CWAJJ9DJ5Z7P057HV541</lei>
        <title>VF CORP 2.050000% 04/23/2022</title>
        <cusip>918204AZ1</cusip>
        <identifiers>
          <isin value="US918204AZ14"/>
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        <balance>2056000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2088293.10000000</valUSD>
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        <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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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>280662.07000000</balance>
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        <curCd>USD</curCd>
        <valUSD>283179.81000000</valUSD>
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        <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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        <name>LA BANQUE TORONTO-DOMINION</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 09/28/2023</title>
        <cusip>89114QCL0</cusip>
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          <isin value="US89114QCL05"/>
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        <balance>725000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>728187.25000000</valUSD>
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        <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>0.49728960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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        <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>240982.38000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.63800000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>
        <identifiers>
          <isin value="US25457VBP04"/>
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        <balance>405000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>405038.88000000</valUSD>
        <pctVal>0.054680743041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <name>Mylan II B.V.</name>
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        <name>HOME PARTNERS OF AMERICA TRUST</name>
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        <name>N/A</name>
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        <name>GSR MORTGAGE LOAN TRUST</name>
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        <name>PALMER SQUARE LOAN FUNDING LTD.</name>
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        <name>BFLD TRUST</name>
        <lei>N/A</lei>
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          <couponKind>Floating</couponKind>
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        <name>BRIGHTHOUSE FINANCIAL GLOBAL FUNDING</name>
        <lei>549300BLFX3KJ2IFOA78</lei>
        <title>BRIGHTHOUSE FINANCIAL GLOBAL FUNDING MTN VARIABLE RATE 04/12/2024</title>
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        <name>PNC BANK, NATIONAL ASSOCIATION</name>
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        <name>TRANSPORTATION FINANCE EQUIPMENT TRUST</name>
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        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <name>CITIGROUP INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2019-2 WLAKE 2019-2A A2B</title>
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        <name>LA BANQUE TORONTO-DOMINION</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

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        <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 01/03/2024</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING 2019-1 LLC EFF 2019-1 A2</title>
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          <isin value="US29374AAB08"/>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES 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>CITIGROUP INC.</name>
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        <name>TTX COMPANY</name>
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        <name>MORGAN STANLEY CAPITAL I INC.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <name>BUNKER HILL LOAN DEPOSITARY TRUST</name>
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        <name>NISSAN MASTER OWNER TRUST RECEIVABLES</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>N/A</name>
        <lei>N/A</lei>
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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>THE GOLDMAN SACHS GROUP, INC.</name>
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        <name>Government National Mortgage Association</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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        <name>THE BOEING COMPANY</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>DT AUTO OWNER TRUST</name>
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        <name>ARIZONA PUBLIC SERVICE COMPANY</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>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
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        <name>Government National Mortgage Association</name>
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        <issuerCat>USGA</issuerCat>
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        <name>N/A</name>
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        <name>LENNAR CORPORATION</name>
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        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <name>COMM MORTGAGE TRUST</name>
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          <maturityDt>2024-01-16</maturityDt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DTE ENERGY COMPANY</name>
        <lei>549300IX8SD6XXD71I78</lei>
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          <isin value="US233331BH98"/>
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        <balance>875000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>877384.92000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>SMB PRIVATE EDUCATION LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SMB PRIVATE EDUCATION LOAN TRUST 2020-A SMB 2020-A A1</title>
        <cusip>78449UAA6</cusip>
        <identifiers>
          <isin value="US78449UAA60"/>
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        <balance>403426.30000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.41463000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MHC COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>MHC COMMERCIAL MORTGAGE TRUST 2021-MHC MHC 2021-MHC B</title>
        <cusip>55316VAC8</cusip>
        <identifiers>
          <isin value="US55316VAC81"/>
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        <balance>4075000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4076234.73000000</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>2038-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.25096040</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-1 WLAKE 2021-1A A2A</title>
        <cusip>96043FAB9</cusip>
        <identifiers>
          <isin value="US96043FAB94"/>
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        <balance>745000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>745704.70000000</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>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.39000000</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>N/A</name>
        <lei>N/A</lei>
        <title>HYUNDAI CAPITAL AMERICA MTN 0.800000% 04/03/2023</title>
        <cusip>44891ABU0</cusip>
        <identifiers>
          <isin value="US44891ABU07"/>
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        <balance>1445000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1444643.87000000</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>2023-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.80000000</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>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2021-2 FCAT 2021-2 B</title>
        <cusip>33844WAC4</cusip>
        <identifiers>
          <isin value="US33844WAC47"/>
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        <balance>755000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>755868.78000000</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>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.93000000</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>FIRST INVESTORS AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>FIRST INVESTORS AUTO OWNER TRUST 2019-2 FIAOT 2019-2A A</title>
        <cusip>32058RAA2</cusip>
        <identifiers>
          <isin value="US32058RAA23"/>
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        <balance>231416.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>233288.43000000</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>2024-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.21000000</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>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2018-2 DRIVE 2018-2 D</title>
        <cusip>26208JAG8</cusip>
        <identifiers>
          <isin value="US26208JAG85"/>
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        <balance>556687.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>569027.09000000</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>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.14000000</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>MILL CITY MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>MILL CITY MORTGAGE LOAN TRUST 2018-2 MCMLT 2018-2 A1</title>
        <cusip>59980MAC5</cusip>
        <identifiers>
          <isin value="US59980MAC55"/>
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        <balance>531870.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>545831.32000000</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>2058-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.49999920</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>METROPOLITAN LIFE GLOBAL FUNDING I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>METROPOLITAN LIFE GLOBAL FUNDING I MTN VARIABLE RATE 01/13/2023</title>
        <cusip>59217GEF2</cusip>
        <identifiers>
          <isin value="US59217GEF28"/>
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        <balance>825000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>830701.51000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.58050000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EQUIFAX INC.</name>
        <lei>5493004MCF8JDC86VS77</lei>
        <title>EQUIFAX INC VARIABLE RATE 08/15/2021</title>
        <cusip>294429AP0</cusip>
