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        <name>Freddie Mac</name>
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        <name>Freddie Mac</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KJ29 A1</title>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE REMICS FNR 2008-24 PF</title>
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        <name>VICI PROPERTIES L.P.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SANTANDER UK GROUP HOLDINGS PLC</name>
        <lei>549300F5XIFGNNW4CF72</lei>
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          <isin value="US80281LAN55"/>
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        <valUSD>582412.45000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.08900000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>DONLEN FLEET LEASE FUNDING 2</name>
        <lei>N/A</lei>
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        <cusip>257812AE7</cusip>
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          <isin value="US257812AE73"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-12-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.98000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.</name>
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        <title>GREATAMERICA LEASING RECEIVABLES GALC 2023-1 A3</title>
        <cusip>39154TCC0</cusip>
        <identifiers>
          <isin value="US39154TCC09"/>
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        <balance>3235000.00000000</balance>
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        <valUSD>3219555.14000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.15000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>DBWF COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES</name>
        <lei>N/A</lei>
        <title>DBWF 2018-GLKS MORTGAGE TRUST DBWF 2018-GLKS A</title>
        <cusip>23307GAA4</cusip>
        <identifiers>
          <isin value="US23307GAA40"/>
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        <balance>1600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1575170.08000000</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>2030-12-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.26199840</annualizedRt>
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      <invstOrSec>
        <name>TRICON AMERICAN HOMES TRUST</name>
        <lei>N/A</lei>
        <title>TRICON AMERICAN HOMES 2017-SFR2 TRUST TAH 2017-SFR2 B</title>
        <cusip>89613FAB4</cusip>
        <identifiers>
          <isin value="US89613FAB40"/>
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        <balance>1545000.00000000</balance>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE &amp; CO 1.040000% 02/04/2027</title>
        <cusip>46647PBW5</cusip>
        <identifiers>
          <isin value="US46647PBW59"/>
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        <balance>4420000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3952051.29000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK ST DORM AUTH ST PERS INCOME TAX REV</name>
        <lei>N/A</lei>
        <title>NEW YORK ST DORM AUTH ST PERSO NEW YORK STATE DORMITORY AUTHORITY</title>
        <cusip>64990FD43</cusip>
        <identifiers>
          <isin value="US64990FD438"/>
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        <balance>9775000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9137595.71000000</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>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.88700000</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>BANK</name>
        <lei>N/A</lei>
        <title>BANK 2017-BNK7 BANK 2017-BNK7 ASB</title>
        <cusip>06541XAD2</cusip>
        <identifiers>
          <isin value="US06541XAD21"/>
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        <balance>3354622.47000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3218586.49000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GA GLOBAL FUNDING TRUST</name>
        <lei>54930029I8ROQ4OROZ88</lei>
        <title>GA GLOBAL FUNDING TRUST 144A 3.850000% 04/11/2025</title>
        <cusip>36143L2J3</cusip>
        <identifiers>
          <isin value="US36143L2J35"/>
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        <balance>4101000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3929286.58000000</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>3.85000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OBX TRUST</name>
        <lei>N/A</lei>
        <title>OBX 2022-NQM1 TRUST OBX 2022-NQM1 A1</title>
        <cusip>67114VAA1</cusip>
        <identifiers>
          <isin value="US67114VAA17"/>
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        <balance>5578390.79000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4743571.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.30500080</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>CREDIT SUISSE GROUP AG 144A 1.305000% 02/02/2027</title>
        <cusip>225401AT5</cusip>
        <identifiers>
          <isin value="US225401AT54"/>
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        <balance>1710000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1476585.00000000</valUSD>
        <pctVal>0.073142941616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.30500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>PALMER SQUARE LOAN FUNDING LTD.</name>
        <lei>N/A</lei>
        <title>PALMER SQUARE LOAN FUNDING 2021-2 LTD PSTAT 2021-2A A1</title>
        <cusip>69702DAA5</cusip>
        <identifiers>
          <isin value="US69702DAA54"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>6.17914080</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>HUDSON PACIFIC PROPERTIES, L.P.</name>
        <lei>5493007NTUGLGZ8T3526</lei>
        <title>HUDSON PACIFIC PROPERTIES LP 4.650000% 04/01/2029</title>
        <cusip>44409MAB2</cusip>
        <identifiers>
          <isin value="US44409MAB28"/>
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        <balance>575000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>409804.55000000</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>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.65000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41 WFCM 2017-C41 ASB</title>
        <cusip>95001ABB1</cusip>
        <identifiers>
          <isin value="US95001ABB17"/>
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        <balance>979140.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>939613.83000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.39000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST 2013-2 SLMA 2013-2 A</title>
        <cusip>78446CAA9</cusip>
        <identifiers>
          <isin value="US78446CAA99"/>
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        <balance>908640.79000000</balance>
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        <curCd>USD</curCd>
        <valUSD>884599.34000000</valUSD>
        <pctVal>0.043818810213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.58799920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HCA INC.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA INC 5.000000% 03/15/2024</title>
        <cusip>404119BN8</cusip>
        <identifiers>
          <isin value="US404119BN87"/>
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        <balance>610000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>605721.71000000</valUSD>
        <pctVal>0.030004549463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 WFCM 2016-BNK1 ASB</title>
        <cusip>95000GAZ7</cusip>
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          <isin value="US95000GAZ72"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2023-2 CARMX 2023-2 A3</title>
        <cusip>142921AD7</cusip>
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          <isin value="US142921AD76"/>
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        <balance>9130000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <title>JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP JPMCC 2017-JP7 ASB</title>
        <cusip>465968AF2</cusip>
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          <isin value="US465968AF24"/>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912797FA06"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>United States of America</name>
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                <issuerName>U.S. Treasury Futures</issuerName>
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        <name>VOYA CLO</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2017-2 VOYA 2017-2A A1R</title>
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        <name>U.S. BANCORP</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
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        <cusip>91159HJK7</cusip>
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        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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        <title>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B NAVSL 2021-BA A</title>
        <cusip>63942LAA0</cusip>
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          <isin value="US63942LAA08"/>
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          <annualizedRt>0.94000000</annualizedRt>
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        <name>PACIFICORP</name>
        <lei>SGY07Y7FNYBNLM6Z1M11</lei>
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        <cusip>695114CR7</cusip>
        <identifiers>
          <isin value="US695114CR72"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 10YR ULTRA FUT SEP23 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="1TNU3"/>
          <other otherDesc="Bloomberg Ticker" value="UXYU3"/>
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        <name>DUKE ENERGY CORPORATION</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF34 A</title>
        <cusip>3137FARP5</cusip>
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          <isin value="US3137FARP52"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>BANK</name>
        <lei>N/A</lei>
        <title>BANK 2018-BNK14 BANK 2018-BN14 A2</title>
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          <isin value="US06035RAP10"/>
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        <curCd>USD</curCd>
        <valUSD>373249.46000000</valUSD>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12800000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>LCM LIMITED PARTNERSHIP</name>
        <lei>N/A</lei>
        <title>LCM XXI LP LCM 21A AR</title>
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        <curCd>USD</curCd>
        <valUSD>296465.88000000</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>
          <annualizedRt>6.13042920</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>AMMC CLO LIMITED</name>
        <lei>N/A</lei>
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        <cusip>00176DAQ2</cusip>
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        <balance>578094.83000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K076 A1</title>
        <cusip>3137FEZT0</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>201234.97000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.72500000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KJ31 A1</title>
        <cusip>3137F62S5</cusip>
        <identifiers>
          <isin value="US3137F62S57"/>
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        <balance>295083.22000000</balance>
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        <curCd>USD</curCd>
        <valUSD>282485.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.56900000</annualizedRt>
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      <invstOrSec>
        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>METROPOLITAN LIFE GLOBAL FUNDING I 144A 3.450000% 12/18/2026</title>
        <cusip>59217GBY4</cusip>
        <identifiers>
          <isin value="US59217GBY44"/>
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        <balance>2500000.00000000</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>2026-12-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
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      <invstOrSec>
        <name>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FREMF 2014-K37 MORTGAGE TRUST FREMF 2014-K37 B</title>
        <cusip>35563BAJ9</cusip>
        <identifiers>
          <isin value="US35563BAJ98"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>985231.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.58398800</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>BANQUE CANADIENNE IMPERIALE DE COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CANADIAN IMPERIAL BANK OF COMMERCE 3.300000% 04/07/2025</title>
        <cusip>13607HR46</cusip>
        <identifiers>
          <isin value="US13607HR469"/>
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        <balance>12295000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11833805.45000000</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>2025-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES</name>
        <lei>N/A</lei>
        <title>CREDIT-BASED ASSET SERVICING AND SECURITIZATION LL CBASS 2005-CB3 M3</title>
        <cusip>12489WLG7</cusip>
        <identifiers>
          <isin value="US12489WLG77"/>
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        <balance>212688.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>210341.03000000</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>3.70628640</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CSAIL COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CSAIL 2016-C5 COMMERCIAL MORTGAGE TRUST CSAIL 2016-C5 ASB</title>
        <cusip>12636LAZ3</cusip>
        <identifiers>