        <identifiers>
          <isin value="US294429AP03"/>
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        <balance>735000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>736033.40000000</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>2021-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.02588120</annualizedRt>
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      <invstOrSec>
        <name>CLOUD PASS-THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>CLOUD PASS-THROUGH TRUST 2019-1 CLOUD 2019-1A CLOU</title>
        <cusip>18913AAA3</cusip>
        <identifiers>
          <isin value="US18913AAA34"/>
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        <balance>223329.30000000</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>2022-12-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.55422960</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CENTERPOINT ENERGY RESOURCES CORP.</name>
        <lei>2JADVB0458J06WCD4N56</lei>
        <title>CENTERPOINT ENERGY RESOURCES CORP VARIABLE RATE 03/02/2023</title>
        <cusip>15189WAN0</cusip>
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          <isin value="US15189WAN02"/>
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        <balance>1550000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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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>DT AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2020-3 DTAOT 2020-3A B</title>
        <cusip>26253AAB2</cusip>
        <identifiers>
          <isin value="US26253AAB26"/>
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        <balance>1615000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.91000000</annualizedRt>
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      <invstOrSec>
        <name>UBS-CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>UBS-CITIGROUP COMMERCIAL MORTGAGE TRUST 2011-C1 UBSC 2011-C1 A3</title>
        <cusip>90268TAC8</cusip>
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          <isin value="US90268TAC80"/>
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        <balance>716427.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>717890.43000000</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>2045-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.59500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2016-1 TPMT 2016-1 A1B</title>
        <cusip>89172EAU8</cusip>
        <identifiers>
          <isin value="US89172EAU82"/>
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        <balance>112795.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>113084.23000000</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>2055-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75000040</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>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN AE0379</title>
        <cusip>31419AM53</cusip>
        <identifiers>
          <isin value="US31419AM539"/>
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        <balance>66538.42000000</balance>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <name>Freddie Mac</name>
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        <name>Freddie Mac</name>
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        <name>CCG RECEIVABLES TRUST</name>
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        <name>CNH EQUIPMENT TRUST</name>
        <lei>N/A</lei>
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        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN AD0054</title>
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        <name>AMERICAN TOWER CORPORATION</name>
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          <couponKind>Fixed</couponKind>
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        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HONEYWELL INTERNATIONAL INC.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <title>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021- ACAR 2021-1 A</title>
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          <isin value="US02528BAA26"/>
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        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
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        <name>BRISTOL-MYERS SQUIBB COMPANY</name>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>LONG IS PWR AUTH N Y ELEC SYS REV</name>
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        <title>LONG ISLAND NY PWR AUTH ELEC S LONG ISLAND POWER AUTHORITY</title>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <title>ANGEL OAK MORTGAGE TRUST 2020-2 AOMT 2020-2 A1A</title>
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          <isin value="US03464XAL47"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Santander Holdings USA, Inc.</name>
        <lei>549300SMVCQN2P0O6I58</lei>
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        <cusip>80282KAS5</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM 2019-3 TRUST SCLP 2019-3 A</title>
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          <couponKind>Fixed</couponKind>
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        <name>TIME WARNER CABLE, LLC</name>
        <lei>549300U5NFR7S6E3GM41</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>THE HOWARD UNIVERSITY</name>
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        <name>ROYALTY PHARMA PLC</name>
        <lei>549300FGFN7VOK8BZR03</lei>
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        <name>GILEAD SCIENCES, INC.</name>
        <lei>549300WTZWR07K8MNV44</lei>
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        <issuerCat>CORP</issuerCat>
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        <name>JP Morgan Chase Commercial Mortgage Securities Corp</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1</title>
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        <curCd>USD</curCd>
        <valUSD>199882.12000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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          <isin value="US30166RAD98"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST</name>
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          <isin value="US63938PBM05"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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          <isin value="US17328BAA26"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
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          <isin value="US35105FAB22"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
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          <isin value="US31574XAA63"/>
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        <balance>277758.82000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <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>
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          <isin value="US74958TAB98"/>
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        <balance>78719.68000000</balance>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.67281080</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 995253</title>
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        <identifiers>
          <isin value="US31416BTJ79"/>
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        <balance>30974.20000000</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>United States of America</name>
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        <balance>7700000.00000000</balance>
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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>
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      <invstOrSec>
        <name>ATHENE GLOBAL FUNDING</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>ATHENE GLOBAL FUNDING 144A VARIABLE RATE 05/24/2024</title>
        <cusip>04685A2X8</cusip>
        <identifiers>
          <isin value="US04685A2X87"/>
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        <balance>1820000.00000000</balance>
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        <valUSD>1823894.80000000</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>Floating</couponKind>
          <annualizedRt>0.70999920</annualizedRt>
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      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group, Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
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        <cusip>606822AF1</cusip>
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          <isin value="US606822AF11"/>
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        <balance>800000.00000000</balance>
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        <valUSD>802418.86000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-13</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>PFS FINANCING CORP.</name>
        <lei>N/A</lei>
        <title>PFS FINANCING CORP PFSFC 2020-B A</title>
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          <isin value="US69335PDR38"/>
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        <balance>695000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>TTAN 2021-MHC TTN 2021-MHC B</title>
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          <isin value="US87303TAG22"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>PUBLIC STORAGE</name>
        <lei>549300LMZF40TKJ6DM64</lei>
        <title>PUBLIC STORAGE VARIABLE RATE 04/23/2024</title>
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          <isin value="US74460WAB37"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>VOYA CLO</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2015-1 LTD VOYA 2015-1A A1R</title>
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        <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>CENTERPOINT ENERGY RESOURCES CORP.</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-02</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
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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>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 313752</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FORD CREDIT FLOORPLAN MASTER OWNER TRUST A</name>
        <lei>5493001DTG5N7T8BG747</lei>
        <title>FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2019-2 B</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>THE BOEING COMPANY</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Virginia Electric and Power Company</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