          <isin value="US12636LAZ31"/>
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        <balance>25779.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24873.49000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.53250000</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>RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.</name>
        <lei>N/A</lei>
        <title>RAMP SERIES 2006-NC2 TRUST RAMP 2006-NC2 A3</title>
        <cusip>75156TAC4</cusip>
        <identifiers>
          <isin value="US75156TAC45"/>
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        <balance>195958.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>194551.80000000</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>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.71799880</annualizedRt>
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      <invstOrSec>
        <name>NETFLIX, INC.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NETFLIX INC 5.875000% 02/15/2025</title>
        <cusip>64110LAL0</cusip>
        <identifiers>
          <isin value="US64110LAL09"/>
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        <balance>915000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>922463.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-1 WLAKE 2023-1A B</title>
        <cusip>96042XAE5</cusip>
        <identifiers>
          <isin value="US96042XAE58"/>
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        <balance>2940000.00000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.41000000</annualizedRt>
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      <invstOrSec>
        <name>TRINITY ACQUISITION PLC</name>
        <lei>549300FJZWZN6MJNGB63</lei>
        <title>TRINITY ACQUISITION PLC 4.625000% 08/15/2023</title>
        <cusip>89641UAA9</cusip>
        <identifiers>
          <isin value="US89641UAA97"/>
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        <balance>860000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>856851.17000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORD CREDIT FLOORPLAN MASTER OWNER TRUST A</name>
        <lei>5493001DTG5N7T8BG747</lei>
        <title>FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2019-4 A</title>
        <cusip>34528QHF4</cusip>
        <identifiers>
          <isin value="US34528QHF46"/>
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        <balance>12000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11526158.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.44000000</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>MORGAN STANLEY ABS CAPITAL I, INC.</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY ABS CAPITAL I INC TRUST 2006-NC3 MSAC 2006-NC3 A2D</title>
        <cusip>61744CZD1</cusip>
        <identifiers>
          <isin value="US61744CZD19"/>
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        <balance>526130.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>501072.20000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.67799920</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>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C2 JPMBB 2014-C21 ASB</title>
        <cusip>46642EAZ9</cusip>
        <identifiers>
          <isin value="US46642EAZ97"/>
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        <balance>379965.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>373154.53000000</valUSD>
        <pctVal>0.018484286378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.42820000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL TBA</title>
        <cusip>01F050668</cusip>
        <identifiers>
          <isin value="US01F0506687"/>
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        <balance>26425000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26030173.24000000</valUSD>
        <pctVal>1.289409984219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>T-MOBILE USA, INC.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC 3.750000% 04/15/2027</title>
        <cusip>87264ABD6</cusip>
        <identifiers>
          <isin value="US87264ABD63"/>
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        <balance>640000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>607998.86000000</valUSD>
        <pctVal>0.030117348557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
        <lei>N/A</lei>
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          <isin value="US63941UAA16"/>
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        <balance>2105695.02000000</balance>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2019-1 AMCAR 2019-1 D</title>
        <cusip>03066GAG4</cusip>
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          <isin value="US03066GAG47"/>
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        <balance>2375000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>STARWOOD PROPERTY MORTGAGE LLC</name>
        <lei>N/A</lei>
        <title>STWD 2019-FL1 LTD STWD 2019-FL1 A</title>
        <cusip>78485WAA7</cusip>
        <identifiers>
          <isin value="US78485WAA71"/>
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        <balance>993227.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>991646.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.75623080</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>ROCKFORD TOWER CLO</name>
        <lei>N/A</lei>
        <title>ROCKFORD TOWER CLO 2018-2 LTD ROCKT 2018-2A A</title>
        <cusip>77342KAA8</cusip>
        <identifiers>
          <isin value="US77342KAA88"/>
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        <balance>450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>443652.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.41043000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DNB BANK ASA</name>
        <lei>549300GKFG0RYRRQ1414</lei>
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          <isin value="US25601B2A27"/>
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        <balance>1405000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.85600000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MACQUARIE GROUP LIMITED.</name>
        <lei>ACMHD8HWFMFUIQQ8Y590</lei>
        <title>MACQUARIE GROUP LTD 144A 1.340000% 01/12/2027</title>
        <cusip>55608JAR9</cusip>
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          <isin value="US55608JAR95"/>
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        <balance>705000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP 3.419000% 12/20/2028</title>
        <cusip>06051GHD4</cusip>
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          <isin value="US06051GHD43"/>
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        <balance>5600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5149716.54000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.41900000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 WFCM 2015-C28 A3</title>
        <cusip>94989JAY2</cusip>
        <identifiers>
          <isin value="US94989JAY29"/>
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        <balance>2007601.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1914367.87000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.29000000</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>BOCA COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BOCA COMMERCIAL MORTGAGE TRUST 2022-BOCA BOCA 2022-BOCA A</title>
        <cusip>05592LAA4</cusip>
        <identifiers>
          <isin value="US05592LAA44"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>494203.15000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.82889040</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <cusip>06051GKM0</cusip>
        <identifiers>
          <isin value="US06051GKM05"/>
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        <balance>13165000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12666903.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>PLAINS ALL AMERICAN PIPELINE, L.P.</name>
        <lei>5521FA2ITF25TVH63740</lei>
        <title>PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP 4.500000% 12/15/2026</title>
        <cusip>72650RBL5</cusip>
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          <isin value="US72650RBL50"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY N/B 0.500000% 03/31/2025</title>
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          <isin value="US912828ZF00"/>
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        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>PALMER SQUARE LOAN FUNDING LTD.</name>
        <lei>N/A</lei>
        <title>PALMER SQUARE LOAN FUNDING 2020-1 LTD PSTAT 2020-1A A1</title>
        <cusip>69701EAA4</cusip>
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          <isin value="US69701EAA47"/>
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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>
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          <couponKind>Floating</couponKind>
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        <name>BAYER US FINANCE II LLC</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
        <title>BAYER US FINANCE II LLC 144A 4.250000% 12/15/2025</title>
        <cusip>07274NAJ2</cusip>
        <identifiers>
          <isin value="US07274NAJ28"/>
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        <balance>580000.00000000</balance>
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        <valUSD>563127.71000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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      <invstOrSec>
        <name>BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE BACM 2017-BNK3 ASB</title>
        <cusip>06427DAQ6</cusip>
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          <isin value="US06427DAQ60"/>
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        <balance>1114719.30000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-159 D</title>
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        <identifiers>
          <isin value="US38376GYM67"/>
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        <balance>378965.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>369089.46000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-16</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MILL CITY MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
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        <name>SLM STUDENT LOAN TRUST</name>
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        <name>LA BANQUE TORONTO-DOMINION</name>
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        <name>GS MORTGAGE SECURITIES CORP.</name>
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        <name>Freddie Mac</name>
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        <name>STRUCTURED ASSET SECURITIES CORPORATION</name>
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        <name>NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV</name>
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        <name>LHOME MORTGAGE TRUST</name>
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        <name>JBS USA Lux S.A.</name>
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        <name>PFS FINANCING CORP.</name>
        <lei>N/A</lei>
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        <name>MIAMI-DADE CNTY FLA AVIATION REV</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>Government National Mortgage Association 2</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE)</title>
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        <issuerCat>USGA</issuerCat>
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        <name>CommonSpirit Health</name>
        <lei>4SXHN5XW08IBO0UG2V58</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>GS MORTGAGE SECURITIES TRUST</name>
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        <name>COREBRIDGE FINANCIAL, INC.</name>
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        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
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        <name>Freddie Mac</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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          <maturityDt>2045-11-25</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FIRST FRANKLIN MORTGAGE LOAN TRUST</name>
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        <title>FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2006-FF1 FFML 2006-FF18 A1</title>
        <cusip>32029AAA5</cusip>
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          <isin value="US32029AAA51"/>
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        <balance>1892618.24000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1764052.12000000</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>2037-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.24800080</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>HSI ASSET SECURITIZATION CORPORATION TRUST</name>
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        <title>HSI ASSET SECURITIZATION CORP TRUST 2006-OPT1 HASC 2006-OPT1 M1</title>
        <cusip>40430HDE5</cusip>
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          <isin value="US40430HDE53"/>
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        <balance>523251.16000000</balance>
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        <curCd>USD</curCd>
        <valUSD>516842.33000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.67799920</annualizedRt>
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      <invstOrSec>
        <name>THE FEDERAL HOME LOAN BANKS</name>
        <lei>N/A</lei>
        <title>FEDERAL HOME LOAN BANK 2.200000% 02/28/2025</title>
        <cusip>3130AR2C4</cusip>
        <identifiers>
          <isin value="US3130AR2C48"/>
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        <balance>7815000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7433115.88000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.20000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>91282CEW7</cusip>
        <identifiers>
          <isin value="US91282CEW73"/>
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        <balance>14070000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>91282CGX3</cusip>
        <identifiers>
          <isin value="US91282CGX39"/>
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        <balance>18620000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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      <invstOrSec>
        <name>SPRINT SPECTRUM CO LLC</name>
        <lei>N/A</lei>
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        <cusip>85208NAE0</cusip>
        <identifiers>
          <isin value="US85208NAE04"/>
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        <balance>1000000.00000000</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>2028-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.15200000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Amcor Flexibles North America, Inc</name>
        <lei>PTVU09TE3QPJPL7K4E13</lei>
        <title>AMCOR FLEXIBLES NORTH AMERICA INC 4.000000% 05/17/2025</title>
        <cusip>02343JAA8</cusip>
        <identifiers>
          <isin value="US02343JAA88"/>
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        <balance>1165000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1130902.97000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AVOLON HOLDINGS FUNDING LIMITED</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
        <title>AVOLON HOLDINGS FUNDING LTD 144A 2.750000% 02/21/2028</title>
        <cusip>05401AAP6</cusip>
        <identifiers>
          <isin value="US05401AAP66"/>
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        <balance>580000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>482484.37000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association 2</name>
        <lei>N/A</lei>
        <title>GINNIE MAE II POOL G2 5276</title>
        <cusip>36202F2H8</cusip>
        <identifiers>
          <isin value="US36202F2H82"/>
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        <balance>615814.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>596264.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE-ACES FNA 2016-M3 A2</title>
        <cusip>3136ARTE8</cusip>
        <identifiers>
          <isin value="US3136ARTE84"/>
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        <balance>1778140.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1692952.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70200000</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>AerCap Ireland Capital Designated Activity Company</name>
        <lei>549300TI38531ODB1G63</lei>
        <title>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 2.450000% 10/29/2026</title>
        <cusip>00774MAV7</cusip>
        <identifiers>
          <isin value="US00774MAV72"/>
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        <balance>255000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>227385.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.45000000</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>CF HIPPOLYTA ISSUER LLC</name>
        <lei>N/A</lei>
        <title>CF HIPPOLYTA ISSUER LLC SORT 2020-1 A1</title>
        <cusip>12530MAA3</cusip>
        <identifiers>
          <isin value="US12530MAA36"/>
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        <balance>1079342.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>974627.83000000</valUSD>
        <pctVal>0.048278389978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.69000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANQUE ROYALE DU CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA MTN 1.600000% 01/21/2025</title>
        <cusip>78016EYM3</cusip>
        <identifiers>
          <isin value="US78016EYM38"/>
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        <balance>12025000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11332729.17000000</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>2025-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <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>MF1 LTD</name>
        <lei>N/A</lei>
        <title>MF1 2020-FL4 LTD MF1 2020-FL4 A</title>
        <cusip>58003UAA6</cusip>
        <identifiers>
          <isin value="US58003UAA60"/>
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        <balance>581749.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>579549.89000000</valUSD>
        <pctVal>0.028708122978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.88089960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHASE AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CHASE AUTO OWNER TRUST 2022-A CHAOT 2022-AA A3</title>
        <cusip>16144JAC5</cusip>
        <identifiers>
          <isin value="US16144JAC53"/>
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        <balance>1400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1370001.92000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.98000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IMPERIAL BRANDS FINANCE PLC</name>
        <lei>2138008L3B3MCG1DFS50</lei>
        <title>IMPERIAL BRANDS FINANCE PLC 144A 4.250000% 07/21/2025</title>
        <cusip>453140AF2</cusip>
        <identifiers>
          <isin value="US453140AF21"/>
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        <balance>1035000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>997151.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BLACK HILLS CORPORATION</name>
        <lei>3MGELCRSTNSAMJ962671</lei>
        <title>BLACK HILLS CORP 5.950000% 03/15/2028</title>
        <cusip>092113AV1</cusip>
        <identifiers>
          <isin value="US092113AV12"/>
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        <balance>1175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1208175.29000000</valUSD>
        <pctVal>0.059847211436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.95000000</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>PHEAA STUDENT LOAN TRUST I</name>
        <lei>N/A</lei>
        <title>PHEAA STUDENT LOAN TRUST 2016-1 PHEAA 2016-1A A</title>
        <cusip>69343FAA5</cusip>
        <identifiers>
          <isin value="US69343FAA57"/>
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        <balance>878853.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>867933.47000000</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>6.28800120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C32 WFCM 2016-C32 ASB</title>
        <cusip>94989YBA0</cusip>
        <identifiers>
          <isin value="US94989YBA01"/>
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        <balance>1155305.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1120918.99000000</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>2059-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.32400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ASSET BACKED SECURITIES INC</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-2 BSABS 2006-2 M5</title>
        <cusip>07388FAH6</cusip>
        <identifiers>
          <isin value="US07388FAH64"/>
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        <balance>1027154.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1023630.99000000</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>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.16299920</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>STACK INFRASTRUCTURE ISSUER, LLC</name>
        <lei>N/A</lei>
        <title>STACK INFRASTRUCTURE ISSUER LLC SIDC 2019-2A A2</title>
        <cusip>85236KAC6</cusip>
        <identifiers>
          <isin value="US85236KAC62"/>
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        <balance>740000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>702849.56000000</valUSD>
        <pctVal>0.034815797486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.08000000</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>SPRINT SPECTRUM CO LLC</name>
        <lei>N/A</lei>
        <title>SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 4.738000% 03/20/2025</title>
        <cusip>85208NAD2</cusip>
        <identifiers>
          <isin value="US85208NAD21"/>
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        <balance>825000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>816824.99000000</valUSD>
        <pctVal>0.040461593849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.73800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LIFE STORAGE LP</name>
        <lei>X0MIGH67XZCB7HL1A534</lei>
        <title>LIFE STORAGE LP 4.000000% 06/15/2029</title>
        <cusip>53227JAB0</cusip>
        <identifiers>
          <isin value="US53227JAB08"/>
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        <balance>1230000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1135742.47000000</valUSD>
        <pctVal>0.056259236802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2021-1 TPMT 2021-1 A1</title>
        <cusip>89179YAR4</cusip>
        <identifiers>
          <isin value="US89179YAR45"/>
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        <balance>1734864.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1551607.22000000</valUSD>
        <pctVal>0.076859182711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.25000000</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>AMERICAN EXPRESS COMPANY</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AMERICAN EXPRESS CO 2.250000% 03/04/2025</title>
        <cusip>025816CQ0</cusip>
        <identifiers>
          <isin value="US025816CQ09"/>
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        <balance>2485000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2359754.48000000</valUSD>
        <pctVal>0.116890923420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2 AMCAR 2022-2 C</title>
        <cusip>03065WAF2</cusip>
        <identifiers>
          <isin value="US03065WAF23"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2979603.60000000</valUSD>
        <pctVal>0.147595277043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.32000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>UBS COMMERCIAL MORTGAGE TRUST 2018-C12 UBSCM 2018-C12 A2</title>
        <cusip>90353DAV7</cusip>
        <identifiers>
          <isin value="US90353DAV73"/>
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        <balance>1507157.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1501376.96000000</valUSD>
        <pctVal>0.074371016452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.15190000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <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 4.250000% 04/01/2024</title>
        <cusip>86765BAN9</cusip>
        <identifiers>
          <isin value="US86765BAN91"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>246363.88000000</valUSD>
        <pctVal>0.012203685457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2020-VKNG BX 2020-VKNG A</title>
        <cusip>12433YAA5</cusip>
        <identifiers>
          <isin value="US12433YAA55"/>
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        <balance>983957.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>967554.26000000</valUSD>
        <pctVal>0.047927999234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.10377120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SANTANDER CONSUMER AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-B SCART 2020-BA B</title>
        <cusip>802830AN9</cusip>
        <identifiers>
          <isin value="US802830AN99"/>
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        <balance>4526733.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4482863.62000000</valUSD>
        <pctVal>0.222059571261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.77000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
        <title>PUBLIC SERVICE ENTERPRISE GROUP INC 2.875000% 06/15/2024</title>
        <cusip>744573AN6</cusip>
        <identifiers>
          <isin value="US744573AN60"/>
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        <balance>2825000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2742395.39000000</valUSD>
        <pctVal>0.135845119582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN BM4154</title>
        <cusip>3140J8TL7</cusip>
        <identifiers>
          <isin value="US3140J8TL78"/>
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        <balance>1325817.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1260969.92000000</valUSD>
        <pctVal>0.062462404289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMMC CLO LIMITED</name>
        <lei>N/A</lei>
        <title>AMMC CLO 15 LTD AMMC 2014-15A AR3</title>
        <cusip>00175MBN9</cusip>
        <identifiers>
          <isin value="US00175MBN92"/>
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        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1276005.90000000</valUSD>
        <pctVal>0.063207214651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.38029080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <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 MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KW01 A2</title>
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        <name>TAKE-TWO INTERACTIVE SOFTWARE, INC.</name>
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        <name>REESE PARK CLO LIMITED</name>
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        <name>7-ELEVEN, INC.</name>
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        <name>CIT MORTGAGE LOAN TRUST</name>