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        <balance>1600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1648998.83000000</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>
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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>
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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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      <invstOrSec>
        <name>AMERISOURCEBERGEN CORPORATION</name>
        <lei>AI8GXW8LG5WK7E9UD086</lei>
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          <isin value="US03073EAS46"/>
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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>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.73700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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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>
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        <curCd>USD</curCd>
        <valUSD>1998748.80000000</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>2037-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.66462840</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>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>634779.33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>633343.21000000</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>2054-07-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.79800120</annualizedRt>
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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>
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        <curCd>USD</curCd>
        <valUSD>155762.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.71500000</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>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>
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        <curCd>USD</curCd>
        <valUSD>255201.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.80000000</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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        <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>15302.54000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15312.08000000</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>2069-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.80000000</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>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2021-1A A2</title>
        <cusip>165183CT9</cusip>
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          <isin value="US165183CT96"/>
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        <balance>650813.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.34463160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <title>GLS AUTO RECEIVABLES ISSUER TRUST 2019-2 GCAR 2019-2A A</title>
        <cusip>36257NAA1</cusip>
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          <isin value="US36257NAA19"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>PHILLIPS 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
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        <cusip>718546AU8</cusip>
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          <isin value="US718546AU85"/>
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        <balance>455000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>481317.76000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</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>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>108185.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>108367.82000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <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>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <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>97875.40000000</balance>
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        <curCd>USD</curCd>
        <valUSD>97858.23000000</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>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.77163120</annualizedRt>
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        <securityLending>
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          <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>
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          <isin value="US064159YN00"/>
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        <balance>3325000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3346507.90000000</valUSD>
        <pctVal>0.451782650014</pctVal>
        <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>0.56000160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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        <name>Freddie Mac</name>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <name>MTRO COMMERCIAL MORTGAGE TRUST</name>
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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>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP MTN VARIABLE RATE 05/28/2024</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>VIBRANT CLO LTD</name>
        <lei>N/A</lei>
        <title>VIBRANT CLO VI LTD VIBR 2017-6A AR</title>
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        <identifiers>
          <isin value="US92558EAJ10"/>
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        <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>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
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        <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>DRIVETIME AUTO OWNER TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>AFFIRM ASSET SECURITIZATION TRUST</name>
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          <isin value="US00834AAA79"/>
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        <balance>617517.59000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>MICROCHIP TECHNOLOGY INCORPORATED</name>
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        <name>VERUS SECURITIZATION TRUST</name>
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          <isin value="US92537MAA80"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>VERDE CDO</name>
        <lei>N/A</lei>
        <title>VERDE CLO LTD VERDE 2019-1A XR</title>
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          <isin value="US92338BAL99"/>
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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>Federal National Mortgage Association</name>
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        <name>CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV</name>
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        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>Federal National Mortgage Association</name>
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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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        <name>THE CHARLES SCHWAB CORPORATION</name>
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        <name>JOHN DEERE OWNER TRUST</name>
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        <name>ONEMAIN FINANCIAL ISSUANCE TRUST</name>
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        <name>AT&amp;T INC.</name>
        <lei>549300Z40J86GGSTL398</lei>
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        <name>BMW US CAPITAL, LLC</name>
        <lei>KK5MZM9DIXLXZL9DZL15</lei>
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        <name>CVS HEALTH CORPORATION</name>
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        <name>UBS AG LONDON BRANCH</name>
        <lei>N/A</lei>
        <title>UBS AG/LONDON 144A VARIABLE RATE 06/01/2023</title>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST</name>
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      <invstOrSec>
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        <name>IMPAC CMB TRUST</name>
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        <name>BANQUE NATIONALE DU CANADA</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Dominion Energy, Inc.</name>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <cusip>30167HAA6</cusip>
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          <isin value="US30167HAA68"/>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-1 WLAKE 2021-1A B</title>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <name>Saudi Arabian Oil Company</name>
        <lei>5586006WD91QHB7J4X50</lei>
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        <invCountry>SA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN AZ4793</title>
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        <issuerCat>USGA</issuerCat>
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        <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>
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          <isin value="US63862UAA60"/>
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        <balance>154784.14000000</balance>
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        <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>102736.57000000</balance>
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        <curCd>USD</curCd>
        <valUSD>103597.38000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
          <annualizedRt>2.46600000</annualizedRt>
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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>
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          <isin value="US42824CBG33"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45000000</annualizedRt>
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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2018-1 AMCAR 2018-1 C</title>
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          <isin value="US03066HAF47"/>
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        <balance>535000.00000000</balance>
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        <valUSD>548231.99000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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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 2017-1 DRMT 2017-1A A1</title>