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        <name>Dominion Energy, Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>HOUSTON TEX ARPT SYS REV</name>
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        <name>ITC HOLDINGS CORP.</name>
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        <name>MADISON PARK FUNDING, LTD.</name>
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        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2013-C13 ASB</title>
        <cusip>61763BAS3</cusip>
        <identifiers>
          <isin value="US61763BAS34"/>
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        <balance>18287.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18214.90000000</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>2046-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55700000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BENCHMARK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2020-B19 MORTGAGE TRUST BMARK 2020-B19 A1</title>
        <cusip>08162WAY2</cusip>
        <identifiers>
          <isin value="US08162WAY21"/>
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        <balance>362996.07000000</balance>
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        <curCd>USD</curCd>
        <valUSD>343564.64000000</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>2053-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62800000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>REVVITY, INC.</name>
        <lei>549300IKL1SDPFI7N655</lei>
        <title>REVVITY INC 0.850000% 09/15/2024</title>
        <cusip>714046AL3</cusip>
        <identifiers>
          <isin value="US714046AL31"/>
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        <balance>1170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1102120.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.85000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H NAVSL 2020-HA A</title>
        <cusip>63935BAA1</cusip>
        <identifiers>
          <isin value="US63935BAA17"/>
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        <balance>2169017.29000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1978077.61000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2069-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.31000000</annualizedRt>
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        <name>ATHENE GLOBAL FUNDING</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>ATHENE GLOBAL FUNDING 144A 2.514000% 03/08/2024</title>
        <cusip>04685A3J8</cusip>
        <identifiers>
          <isin value="US04685A3J84"/>
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        <balance>575000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>554698.89000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.51400000</annualizedRt>
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      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST 2017-2 NAVSL 2017-2A A</title>
        <cusip>63939RAA2</cusip>
        <identifiers>
          <isin value="US63939RAA23"/>
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        <balance>610599.76000000</balance>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-12-27</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>B.A.T CAPITAL CORPORATION</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT CAPITAL CORP 3.557000% 08/15/2027</title>
        <cusip>05526DBB0</cusip>
        <identifiers>
          <isin value="US05526DBB01"/>
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        <balance>895000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>822882.22000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55700000</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>MASTER CREDIT CARD TRUST II</name>
        <lei>N/A</lei>
        <title>MASTER CREDIT CARD TRUST MCCT 2021-1A B</title>
        <cusip>576339CK9</cusip>
        <identifiers>
          <isin value="US576339CK96"/>
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        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>521274.38000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.79000000</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 CA4088</title>
        <cusip>3140QBRJ9</cusip>
        <identifiers>
          <isin value="US3140QBRJ93"/>
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        <balance>3790694.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3642619.67000000</valUSD>
        <pctVal>0.180437914412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>J.P. MORGAN MORTGAGE ACQUISITION CORPORATION</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH4 JPMAC 2007-CH4 M1</title>
        <cusip>46630CAF1</cusip>
        <identifiers>
          <isin value="US46630CAF14"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2860559.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.36799960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Eversource Energy</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>EVERSOURCE ENERGY 4.200000% 06/27/2024</title>
        <cusip>30040WAS7</cusip>
        <identifiers>
          <isin value="US30040WAS70"/>
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        <balance>11020000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10862249.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.20000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WFRBS COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>WFRBS COMMERCIAL MORTGAGE TRUST 2013-C18 WFRBS 2013-C18 A4</title>
        <cusip>96221QAD5</cusip>
        <identifiers>
          <isin value="US96221QAD51"/>
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        <balance>978686.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>962812.07000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.89600000</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>Credit Suisse Group AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>CREDIT SUISSE GROUP AG 144A 3.869000% 01/12/2029</title>
        <cusip>225401AF5</cusip>
        <identifiers>
          <isin value="US225401AF50"/>
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        <balance>770000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>687434.69000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.86900000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2013-CCRE8 MORTGAGE TRUST COMM 2013-CR8 AM</title>
        <cusip>12625KAL9</cusip>
        <identifiers>
          <isin value="US12625KAL98"/>
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        <balance>371230.12000000</balance>
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        <curCd>USD</curCd>
        <valUSD>354524.58000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.70161360</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NELNET PRIVATE EDUCATION LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NELNET STUDENT LOAN TRUST 2021-A NSLT 2021-A APT1</title>
        <cusip>64035DAB2</cusip>
        <identifiers>
          <isin value="US64035DAB29"/>
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        <balance>5826020.42000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5245603.72000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.36000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CSMC MORTGAGE BACKED TRUST</name>
        <lei>N/A</lei>
        <title>CSMC SERIES 2014-6R CSMC 2014-6R 15A2</title>
        <cusip>12648PEN3</cusip>
        <identifiers>
          <isin value="US12648PEN33"/>
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        <balance>1129607.53000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1083148.47000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.22932920</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN FM3935</title>
        <cusip>3140X7LR8</cusip>
        <identifiers>
          <isin value="US3140X7LR80"/>
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        <balance>1921443.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1811639.97000000</valUSD>
        <pctVal>0.089739958454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Government National Mortgage Association 2</name>
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        <name>Petroleos Mexicanos</name>
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        <name>Freddie Mac</name>
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        <name>FIRST NATIONAL MASTER NOTE TRUST</name>
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        <name>SLC STUDENT LOAN TRUST</name>
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        <name>Freddie Mac</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>CITIGROUP INC.</name>
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        <name>The Bank of New York Mellon Corporation</name>
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        <name>LMREC INC</name>
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        <name>Government National Mortgage Association 2</name>
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        <name>Federal National Mortgage Association</name>
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        <name>TOYOTA AUTO RECEIVABLES OWNER TRUST</name>
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        <name>Freddie Mac</name>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <name>RESIDENTIAL ASSET SECURITIES CORPORATION</name>
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        <name>COMM MORTGAGE TRUST</name>
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        <name>NISSAN AUTO LEASE TRUST</name>
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        <name>PROGRESS RESIDENTIAL MASTER TRUST</name>
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        <name>Morgan Stanley Bank, National Association</name>
        <lei>G1MLHIS0N32I3QPILB75</lei>
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        <name>ASHFORD HOSPITALITY TRUST</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Eversource Energy</name>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <invCountry>US</invCountry>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
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        <cusip>17322MAY2</cusip>
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          <isin value="US17322MAY21"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BENCHMARK MORTGAGE TRUST</name>
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        <cusip>08162MAV0</cusip>
        <identifiers>
          <isin value="US08162MAV00"/>
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        <balance>9585000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>VMWARE, INC.</name>
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        <identifiers>
          <isin value="US928563AH85"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ABBVIE INC.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN BM5111</title>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
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        <title>CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37 CGCMT 2016-GC37 AAB</title>
        <cusip>17290XAU4</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>CHASE AUTO CREDIT LINKED NOTES</name>
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        <title>JPMORGAN CHASE BANK NA - CACLN CACLN 2021-2 B</title>
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        <name>FRESB MORTGAGE TRUST</name>
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        <name>Government National Mortgage Association</name>
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        <name>FORD CREDIT FLOORPLAN MASTER OWNER TRUST A</name>
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          <couponKind>Fixed</couponKind>
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          <isin value="US05608FAG63"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>Freddie Mac</name>
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      <invstOrSec>
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        <name>Federal National Mortgage Association</name>
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        <name>PRESTIGE AUTO RECEIVABLES TRUST</name>
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        <name>HCA INC.</name>
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        <name>Freddie Mac</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CSMC MORTGAGE BACKED TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC REMICS FHR 4379 CD</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>HORMEL FOODS CORPORATION</name>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE REMICS FNR 2012-113 PB</title>
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        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
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        <title>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C34 WFCM 2016-C34 ASB</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <name>CENTEX HOME EQUITY LOAN TRUST</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN FM6017</title>
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          <couponKind>Fixed</couponKind>
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        <name>VICI PROPERTIES L.P.</name>
        <lei>254900X4QE7SGKQLLN38</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BAE SYSTEMS HOLDINGS INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>WELLS FARGO HOME EQUITY TRUST</name>
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        <name>FIRST FRANKLIN MORTGAGE LOAN TRUST</name>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>AT&amp;T INC.</name>
        <lei>549300Z40J86GGSTL398</lei>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>CITIGROUP INC.</name>