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          <isin value="US24380TAA43"/>
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        <balance>6143.39000000</balance>
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        <valUSD>6141.53000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <fairValLevel>2</fairValLevel>
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        <name>LCM LTD.</name>
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        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
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        <name>FORD CREDIT AUTO LEASE TRUST</name>
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        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CIFC FUNDING LTD</name>
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        <name>Keybank National Association</name>
        <lei>HUX2X73FUCYHUVH1BK78</lei>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>REGIONAL MANAGEMENT ISSUANCE TRUST (RMGIT)</name>
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        <name>Siemens Financieringsmaatschappij N.V.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>NAVIENT STUDENT LOAN TRUST</name>
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        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FOX CORPORATION</name>
        <lei>549300DDU6FDRBIELS05</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>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>352816.98000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DRIVETIME AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2021-2 DTAOT 2021-2A B</title>
        <cusip>23345EAC9</cusip>
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          <isin value="US23345EAC93"/>
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        <balance>530000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>VERIZON COMMUNICATIONS INC.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC VARIABLE RATE 03/22/2024</title>
        <cusip>92343VGD0</cusip>
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          <isin value="US92343VGD01"/>
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        <balance>3265000.00000000</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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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <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>1130722.17000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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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>
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          <isin value="US90520EAJ01"/>
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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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          <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>
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        <curCd>USD</curCd>
        <valUSD>350578.90000000</valUSD>
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        <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>1.32824880</annualizedRt>
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          <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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        <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>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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        <curCd>USD</curCd>
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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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      <invstOrSec>
        <name>WORLD OMNI SELECT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>WORLD OMNI SELECT AUTO TRUST 2019-A WOSAT 2019-A A2A</title>
        <cusip>98163BAB8</cusip>
        <identifiers>
          <isin value="US98163BAB80"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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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>
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          <isin value="US02530QAA58"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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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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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 5YR NOTE (CBT) SEP21 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="FVU1"/>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE REMICS FNR 2012-121 GA</title>
        <cusip>3136A9WT1</cusip>
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          <isin value="US3136A9WT14"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SOUTHERN CALIFORNIA EDISON COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
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          <isin value="US19688DAA81"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GCAT LLC</name>
        <lei>N/A</lei>
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          <isin value="US36168AAA79"/>
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        <balance>1857758.16000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FORD CREDIT FLOORPLAN MASTER OWNER TRUST A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ILLUMINA, INC.</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

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          <couponKind>Fixed</couponKind>
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        <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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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BAYVIEW OPPORTUNITY MASTER FUND TRUST</name>
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        <cusip>07332GAA6</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
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        <name>GLS AUTO RECEIVABLES TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>ONEMAIN FINANCIAL ISSUANCE TRUST</name>
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        <name>Nordea Bank Abp</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>FI</invCountry>

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        <name>FCI FUNDING LIMITED</name>
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        <name>DRIVETIME AUTO OWNER TRUST</name>
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        <name>LSTAR COMMERCIAL MORTGAGE TRUST</name>
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        <title>LSTAR COMMERCIAL MORTGAGE TRUST 2016-4 LNSTR 2016-4 A2</title>
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          <isin value="US50219QAC87"/>
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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>2.57900000</annualizedRt>
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      <invstOrSec>
        <name>CNH EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>CNH EQUIPMENT TRUST 2019-C CNH 2019-C A2</title>
        <cusip>12597CAB3</cusip>
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          <isin value="US12597CAB37"/>
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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>
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      <invstOrSec>
        <name>BAYER US FINANCE II LLC</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
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        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2065-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.80899920</annualizedRt>
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      <invstOrSec>
        <name>SECURITIZED TERM AUTO RECEIVABLES TRUST</name>
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        <cusip>81377DAC0</cusip>
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          <isin value="US81377DAC02"/>
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        <balance>297060.26000000</balance>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
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        <cusip>165183BG8</cusip>
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          <isin value="US165183BG84"/>
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        <balance>524795.52000000</balance>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2020-2 MORTGAGE LOAN TRUST COLT 2020-2 A1</title>
        <cusip>19688JAA5</cusip>
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          <isin value="US19688JAA51"/>
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        <balance>742705.13000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>EXETER AUTOMOBILE RECEIVABLES TRUST 2019-4 EART 2019-4A B</title>
        <cusip>30167GAC4</cusip>
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          <isin value="US30167GAC42"/>
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        <balance>713346.25000000</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>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.30000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE &amp; CO VARIABLE RATE 04/22/2027</title>
        <cusip>46647PCF1</cusip>
        <identifiers>
          <isin value="US46647PCF18"/>
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        <balance>1600000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-22</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>DISCOVER BANK</name>
        <lei>X05BVSK68TQ7YTOSNR22</lei>
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        <cusip>25466AAF8</cusip>
        <identifiers>
          <isin value="US25466AAF84"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3009313.56000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</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>NISSAN MASTER OWNER TRUST RECEIVABLES</name>
        <lei>N/A</lei>
        <title>NISSAN MASTER OWNER TRUST RECEIVABLES NMOTR 2019-A A</title>
        <cusip>65474VAQ4</cusip>
        <identifiers>
          <isin value="US65474VAQ41"/>
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        <balance>5105000.00000000</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>2024-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.66088080</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2019-HY2 TPMT 2019-HY2 A1</title>
        <cusip>89177HAA0</cusip>
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          <isin value="US89177HAA05"/>