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        <name>VERIZON COMMUNICATIONS INC.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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        <cusip>92343VEN0</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>JERSEY CENTRAL POWER &amp; LIGHT COMPANY</name>
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        <title>JERSEY CENTRAL POWER &amp; LIGHT CO 144A 4.700000% 04/01/2024</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL FG G18568</title>
        <cusip>3128MMT29</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>GS MORTGAGE SECURITIES TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC REMICS FHR 4094 BF</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AMERICAN ELECTRIC POWER COMPANY, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOLDEN CREDIT CARD TRUST</name>
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        <title>GOLDEN CREDIT CARD TRUST GCCT 2022-4A A</title>
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        <name>SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY</name>
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        <title>SYNCHRONY CARD FUNDING LLC SYNIT 2022-A1 A</title>
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        <name>J.P. MORGAN MORTGAGE ACQUISITION CORPORATION</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE REMICS FNR 2010-43 VF</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>HCA INC.</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Government National Mortgage Association</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO &amp; CO MTN 2.406000% 10/30/2025</title>
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          <isin value="US95000U2H53"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GTE AUTO RECEIVABLES TRUST</name>
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        <name>HCA INC.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO &amp; CO MTN 3.526000% 03/24/2028</title>
        <cusip>95000U2V4</cusip>
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        <balance>3950000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3702211.72000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.52600000</annualizedRt>
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        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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        <identifiers>
          <isin value="US63941HAA05"/>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.69000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>BERRY GLOBAL, INC.</name>
        <lei>549300AP2Q7ERHX6RI89</lei>
        <title>BERRY GLOBAL INC 144A 5.500000% 04/15/2028</title>
        <cusip>08576PAK7</cusip>
        <identifiers>
          <isin value="US08576PAK75"/>
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        <balance>765000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>756602.21000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2020-3 FCAT 2020-3 D</title>
        <cusip>33844TAG2</cusip>
        <identifiers>
          <isin value="US33844TAG22"/>
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        <balance>2400000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>AMGEN INC.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGEN INC 5.150000% 03/02/2028</title>
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          <isin value="US031162DP23"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.15000000</annualizedRt>
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        <name>FRESB MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FRESB 2018-SB50 MORTGAGE TRUST FRESB 2018-SB50 A10F</title>
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        <identifiers>
          <isin value="US30306RAM07"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC 4.050000% 07/21/2025</title>
        <cusip>3134GXG24</cusip>
        <identifiers>
          <isin value="US3134GXG245"/>
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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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        <name>FS RIALTO ISSUER, LTD.</name>
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          <isin value="US30312UAA16"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>SMB PRIVATE EDUCATION LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SMB PRIVATE EDUCATION LOAN TRUST 2021-B SMB 2021-B A</title>
        <cusip>78449YAA8</cusip>
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          <isin value="US78449YAA82"/>
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        <name>MVW OWNER TRUST</name>
        <lei>N/A</lei>
        <title>MVW 2021-1W LLC MVWOT 2021-1WA A</title>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL I TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>ONE NEW YORK PLAZA TRUST</name>
        <lei>N/A</lei>
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        <name>ING Groep N.V.</name>
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        <name>Freddie Mac</name>
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        <name>NEW CENTURY HOME EQUITY LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ENERGY TRANSFER LP</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
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        <cusip>17324TAF6</cusip>
        <identifiers>
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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>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>EXETER AUTOMOBILE RECEIVABLES TRUST 2021-3 EART 2021-3A C</title>
        <cusip>30166AAE4</cusip>
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        <balance>1473000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MACQUARIE GROUP LIMITED.</name>
        <lei>ACMHD8HWFMFUIQQ8Y590</lei>
        <title>MACQUARIE GROUP LTD MTN 1.201000% 10/14/2025</title>
        <cusip>55608JBA5</cusip>
        <identifiers>
          <isin value="US55608JBA51"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <cusip>03063FAF1</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC REMICS FHR 4048 GF</title>
        <cusip>3137AQUJ5</cusip>
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        <name>KNDL KNSQ MORTGAGE TRUST</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST</name>
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        <title>BX COMMERCIAL MORTGAGE TRUST 2021-VINO BX 2021-VINO A</title>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC REMICS FHR 3616 FG</title>
        <cusip>31398LGY8</cusip>
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        <curCd>USD</curCd>
        <valUSD>257087.34000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ROYALTY PHARMA PLC</name>
        <lei>549300FGFN7VOK8BZR03</lei>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>ENTERPRISE FLEET FINANCING LLC</name>
        <lei>N/A</lei>
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        <cusip>29374EAC0</cusip>
        <identifiers>
          <isin value="US29374EAC03"/>
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        <balance>1560000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.70000000</annualizedRt>
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      <invstOrSec>
        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C3 JPMBB 2015-C31 ASB</title>
        <cusip>46644YAW0</cusip>
        <identifiers>
          <isin value="US46644YAW03"/>
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        <balance>1152142.83000000</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>2048-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PRKCM TRUST</name>
        <lei>N/A</lei>
        <title>PRKCM 2021-AFC2 TRUST PRKCM 2021-AFC2 A1</title>
        <cusip>69361JAA4</cusip>
        <identifiers>
          <isin value="US69361JAA43"/>
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        <balance>5534784.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4607376.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.07100080</annualizedRt>
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      <invstOrSec>
        <name>JBS USA Lux S.A.</name>
        <lei>P77IMDGVZE8EFBTF2M92</lei>
        <title>JBS USA LUX SA / JBS USA FOOD CO / JBS USA FINANCE 5.125000% 02/01/2028</title>
        <cusip>46590XAG1</cusip>
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          <isin value="US46590XAG16"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC REMICS FHR 3895 FM</title>
        <cusip>3137ACUN7</cusip>
        <identifiers>
          <isin value="US3137ACUN78"/>
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        <balance>97700.89000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.45743080</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>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-3 WLAKE 2020-3A D</title>
        <cusip>96042QAL4</cusip>
        <identifiers>
          <isin value="US96042QAL41"/>
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        <balance>1700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1628126.89000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.65000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2008-92 E</title>
        <cusip>38373M4R8</cusip>
        <identifiers>
          <isin value="US38373M4R81"/>
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        <balance>372414.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>365168.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.55599880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MADISON PARK FUNDING, LTD.</name>
        <lei>N/A</lei>
        <title>MADISON PARK FUNDING XIX LTD MDPK 2015-19A A1R2</title>
        <cusip>55819QAY3</cusip>
        <identifiers>
          <isin value="US55819QAY35"/>
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        <balance>947812.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>936571.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.19270920</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>YMCA of Greater New York</name>
        <lei>N/A</lei>
        <title>YMCA OF GREATER NEW YORK 2.303000% 08/01/2026</title>
        <cusip>98425BAU0</cusip>
        <identifiers>
          <isin value="US98425BAU08"/>
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        <balance>7980000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7175777.44000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.30300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8 JPMDB 2018-C8 A2</title>
        <cusip>46591AAX3</cusip>
        <identifiers>
          <isin value="US46591AAX37"/>
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        <balance>718642.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>716609.57000000</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>2051-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.03060000</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>PHYSICIANS REALTY L.P.</name>
        <lei>549300P6Q1UMT0X60U20</lei>
        <title>PHYSICIANS REALTY LP 4.300000% 03/15/2027</title>
        <cusip>71951QAA0</cusip>
        <identifiers>
          <isin value="US71951QAA04"/>
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        <balance>1880000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1779863.83000000</valUSD>
        <pctVal>0.088165920825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</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>CSMC TRUST</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-I CSMC 2019-ICE4 A</title>
        <cusip>12653VAA4</cusip>
        <identifiers>
          <isin value="US12653VAA44"/>
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        <balance>1496277.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1486969.56000000</valUSD>
        <pctVal>0.073657342931</pctVal>
        <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>6.08699880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VICI PROPERTIES L.P.</name>
        <lei>254900X4QE7SGKQLLN38</lei>
        <title>VICI PROPERTIES LP / VICI NOTE CO INC 144A 5.750000% 02/01/2027</title>
        <cusip>92564RAJ4</cusip>
        <identifiers>
          <isin value="US92564RAJ41"/>
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        <balance>725000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>715292.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GENERAL ELECTRIC COMPANY</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GENERAL ELECTRIC CO MTN VARIABLE RATE 05/05/2026</title>
        <cusip>36962GW75</cusip>
        <identifiers>
          <isin value="US36962GW752"/>
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        <balance>330000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>327826.30000000</valUSD>
        <pctVal>0.016238943183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.70629160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DBGS MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DBGS 2018-BIOD MORTGAGE TRUST DBGS 2018-BIOD A</title>
        <cusip>23306GAA5</cusip>
        <identifiers>
          <isin value="US23306GAA58"/>
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        <balance>1772699.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1749360.08000000</valUSD>
        <pctVal>0.086654911296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.16001040</annualizedRt>
          <isDefault>N</isDefault>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>CHASE AUTO CREDIT LINKED NOTES</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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          <isin value="US63942LAA08"/>
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      <invstOrSec>
        <name>SIERRA TIMESHARE RECEIVABLES FUNDING LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NEXTERA ENERGY CAPITAL HOLDINGS, INC.</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE REMICS FNR 2020-10 FA</title>