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        <balance>465265.05000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.09163160</annualizedRt>
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        <name>PRESTIGE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <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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        <balance>1117597.57000000</balance>
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        <valUSD>1118207.00000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <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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          <isin value="US50116YAB74"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>MICROCHIP TECHNOLOGY INCORPORATED</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>MICROCHIP TECHNOLOGY INC 3.922000% 06/01/2021</title>
        <cusip>595017AN4</cusip>
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          <isin value="US595017AN45"/>
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        <valUSD>2134000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.92200000</annualizedRt>
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        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
        <lei>N/A</lei>
        <title>SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)</title>
        <cusip>783965593</cusip>
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          <isin value="US7839655930"/>
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        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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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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          <isin value="US78015K7K46"/>
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        <balance>725000.00000000</balance>
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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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          <couponKind>Floating</couponKind>
          <annualizedRt>0.46000080</annualizedRt>
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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 2015-CCRE23 MORTGAGE TRUST COMM 2015-CR23 A2</title>
        <cusip>12593AAX3</cusip>
        <identifiers>
          <isin value="US12593AAX37"/>
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        <balance>447379.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>447424.84000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <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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          <isin value="US141781BL76"/>
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        <balance>475000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>484897.67000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>Inter-American Development Bank</name>
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        <name>PFS FINANCING CORP.</name>
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        <name>Freddie Mac</name>
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        <name>Freddie Mac</name>
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        <name>Dominion Energy, Inc.</name>
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        <name>Freddie Mac</name>
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        <name>Federal National Mortgage Association</name>
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        <name>CATERPILLAR FINANCIAL SERVICES CORPORATION</name>
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        <name>ARI FLEET LEASE TRUST</name>
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        <name>NATIONSTAR HECM LOAN TRUST</name>
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        <name>LENNAR CORPORATION</name>
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        <name>Fifth Third Bank, National Association</name>
        <lei>QFROUN1UWUYU0DVIWD51</lei>
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        <name>FORD MOTOR CREDIT COMPANY LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
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      <invstOrSec>
        <name>MERCEDES-BENZ AUTO LEASE TRUST</name>
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      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Enbridge Inc.</name>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BARCLAYS BANK PLC</name>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NEXTGEAR FLOORPLAN MASTER OWNER TRUST</name>
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        <name>Freddie Mac</name>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DONLEN FLEET LEASE FUNDING 2</name>
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      <invstOrSec>
        <name>INTERNATIONAL FLAVORS &amp; FRAGRANCES INC.</name>
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        <name>WHEELS SPV, LLC</name>
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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 2019-3 CARMX 2019-3 A2A</title>
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          <couponKind>Fixed</couponKind>
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        <name>CSMC TRUST</name>
        <lei>N/A</lei>
        <title>CSMC 2021-NQM3 CSMC 2021-NQM3 A1</title>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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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>
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        <valUSD>673748.38000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.49700000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <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>1260629.19000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1259615.52000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.85700160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CNH EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>CNH EQUIPMENT TRUST 2019-C CNH 2019-C A2</title>
        <cusip>12597CAB3</cusip>
        <identifiers>
          <isin value="US12597CAB37"/>
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        <balance>246449.16000000</balance>
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        <curCd>USD</curCd>
        <valUSD>246836.50000000</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>
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          <maturityDt>2023-03-15</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>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA 144A VARIABLE RATE 07/08/2021</title>
        <cusip>44891AAV9</cusip>
        <identifiers>
          <isin value="US44891AAV98"/>
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        <balance>725000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>725468.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.13738040</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>MMAF EQUIPMENT FINANCE LLC</name>
        <lei>N/A</lei>
        <title>MMAF EQUIPMENT FINANCE LLC 2018-A MMAF 2018-A A3</title>
        <cusip>60700DAC2</cusip>
        <identifiers>
          <isin value="US60700DAC20"/>
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        <balance>933665.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>939969.48000000</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>2022-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC REMICS FHR 4390 NC</title>
        <cusip>3137BDXM3</cusip>
        <identifiers>
          <isin value="US3137BDXM33"/>
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        <balance>113955.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114587.79000000</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>2039-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2019-3 FCAT 2019-3 C</title>
        <cusip>33846AAE6</cusip>
        <identifiers>
          <isin value="US33846AAE64"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1035608.30000000</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>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.74000000</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>CPS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CPS AUTO RECEIVABLES TRUST 2021-B CPS 2021-B A</title>
        <cusip>12656QAA2</cusip>
        <identifiers>
          <isin value="US12656QAA22"/>
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        <balance>676833.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>677342.03000000</valUSD>
        <pctVal>0.091442000564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)</name>
        <lei>254900BN8XS34XZDJ223</lei>
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        <cusip>22533TT14</cusip>
        <identifiers>
          <isin value="US22533TT145"/>
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        <balance>6500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6499971.14000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</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>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>750267.41000000</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>
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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>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>1085000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1101283.09000000</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>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>204431.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207618.17000000</valUSD>
        <pctVal>0.028028706292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.37600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <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 EART 2021-2A B</title>
        <cusip>30165XAD7</cusip>
        <identifiers>
          <isin value="US30165XAD75"/>
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        <balance>1275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1275485.78000000</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>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.57000000</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>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>
        <identifiers>
          <isin value="US43813DAB47"/>
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        <balance>102192.63000000</balance>
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        <curCd>USD</curCd>