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        <fairValLevel>2</fairValLevel>
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        <name>GLOBAL PAYMENTS INC.</name>
        <lei>549300NOMHGVQBX6S778</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Saudi Arabian Oil Company</name>
        <lei>5586006WD91QHB7J4X50</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE REMICS FNR 2016-48 UF</title>
        <cusip>3136ATMA9</cusip>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CWABS ASSET-BACKED CERTIFICATES TRUST</name>
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        <title>COUNTRYWIDE ASSET-BACKED CERTIFICATES CWL 2006-BC4 2A3</title>
        <cusip>12667NAD0</cusip>
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          <isin value="US12667NAD03"/>
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        <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 2023-2 CARMX 2023-2 B</title>
        <cusip>142921AF2</cusip>
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          <isin value="US142921AF25"/>
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        <curCd>USD</curCd>
        <valUSD>1000364.30000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.18000000</annualizedRt>
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        <name>NELNET STUDENT LOAN CORPORATION</name>
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          <isin value="US64033BAA08"/>
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        <curCd>USD</curCd>
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          <couponKind>Floating</couponKind>
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        <name>PENNSYLVANIA ELECTRIC COMPANY</name>
        <lei>O1PLQWO3TX952VMBJ146</lei>
        <title>PENNSYLVANIA ELECTRIC CO 144A 5.150000% 03/30/2026</title>
        <cusip>708696CA5</cusip>
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          <isin value="US708696CA52"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>Healthcare Realty Holdings, L.P.</name>
        <lei>549300IYGAS4GE6VDL07</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE-ACES FNA 2015-M15 A2</title>
        <cusip>3136AQSZ4</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN AN1793</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2026-06-01</maturityDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CSMC TRUST</name>
        <lei>N/A</lei>
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        <cusip>12659QAC5</cusip>
        <identifiers>
          <isin value="US12659QAC50"/>
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        <balance>2754206.32000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FRESB MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FRESB 2018-SB53 MORTGAGE TRUST FRESB 2018-SB53 A10F</title>
        <cusip>30297DAJ9</cusip>
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          <isin value="US30297DAJ90"/>
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        <balance>4846373.91000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SKYWORKS SOLUTIONS, INC.</name>
        <lei>549300WZ3ORQ2BVKBD96</lei>
        <title>SKYWORKS SOLUTIONS INC 0.900000% 06/01/2023</title>
        <cusip>83088MAJ1</cusip>
        <identifiers>
          <isin value="US83088MAJ18"/>
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        <balance>1145000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1145000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.90000000</annualizedRt>
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      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2015-PC1 MORTGAGE TRUST COMM 2015-PC1 A4</title>
        <cusip>12593GAE2</cusip>
        <identifiers>
          <isin value="US12593GAE26"/>
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        <balance>1704502.58000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1648796.54000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>WI TREASURY SEC. 0.250000% 06/15/2024</title>
        <cusip>91282CCG4</cusip>
        <identifiers>
          <isin value="US91282CCG42"/>
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        <balance>96375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91616484.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>METROPOLITAN EDISON COMPANY</name>
        <lei>N/A</lei>
        <title>METROPOLITAN EDISON CO 144A 4.000000% 04/15/2025</title>
        <cusip>591894CB4</cusip>
        <identifiers>
          <isin value="US591894CB44"/>
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        <balance>315000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>302369.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE REMICS FNR 2007-98 FD</title>
        <cusip>31396XJ88</cusip>
        <identifiers>
          <isin value="US31396XJ883"/>
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        <balance>273291.22000000</balance>
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        <curCd>USD</curCd>
        <valUSD>268673.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.58799920</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EFS VOLUNTEER NO 3, LLC</name>
        <lei>N/A</lei>
        <title>EFS VOLUNTEER NO 3 LLC EFSV3 2012-1 A3</title>
        <cusip>26845CAC1</cusip>
        <identifiers>
          <isin value="US26845CAC10"/>
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        <balance>778925.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>773548.70000000</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>2033-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.13800000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association 2</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA (JULY)</title>
        <cusip>21H022671</cusip>
        <identifiers>
          <isin value="US21H0226710"/>
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        <balance>6600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5779253.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2019-4 TPMT 2019-4 A1</title>
        <cusip>89178BAA2</cusip>
        <identifiers>
          <isin value="US89178BAA26"/>
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        <balance>2867089.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2669548.04000000</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>2059-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.90000160</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>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO &amp; CO MTN 2.164000% 02/11/2026</title>
        <cusip>95000U2K8</cusip>
        <identifiers>
          <isin value="US95000U2K82"/>
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        <balance>4145000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3914031.61000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.16400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 11/02/2023</title>
        <cusip>912796YT0</cusip>
        <identifiers>
          <isin value="US912796YT03"/>
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        <balance>3710000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3627492.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-02</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Huntington National Bank</name>
        <lei>2WHM8VNJH63UN14OL754</lei>
        <title>HUNTINGTON NATIONAL BANK/THE 4.008000% 05/16/2025</title>
        <cusip>44644MAD3</cusip>
        <identifiers>
          <isin value="US44644MAD39"/>
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        <balance>8020000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7556444.00000000</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>2025-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00800000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-77 FM</title>
        <cusip>38375GAN1</cusip>
        <identifiers>
          <isin value="US38375GAN16"/>
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        <balance>398960.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>399160.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CAPITAL ONE MULTI-ASSET EXECUTION TRUST</name>
        <lei>N/A</lei>
        <title>CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET 2022-A2 A</title>
        <cusip>14041NGA3</cusip>
        <identifiers>
          <isin value="US14041NGA37"/>
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        <balance>8680000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8447472.35000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.49000000</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>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC REMICS FHR 3762 FP</title>
        <cusip>3137A3PD5</cusip>
        <identifiers>
          <isin value="US3137A3PD56"/>
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        <balance>46964.88000000</balance>
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        <curCd>USD</curCd>
        <valUSD>46777.27000000</valUSD>
        <pctVal>0.002317121688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.55743160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52 WFCM 2019-C52 ASB</title>
        <cusip>95002MAV1</cusip>
        <identifiers>
          <isin value="US95002MAV19"/>
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        <balance>1400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1289299.06000000</valUSD>
        <pctVal>0.063865694065</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <name>AVOLON HOLDINGS FUNDING LIMITED</name>
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        <name>DIGITAL REALTY TRUST, L.P.</name>
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        <name>J.P. MORGAN WEALTH MANAGEMENT MORTGAGE TRUST</name>
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        <name>Credit Suisse Group AG</name>
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        <name>GS MORTGAGE SECURITIES CORP.</name>
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        <name>THE BANK OF NOVA SCOTIA</name>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>CHESHAM FINANCE LIMITED</name>
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        <name>GS MORTGAGE-BACKED SECURITIES TRUST</name>
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        <name>MORGAN STANLEY</name>
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        <name>SOFI PROFESSIONAL LOAN PROGRAM</name>
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        <name>CommonSpirit Health</name>
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        <name>Freddie Mac</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AerCap Ireland Capital Designated Activity Company</name>
        <lei>549300TI38531ODB1G63</lei>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NATIONWIDE MUTUAL INSURANCE COMPANY</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HILLSBOROUGH CNTY FLA AVIATION AUTH REV</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FIRST FRANKLIN MORTGAGE LOAN TRUST</name>
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        <name>MIAMI-DADE CNTY FLA AVIATION REV</name>
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      <invstOrSec>
        <name>BMO MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BMO 2022-C3 MORTGAGE TRUST BMO 2022-C3 A1</title>
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      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
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        <name>CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES</name>
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        <title>CD 2016-CD1 MORTGAGE TRUST CD 2016-CD1 ASB</title>
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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 AS6719</title>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>OAK STREET INVESTMENT GRADE NET LEASE FUND LLC.</name>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL FR SB0380</title>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2019-2 SDART 2019-2 D</title>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KIR1 A2</title>
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      <invstOrSec>
        <name>SANTANDER CONSUMER AUTO RECEIVABLES TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN AZ4793</title>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COMM MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN MORTGAGE ACQUISITION CORPORATION</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>SLM STUDENT LOAN TRUST</name>
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        <name>Freddie Mac</name>
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        <name>Federal National Mortgage Association</name>
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        <name>MASTER CREDIT CARD TRUST II</name>
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        <name>BANQUE DE MONTREAL</name>
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        <name>CSMC TRUST</name>
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        <name>Freddie Mac</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2014-CR14 MORTGAGE TRUST COMM 2014-CR14 A2</title>
        <cusip>12630DAV6</cusip>
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        <balance>1027311.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1019913.43000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.14700000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>91282CGA3</cusip>
        <identifiers>
          <isin value="US91282CGA36"/>
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        <balance>83975000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BX TRUST</name>
        <lei>N/A</lei>
        <title>BX 2021-MFM1 BX 2021-MFM1 A</title>
        <cusip>05608VAA4</cusip>
        <identifiers>
          <isin value="US05608VAA44"/>
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        <balance>434037.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>423409.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.87347920</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>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>EXETER AUTOMOBILE RECEIVABLES TRUST 2022-6 EART 2022-6A C</title>
        <cusip>30168AAE2</cusip>
        <identifiers>
          <isin value="US30168AAE29"/>
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        <balance>2015000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2037236.33000000</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>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.32000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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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>
        <identifiers>
          <isin value="US3137BJQ718"/>
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        <balance>2965000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2848659.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.77000000</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>VICI PROPERTIES L.P.</name>
        <lei>254900X4QE7SGKQLLN38</lei>
        <title>VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.625000% 06/15/2025</title>
        <cusip>92564RAG0</cusip>
        <identifiers>
          <isin value="US92564RAG02"/>
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        <balance>625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>603183.37000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY N/B 4.250000% 05/31/2025</title>
        <cusip>91282CHD6</cusip>
        <identifiers>
          <isin value="US91282CHD65"/>
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        <balance>125110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124758128.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GCAT TRUST</name>
        <lei>N/A</lei>
        <title>GCAT 2021-NQM6 TRUST GCAT 2021-NQM6 A1</title>
        <cusip>36167KAA6</cusip>
        <identifiers>
          <isin value="US36167KAA60"/>
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        <balance>2799332.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2363906.66000000</valUSD>
        <pctVal>0.117096602510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.85500080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST 2013-4 SLMA 2013-4 A</title>
        <cusip>78448AAA1</cusip>
        <identifiers>
          <isin value="US78448AAA16"/>
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        <balance>918810.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>889606.45000000</valUSD>
        <pctVal>0.044066838437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.68800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HUMANA INC.</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>HUMANA INC 5.700000% 03/13/2026</title>
        <cusip>444859BW1</cusip>
        <identifiers>
          <isin value="US444859BW11"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>601881.02000000</valUSD>
        <pctVal>0.029814300094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN TOWER CORPORATION</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP 5.250000% 07/15/2028</title>
        <cusip>03027XCC2</cusip>
        <identifiers>
          <isin value="US03027XCC20"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1498158.69000000</valUSD>
        <pctVal>0.074211598786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NATIONSTAR HOME EQUITY LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NATIONSTAR HOME EQUITY LOAN TRUST 2007-B NSTR 2007-B 2AV4</title>
        <cusip>63860LAE0</cusip>
        <identifiers>
          <isin value="US63860LAE02"/>
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        <balance>617964.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>601119.42000000</valUSD>
        <pctVal>0.029776574082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.45799960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MMAF EQUIPMENT FINANCE LLC</name>
        <lei>N/A</lei>
        <title>MMAF EQUIPMENT FINANCE LLC 2020-B MMAF 2020-BA A4</title>
        <cusip>60700KAD4</cusip>
        <identifiers>
          <isin value="US60700KAD46"/>
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        <balance>1435000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1321514.17000000</valUSD>
        <pctVal>0.065461476163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.66000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LCM LTD.</name>
        <lei>N/A</lei>
        <title>LCM XXIV LTD LCM 24A AR</title>
        <cusip>50188YAE4</cusip>
        <identifiers>
          <isin value="US50188YAE41"/>
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        <balance>1086925.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1074370.71000000</valUSD>
        <pctVal>0.053219174050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.23043000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LIFE STORAGE LP</name>
        <lei>X0MIGH67XZCB7HL1A534</lei>
        <title>LIFE STORAGE LP 3.875000% 12/15/2027</title>
        <cusip>53227JAA2</cusip>
        <identifiers>
          <isin value="US53227JAA25"/>
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        <balance>1625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1526056.81000000</valUSD>
        <pctVal>0.075593537897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PROGRESS RESIDENTIAL MASTER TRUST</name>
        <lei>N/A</lei>
        <title>PROGRESS RESIDENTIAL 2020-SFR2 TRUST PROG 2020-SFR2 A</title>
        <cusip>74333LAA4</cusip>
        <identifiers>
          <isin value="US74333LAA44"/>
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        <balance>1876681.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1754172.27000000</valUSD>
        <pctVal>0.086893284117</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.07800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CNH EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>CNH EQUIPMENT TRUST 2023-A CNH 2023-A A3</title>
        <cusip>12664QAC8</cusip>
        <identifiers>
          <isin value="US12664QAC87"/>
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        <balance>6160000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6138099.35000000</valUSD>
        <pctVal>0.304052013524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2014-UBS5 MORTGAGE TRUST COMM 2014-UBS5 A2</title>
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          <isin value="US12592KAZ75"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>B.A.T CAPITAL CORPORATION</name>
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          <isin value="US05526DAZ87"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CITIGROUP INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.77600000</annualizedRt>
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      <invstOrSec>
        <name>WORLD OMNI AUTO RECEIVABLE TRUST</name>
        <lei>N/A</lei>
        <title>WORLD OMNI AUTO RECEIVABLES TRUST 2021-B WOART 2021-B B</title>
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        <identifiers>
          <isin value="US98163LAE02"/>
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        <balance>3050000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE REMICS FNR 2012-54 CF</title>
        <cusip>3136A5ZN9</cusip>
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          <isin value="US3136A5ZN94"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>BBCMS TRUST</name>
        <lei>N/A</lei>
        <title>BBCMS TRUST 2018-BXH BBCMS 2018-BXH A</title>
        <cusip>05491RAA3</cusip>
        <identifiers>
          <isin value="US05491RAA32"/>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>FORD CREDIT AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>FORD CREDIT AUTO LEASE TRUST 2023-A FORDL 2023-A A4</title>
        <cusip>345287AE6</cusip>
        <identifiers>
          <isin value="US345287AE64"/>
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        <balance>4500000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>HUDSON PACIFIC PROPERTIES, L.P.</name>
        <lei>5493007NTUGLGZ8T3526</lei>
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        <cusip>44409MAA4</cusip>
        <identifiers>
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        <balance>15000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10994.41000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENTERPRISE FLEET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING 2022-2 LLC EFF 2022-2 A2</title>
        <cusip>29374JAB1</cusip>
        <identifiers>
          <isin value="US29374JAB17"/>
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        <balance>7289806.12000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7182473.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.65000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>KILROY REALTY, L.P.</name>
        <lei>5493008CT3N3JR7P1552</lei>
        <title>KILROY REALTY LP 3.450000% 12/15/2024</title>
        <cusip>49427RAM4</cusip>
        <identifiers>
          <isin value="US49427RAM43"/>
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        <balance>920000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>877641.03000000</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>2024-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
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      <invstOrSec>
        <name>ALABAMA FED AID HWY FIN AUTH SPL OBLIG REV</name>
        <lei>N/A</lei>
        <title>ALABAMA FEDERAL AID HIGHWAY FI ALABAMA FEDERAL AID HIGHWAY FINANCE AUTHORITY</title>
        <cusip>010268CM0</cusip>
        <identifiers>
          <isin value="US010268CM08"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FRESB MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FRESB 2016-SB17 MORTGAGE TRUST FRESB 2016-SB17 A10F</title>
        <cusip>30294UAE5</cusip>
        <identifiers>
          <isin value="US30294UAE55"/>
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        <balance>807392.31440000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2018-6 TPMT 2018-6 A1</title>
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          <isin value="US89176LAL80"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HUMANA INC.</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>HUMANA INC 3.850000% 10/01/2024</title>
        <cusip>444859BD3</cusip>
        <identifiers>
          <isin value="US444859BD30"/>
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        <balance>1500000.00000000</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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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</annualizedRt>
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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 2007-1 F</title>
        <cusip>38375JEJ0</cusip>
        <identifiers>
          <isin value="US38375JEJ07"/>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028</title>
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          <isin value="US91282CGW55"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>BANK</name>
        <lei>N/A</lei>
        <title>BANK 2017-BNK8 BANK 2017-BNK8 ASB</title>
        <cusip>06650AAC1</cusip>
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          <isin value="US06650AAC18"/>
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        <balance>2002460.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1900972.90000000</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>2050-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BAYER US FINANCE II LLC</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
        <title>BAYER US FINANCE II LLC 144A 2.850000% 04/15/2025</title>
        <cusip>07274NAX1</cusip>
        <identifiers>
          <isin value="US07274NAX12"/>
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        <balance>520000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>491996.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRICON AMERICAN HOMES TRUST</name>
        <lei>N/A</lei>
        <title>TRICON AMERICAN HOMES 2017-SFR2 TRUST TAH 2017-SFR2 A</title>
        <cusip>89613FAA6</cusip>
        <identifiers>
          <isin value="US89613FAA66"/>
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        <balance>1664644.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1628246.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.92800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE &amp; CO 4.023000% 12/05/2024</title>
        <cusip>46647PAY2</cusip>
        <identifiers>
          <isin value="US46647PAY25"/>
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        <balance>11855000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11749723.21000000</valUSD>
        <pctVal>0.582024955389</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.02300000</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LA BANQUE TORONTO-DOMINION</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK/THE 144A 3.815000% 07/25/2025</title>
        <cusip>891160TC7</cusip>
        <identifiers>
          <isin value="US891160TC78"/>
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        <balance>6135000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6009209.43000000</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>2025-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.81500000</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE-ACES FNA 2015-M17 A2</title>
        <cusip>3136AQC99</cusip>
        <identifiers>
          <isin value="US3136AQC998"/>
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        <balance>600428.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>576804.71000000</valUSD>