        <valUSD>102351.18000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.74000000</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>CENTERPOINT ENERGY, INC.</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
        <title>CENTERPOINT ENERGY INC VARIABLE RATE 05/13/2024</title>
        <cusip>15189TAZ0</cusip>
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          <isin value="US15189TAZ03"/>
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        <balance>625000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>625694.38000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.65999880</annualizedRt>
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        <securityLending>
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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 2013-124 CP</title>
        <cusip>38378WUY7</cusip>
        <identifiers>
          <isin value="US38378WUY73"/>
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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>United States of America</name>
        <lei>N/A</lei>
        <title>US LONG BOND(CBT) SEP21 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="USU1"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MFA LLC</name>
        <lei>N/A</lei>
        <title>MFA 2021-INV1 TRUST MFRA 2021-INV1 A1</title>
        <cusip>552747AA5</cusip>
        <identifiers>
          <isin value="US552747AA55"/>
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        <balance>751801.79000000</balance>
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        <curCd>USD</curCd>
        <valUSD>750069.64000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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        <name>DANSKE BANK A/S</name>
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        <name>Duke Energy Progress, LLC</name>
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        <name>ROPER TECHNOLOGIES, INC.</name>
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        <name>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
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        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <name>CALIFORNIA CMNTY COLLEGE DISTS TAX &amp; REV ANTIC NT PROG</name>
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        <name>Federal National Mortgage Association</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>UPSTART SECURITIZATION TRUST</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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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>NEXTGEAR FLOORPLAN MASTER OWNER 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>DRIVETIME AUTO OWNER TRUST</name>
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        <name>CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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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>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
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        <name>CREDIT SUISSE AG</name>
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        <isRestrictedSec>N</isRestrictedSec>

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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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        <fairValLevel>2</fairValLevel>
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        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
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        <name>KKR CLO LTD/LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>United States of America</name>
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        <name>ARROYO MORTGAGE TRUST</name>
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        <name>Mondelez International, Inc.</name>
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        <name>TOYOTA MOTOR CREDIT CORPORATION</name>
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        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>State of California</name>
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        <name>CSMC TRUST</name>
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        <name>Skandinaviska Enskilda Banken AB</name>
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        <name>ABBVIE INC.</name>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <name>DT AUTO OWNER TRUST</name>
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        <name>VIATRIS INC.</name>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>LA BANQUE TORONTO-DOMINION</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 03/04/2024</title>
        <cusip>89114QCR7</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MERRILL LYNCH MORTGAGE BACKED SECURITIES TRUST</name>
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        <name>COLT MORTGAGE LOAN TRUST</name>
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        <cusip>19688CAA0</cusip>
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        <name>CROSSROADS ASSET TRUST</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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      <invstOrSec>
        <name>CANADIAN PACER AUTO RECEIVABLES TRUST</name>
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        <title>CANADIAN PACER AUTO RECEIVABLES TRUST 2020-1 CPART 2020-1A A2A</title>
        <cusip>13645YAB5</cusip>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>OZLM FUNDING LTD</name>
        <lei>N/A</lei>
        <title>OZLM XII LTD OZLM 2015-12A A1R</title>
        <cusip>67109WAJ7</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>OTIS WORLDWIDE CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>TTAN 2021-MHC TTN 2021-MHC A</title>
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        <fairValLevel>2</fairValLevel>
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        <name>MMAF EQUIPMENT FINANCE LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2021-LBA MORTGAGE TRUST COMM 2021-LBA B</title>
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          <isin value="US12598GAC15"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2005-6 BSARM 2005-6 3A1</title>
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          <isin value="US07387ADJ16"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2019-3 CARMX 2019-3 A2B</title>
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          <isin value="US14315PAC95"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>OBX TRUST</name>
        <lei>N/A</lei>
        <title>OBX 2018-1 TRUST OBX 2018-1 A2</title>
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          <isin value="US67112FAD24"/>
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        <balance>47763.61000000</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>2057-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.74162880</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AON CORPORATION</name>
        <lei>LTS3U8DGK38SETRUWX71</lei>
        <title>AON CORP 2.200000% 11/15/2022</title>
        <cusip>037389BD4</cusip>
        <identifiers>
          <isin value="US037389BD49"/>
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        <balance>55000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>56479.71000000</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>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.20000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CNH EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>CNH EQUIPMENT TRUST 2021-A CNH 2021-A A2</title>
        <cusip>12598AAB6</cusip>
        <identifiers>
          <isin value="US12598AAB61"/>
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        <balance>715000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>715355.71000000</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>0.23000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>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>537444.74000000</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>2021-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.36000000</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>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>581066.59000000</valUSD>
        <pctVal>0.078444698685</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>
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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>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>640582.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>643072.14000000</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>2065-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.25499960</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>COCA-COLA EUROPACIFIC PARTNERS PLC</name>
        <lei>549300LTH67W4GWMRF57</lei>
        <title>COCA-COLA EUROPACIFIC PARTNERS PLC 144A 0.500000% 05/05/2023</title>
        <cusip>19123MAD5</cusip>
        <identifiers>
          <isin value="US19123MAD56"/>
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        <balance>2400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2397277.32000000</valUSD>
        <pctVal>0.323635363433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>894331.79000000</valUSD>
        <pctVal>0.120735882941</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>
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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>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>2595000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2605860.80000000</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>2022-04-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.64712880</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>ATMOS ENERGY CORPORATION</name>
        <lei>QVLWEGTD2S8GJMO8D383</lei>
        <title>ATMOS ENERGY CORP 0.625000% 03/09/2023</title>
        <cusip>049560AU9</cusip>
        <identifiers>
          <isin value="US049560AU94"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1000936.73000000</valUSD>
        <pctVal>0.135127679924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 A1</title>
        <cusip>92538EAA5</cusip>
        <identifiers>
          <isin value="US92538EAA55"/>
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        <balance>940000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>941455.12000000</valUSD>