        <pctVal>0.028572139922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.88991080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Group AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS GROUP AG 144A 1.364000% 01/30/2027</title>
        <cusip>902613AC2</cusip>
        <identifiers>
          <isin value="US902613AC28"/>
        </identifiers>
        <balance>385000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>338815.01000000</valUSD>
        <pctVal>0.016783271193</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.36400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2021-2 DRIVE 2021-2 C</title>
        <cusip>262104AE2</cusip>
        <identifiers>
          <isin value="US262104AE21"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1941660.40000000</valUSD>
        <pctVal>0.096180547191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.87000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMMC CLO LIMITED</name>
        <lei>N/A</lei>
        <title>AMMC CLO 22 LTD AMMC 2018-22A A</title>
        <cusip>00177HAA7</cusip>
        <identifiers>
          <isin value="US00177HAA77"/>
        </identifiers>
        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>890289.00000000</valUSD>
        <pctVal>0.044100648691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.28513920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2004-A A1</title>
        <cusip>59020UAR6</cusip>
        <identifiers>
          <isin value="US59020UAR68"/>
        </identifiers>
        <balance>169172.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155865.79000000</valUSD>
        <pctVal>0.007720843959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.59800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK LIFE GLOBAL FUNDING</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NEW YORK LIFE GLOBAL FUNDING MTN 3.150000% 06/06/2024</title>
        <cusip>64952WET6</cusip>
        <identifiers>
          <isin value="US64952WET62"/>
        </identifiers>
        <balance>12010000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11742983.83000000</valUSD>
        <pctVal>0.581691118815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.15000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERNATIONAL FLAVORS &amp; FRAGRANCES INC.</name>
        <lei>BZLRL03D3GPGMOGFO832</lei>
        <title>INTERNATIONAL FLAVORS &amp; FRAGRANCES INC 144A 1.832000% 10/15/2027</title>
        <cusip>459506AP6</cusip>
        <identifiers>
          <isin value="US459506AP65"/>
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        <balance>1375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1162319.69000000</valUSD>
        <pctVal>0.057575744860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.83200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HALEON US CAPITAL LLC</name>
        <lei>549300N8C3A3L0UVQB07</lei>
        <title>HALEON US CAPITAL LLC 3.024000% 03/24/2024</title>
        <cusip>36264FAH4</cusip>
        <identifiers>
          <isin value="US36264FAH47"/>
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        <balance>4375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4271869.35000000</valUSD>
        <pctVal>0.211607926708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.02400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AIR LEASE CORPORATION</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP 2.200000% 01/15/2027</title>
        <cusip>00914AAR3</cusip>
        <identifiers>
          <isin value="US00914AAR32"/>
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        <balance>770000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>679840.42000000</valUSD>
        <pctVal>0.033676035005</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>1789436.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1767259.49000000</valUSD>
        <pctVal>0.087541562251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.72376960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DALLAS FORT WORTH TEX INTL ARPT REV</name>
        <lei>N/A</lei>
        <title>DALLAS-FORT WORTH TX INTERNATI DALLAS FORT WORTH INTERNATIONAL AIRPORT</title>
        <cusip>2350364L1</cusip>
        <identifiers>
          <isin value="US2350364L18"/>
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        <balance>2400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2258696.64000000</valUSD>
        <pctVal>0.111885002534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.15600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW JERSEY ST TPK AUTH TPK REV</name>
        <lei>N/A</lei>
        <title>NEW JERSEY ST TURNPIKE AUTH TU NEW JERSEY TURNPIKE AUTHORITY</title>
        <cusip>646140DM2</cusip>
        <identifiers>
          <isin value="US646140DM28"/>
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        <balance>3595000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3493061.98000000</valUSD>
        <pctVal>0.173029543483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.63800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FRESB MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FRESB 2018-SB54 MORTGAGE TRUST FRESB 2018-SB54 A10F</title>
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        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <name>Federal National Mortgage Association</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>HSI ASSET SECURITIZATION CORPORATION TRUST</name>
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        <name>ABBVIE INC.</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>AIR LEASE CORPORATION</name>
        <lei>5493004NW4M4P8TMMK63</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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        <name>KEURIG DR PEPPER INC.</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
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        <cusip>49271VAL4</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BENCHMARK MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <identifiers>
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          <couponKind>Fixed</couponKind>
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        <name>NATIONAL SECURITIES CLEARING CORPORATION</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NATIONSTAR HOME EQUITY LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NATIONSTAR HOME EQUITY LOAN TRUST 2007-A NSTR 2007-A AV4</title>
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        <name>JPMORGAN CHASE &amp; CO.</name>
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        <name>DRYDEN SENIOR LOAN FUND</name>
        <lei>N/A</lei>
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        <cusip>26249BAQ4</cusip>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>HILTON GRAND VACATIONS TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>NEWCASTLE MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>NEWCASTLE MORTGAGE SECURITIES TRUST 2007-1 NCMT 2007-1 1A1</title>
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          <isin value="US65106FAA03"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>MORGAN STANLEY ABS CAPITAL I, INC.</name>
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        <title>MORGAN STANLEY ABS CAPITAL I INC TRUST 2007-HE7 MSAC 2007-HE7 A2B</title>
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        <name>Federal National Mortgage Association</name>
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        <name>THE BOEING COMPANY</name>
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        <name>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <name>Freddie Mac</name>
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        <name>Nationwide Building Society</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>NAVIENT STUDENT LOAN TRUST</name>
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          <couponKind>Floating</couponKind>
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        <name>MAGNETITE CLO, LIMITED</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>CITIGROUP INC.</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-10-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.52000000</annualizedRt>
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        <name>OWNIT MORTGAGE LOAN TRUST</name>
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        <cusip>69121PDY6</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.67799920</annualizedRt>
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        <name>AMERIQUEST MORTGAGE SECURITIES INC</name>
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        <cusip>03072SQ32</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <cusip>46590LAU6</cusip>
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        <balance>528104.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>506360.42000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2049-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95420000</annualizedRt>
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        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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        <cusip>63941XAA5</cusip>
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        <curCd>USD</curCd>
        <valUSD>2921002.91000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.22000000</annualizedRt>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US91282CHE49"/>
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        <curCd>USD</curCd>
        <valUSD>661207.43000000</valUSD>
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        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE)</title>
        <cusip>01F030660</cusip>
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          <isin value="US01F0306609"/>
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        <curCd>USD</curCd>
        <valUSD>14356260.19000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <name>Government National Mortgage Association 2</name>
        <lei>N/A</lei>
        <title>GINNIE MAE II POOL 30YR TBA (JUNE)</title>
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          <isin value="US21H0426617"/>
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        <valUSD>2890805.18000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <name>GREAT WOLF TRUST</name>
        <lei>N/A</lei>
        <title>GREAT WOLF TRUST 2019-WOLF GWT 2019-WOLF A</title>
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        <identifiers>
          <isin value="US39152TAA88"/>
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        <curCd>USD</curCd>
        <valUSD>1479767.85000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.20748000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>WarnerMedia Holdings, Inc.</name>
        <lei>549300DXR29GD4N0A520</lei>
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        <cusip>55903VBA0</cusip>
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        <curCd>USD</curCd>
        <valUSD>3654812.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75500000</annualizedRt>
          <isDefault>N</isDefault>
          <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>HUDSON PACIFIC PROPERTIES, L.P.</name>
        <lei>5493007NTUGLGZ8T3526</lei>
        <title>HUDSON PACIFIC PROPERTIES LP 5.950000% 02/15/2028</title>
        <cusip>44409MAD8</cusip>
        <identifiers>
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        <name>FORD CREDIT AUTO OWNER TRUST</name>
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        <name>Freddie Mac</name>
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        <name>Freddie Mac</name>
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        <cusip>56658LAA8</cusip>
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        <name>Freddie Mac</name>
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        <name>PEOPLE'S CHOICE HOME LOAN SECURITIES CORP</name>
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        <name>EXTRA SPACE STORAGE LP</name>
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        <name>United States of America</name>
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        <issuerCat>UST</issuerCat>
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        <name>UBS COMMERCIAL MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>OPTEUM MORTGAGE ACCEPTANCE CORPORATION</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>AVOLON HOLDINGS FUNDING LIMITED</name>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac</name>
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        <name>Freddie Mac</name>
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        <name>VANTAGE DATA CENTERS ISSUER LLC</name>
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        <name>IMPAC CMB TRUST</name>
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        <title>IMPAC CMB TRUST SERIES 2004-6 IMM 2004-6 1A1</title>
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        <valUSD>704345.89000000</valUSD>
        <pctVal>0.034889918500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.93799840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC FUNDING LTD</name>
        <lei>N/A</lei>
        <title>CIFC FUNDING 2013-III-R LTD CIFC 2013-3RA A1</title>
        <cusip>12552MAC2</cusip>
        <identifiers>
          <isin value="US12552MAC29"/>
        </identifiers>
        <balance>408767.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>404019.99000000</valUSD>
        <pctVal>0.020013213286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.25271040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2023-05-31</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL INVESTMENTS TRUST</ncom:nameOfApplicant>
      <ncom:signature>Ankit Puri</ncom:signature>
      <ncom:signerName>Ankit Puri</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