        <pctVal>0.127097589993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.01999880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <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>850402.05000000</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>179671.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180666.85000000</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>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>3136681.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.47513160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <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 I LLC 2019-4 AOMT 2019-4 A1</title>
        <cusip>03463UAA5</cusip>
        <identifiers>
          <isin value="US03463UAA51"/>
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        <balance>333670.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>336852.96000000</valUSD>
        <pctVal>0.045475560638</pctVal>
        <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>
        <name>JPMORGAN CHASE &amp; CO.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE &amp; CO VARIABLE RATE 06/01/2025</title>
        <cusip>46647PCG9</cusip>
        <identifiers>
          <isin value="US46647PCG90"/>
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        <balance>925000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>925977.13000000</valUSD>
        <pctVal>0.125008042456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</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>
        <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>230710.61000000</valUSD>
        <pctVal>0.031146213870</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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
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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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1286525.92000000</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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 323626</title>
        <cusip>31374TPK9</cusip>
        <identifiers>
          <isin value="US31374TPK96"/>
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        <balance>92.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92.86000000</valUSD>
        <pctVal>0.000012536213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.50700040</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>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>600933.48000000</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>2023-12-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.41000040</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>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>870363.01000000</valUSD>
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        <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>
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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>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER LP / REGENCY ENERGY FINANCE CORP 5.000000% 10/01/2022</title>
        <cusip>75886AAQ1</cusip>
        <identifiers>
          <isin value="US75886AAQ13"/>
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        <balance>1315000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1375503.03000000</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>2022-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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>420675.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>427000.97000000</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>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>
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      <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>26614.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26686.06000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-25</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>769614.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>770629.27000000</valUSD>
        <pctVal>0.104035891796</pctVal>
        <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>0.99000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>3745961.42000000</valUSD>
        <pctVal>0.505709362639</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>
      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER 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>1183086.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.65000000</annualizedRt>
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        <securityLending>
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          <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>616019.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>616115.82000000</valUSD>
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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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
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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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        <curCd>USD</curCd>
        <valUSD>576450.62000000</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>3.65000000</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>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>4292777.19000000</valUSD>
        <pctVal>0.579530158831</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>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>
        <identifiers>
          <isin value="US23344GAC50"/>
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        <balance>580000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>580334.31000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OBX TRUST</name>
        <lei>N/A</lei>
        <title>OBX 2018-EXP2 TRUST OBX 2018-EXP2 2A1A</title>
        <cusip>67097XAR1</cusip>
        <identifiers>
          <isin value="US67097XAR17"/>
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        <balance>109888.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>109957.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <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>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>
        <identifiers>
          <isin value="US45818WBM73"/>
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        <balance>1588000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1588571.68000000</valUSD>
        <pctVal>0.214459115225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.38374920</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1000546.00000000</valUSD>
        <pctVal>0.135074930897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>PIONEER NATURAL RESOURCES COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HSBC BANK CANADA</name>
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        <name>COLT MORTGAGE LOAN TRUST</name>
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        <name>7-ELEVEN, INC.</name>
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        <name>Saudi Arabian Oil Company</name>
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        <name>NEXTERA ENERGY CAPITAL HOLDINGS, INC.</name>
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        <name>AIR LEASE CORPORATION</name>
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        <name>Freddie Mac</name>
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        <name>JPMORGAN CHASE &amp; CO.</name>
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        <name>NAVIENT STUDENT LOAN TRUST</name>
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        <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>
      <invstOrSec>
        <name>VOLKSWAGEN AUTO LOAN ENHANCED TRUST</name>
        <lei>N/A</lei>
        <title>VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2020-1 VALET 2020-1 A2A</title>
        <cusip>92868JAB2</cusip>
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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>2022-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.93000000</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>STARBUCKS CORPORATION</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
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        <cusip>855244AN9</cusip>
        <identifiers>
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        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1203246.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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>381194.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>386926.48000000</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>2056-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75000040</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COLT 2020-2R MORTGAGE LOAN TRUST COLT 2020-2R A1</title>
        <cusip>12656GAA4</cusip>
        <identifiers>
          <isin value="US12656GAA40"/>
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        <balance>559817.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>561179.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-10-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.32500160</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>TIDEWATER AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>TIDEWATER AUTO RECEIVABLES TRUST 2020-A TMCAT 2020-AA A2</title>
        <cusip>88641WAB5</cusip>
        <identifiers>
          <isin value="US88641WAB54"/>
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        <balance>849734.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>854190.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.39000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS, LTD.</name>
        <lei>N/A</lei>
        <title>OCTAGON INVESTMENT PARTNERS 30 LTD OCT30 2017-1A A1R</title>
        <cusip>675920AJ1</cusip>
        <identifiers>
          <isin value="US675920AJ13"/>
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        <balance>670000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>670175.54000000</valUSD>
        <pctVal>0.090474515669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.18824840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2017-2 TPMT 2017-2 A1</title>
        <cusip>89173HAA4</cusip>
        <identifiers>
          <isin value="US89173HAA41"/>
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        <balance>674100.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>683905.34000000</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>2057-04-25</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>
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      </invstOrSec>
      <invstOrSec>
        <name>LA BANQUE TORONTO-DOMINION</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 01/06/2023</title>
        <cusip>89114QCN6</cusip>
        <identifiers>
          <isin value="US89114QCN60"/>
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        <balance>2025000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2026974.05000000</valUSD>
        <pctVal>0.273643970127</pctVal>
        <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>0.24999840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ANTHEM, INC.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ANTHEM INC 2.950000% 12/01/2022</title>
        <cusip>036752AF0</cusip>
        <identifiers>
          <isin value="US036752AF07"/>
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        <balance>925000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>959408.21000000</valUSD>
        <pctVal>0.129521279050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MFA LLC</name>
        <lei>N/A</lei>
        <title>MFA 2017-RPL1 TRUST MFRA 2017-RPL1 A1</title>
        <cusip>552759AA0</cusip>
        <identifiers>
          <isin value="US552759AA01"/>
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        <balance>64055.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64698.57000000</valUSD>
        <pctVal>0.008734385897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.58800040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONSUMER LOAN UNDERLYING BOND (CLUB) CREDIT TRUST</name>
        <lei>N/A</lei>
        <title>CONSUMER LOAN UNDERLYING BOND CLUB CREDIT TRUST 20 CLUB 2020-P1 A</title>
        <cusip>21055JAA6</cusip>
        <identifiers>
          <isin value="US21055JAA60"/>
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        <balance>293310.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>294807.54000000</valUSD>
        <pctVal>0.039799377633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.26000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <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 RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM NRZT 2020-NQM2 A1</title>
        <cusip>64830UAA3</cusip>
        <identifiers>
          <isin value="US64830UAA34"/>
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        <balance>364583.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>369312.25000000</valUSD>
        <pctVal>0.049857604396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-05-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.65017160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CROSSROADS ASSET TRUST</name>
        <lei>N/A</lei>
        <title>CROSSROADS ASSET TRUST 2021-A XROAD 2021-A A2</title>
        <cusip>22767CAB6</cusip>
        <identifiers>
          <isin value="US22767CAB63"/>
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        <balance>805000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>805968.66000000</valUSD>
        <pctVal>0.108806752568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.82000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2019-1 MFT 2019-1A A</title>
        <cusip>57109XAA5</cusip>
        <identifiers>
          <isin value="US57109XAA54"/>
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        <balance>81405.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81628.72000000</valUSD>
        <pctVal>0.011019976805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.44000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY MTN 2.750000% 05/19/2022</title>
        <cusip>61744YAH1</cusip>
        <identifiers>
          <isin value="US61744YAH18"/>
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        <balance>2530000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2591663.74000000</valUSD>
        <pctVal>0.349877767329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VOYA CLO</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2019-1 LTD VOYA 2019-1A AR</title>
        <cusip>92917NAJ7</cusip>
        <identifiers>
          <isin value="US92917NAJ72"/>
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        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>650863.85000000</valUSD>
        <pctVal>0.087867413954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.24374960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PORT AUTH N Y &amp; N J</name>
        <lei>N/A</lei>
        <title>PORT AUTH OF NEW YORK &amp; NEW JE PORT AUTHORITY OF NEW YORK &amp; NEW JERSEY</title>
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      <invstOrSec>
        <name>SOUTHERN CALIFORNIA EDISON COMPANY</name>
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      <invstOrSec>
        <name>BANQUE ROYALE DU CANADA</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UNIFY AUTO RECEIVABLES TRUST</name>
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        <name>SCF EQUIPMENT TRUST LLC</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>Cooperatieve Rabobank UA (New York Branch)</name>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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        <cusip>78472CAA6</cusip>
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        <name>CPS AUTO RECEIVABLES TRUST</name>
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        <name>J.P. MORGAN WEALTH MANAGEMENT MORTGAGE TRUST</name>
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        <name>SOCIETE GENERALE SA</name>
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        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>Freddie Mac</name>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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          <isin value="US89172YAA82"/>
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          <couponKind>Floating</couponKind>
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        <name>MORTGAGEIT TRUST</name>
        <lei>N/A</lei>
        <title>MORTGAGEIT TRUST 2005-5 MHL 2005-5 A1</title>
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          <isin value="US61915RAU05"/>
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        <name>CITIZENS BANK, NATIONAL ASSOCIATION</name>
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        <title>CITIZENS BANK NA/PROVIDENCE RI VARIABLE RATE 02/14/2022</title>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN AD0213</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>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>NISSAN AUTO RECEIVABLES OWNER TRUST</name>
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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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          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
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          <isin value="US81746WAA62"/>
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        <balance>143678.02000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY</name>
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        <balance>2675000.00000000</balance>
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        <valUSD>2734297.26000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>ENTERPRISE FLEET FINANCING LLC</name>
        <lei>N/A</lei>
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          <isin value="US29374AAB08"/>
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        <balance>173074.67000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>OHA CREDIT FUNDING LTD</name>
        <lei>N/A</lei>
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        <cusip>67112RAQ7</cusip>
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          <isin value="US67112RAQ74"/>
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        <balance>750000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-02</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2020-2 MFT 2020-2A A</title>
        <cusip>57108RAA9</cusip>
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          <isin value="US57108RAA95"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 889091</title>
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        <valUSD>1584.85000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MARLETTE FUNDING TRUST</name>
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        <cusip>57109MAA9</cusip>
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        <balance>104808.42000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.69000000</annualizedRt>
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      <invstOrSec>
        <name>TOYOTA AUTO RECEIVABLES OWNER TRUST</name>
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        <cusip>89238TAD5</cusip>
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        <balance>65209.80000000</balance>
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        <valUSD>65540.61000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.96000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC USA INC.</name>
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        <cusip>40434RB43</cusip>
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        <balance>4900000.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-04</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ARI FLEET LEASE TRUST</name>
        <lei>N/A</lei>
        <title>ARI FLEET LEASE TRUST 2021-A ARIFL 2021-A A2</title>
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        <balance>300000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KPLB A</title>
        <cusip>3137BJQ71</cusip>
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          <isin value="US3137BJQ718"/>
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        <balance>700000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>LCM LTD.</name>
        <lei>N/A</lei>
        <title>LCM XXIII LTD LCM 23A A1R</title>
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          <isin value="US52111PAF80"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>CIGNA CORPORATION</name>
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          <isin value="US125523CN87"/>
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        <balance>570000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>570702.21000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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      </invstOrSec>
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    <signature>
      <ncom:dateSigned>2021-05-31</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>
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</edgarSubmission>
