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      <invstOrSec>
        <name>ASTRAZENECA FINANCE LLC</name>
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        <title>Astrazeneca Finance LLC</title>
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        <name>RFM RE-REMIC TRUST 2022-FRR1</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fanniemae Strip</name>
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        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>LSTAR Commercial Mortgage Trus</name>
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        <name>WAMU Mortgage Pass-Through Cer</name>
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        <name>COMM Mortgage Trust</name>
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        <name>Fannie Mae</name>
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        <name>Fannie Mae</name>
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        <name>Sequoia Mortgage Trust</name>
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        <name>Fannie Mae</name>
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        <name>BARCLAYS BANK PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>US TREASURY N/B</name>
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        <name>UNITEDHEALTH GROUP INC</name>
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        <name>GENERAL MOTORS FINL CO</name>
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        <name>BLACKSTONE HOLDINGS FINA</name>
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        <name>PENSKE TRUCK LEASING/PTL</name>
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        <name>Fannie Mae</name>
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        <name>Freddie Mac</name>
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        <name>INVITATION HOMES OP</name>
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        <name>UBS AG</name>
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        <name>Wind River CLO Ltd</name>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Gold Pool</title>
        <cusip>3132QSYY8</cusip>
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          <isin value="US3132QSYY88"/>
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        <balance>23951.86000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22682.16000000</valUSD>
        <pctVal>0.021766909854</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>EVERSOURCE ENERGY</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>Eversource Energy</title>
        <cusip>30040WAT5</cusip>
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          <isin value="US30040WAT53"/>
          <other otherDesc="SEDOL" value="BQXJF33"/>
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        <balance>30000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>30786.58000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.45000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp</title>
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          <isin value="US06051GHV41"/>
          <other otherDesc="SEDOL" value="BKLNVY8"/>
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        <balance>25000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>23801.72000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.19400000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31396KV58</cusip>
        <identifiers>
          <isin value="US31396KV588"/>
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        <balance>18328.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1224.65000000</valUSD>
        <pctVal>0.001175234023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.81035000</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>DOLLAR GENERAL CORP</name>
        <lei>OPX52SQVOZI8IVSWYU66</lei>
        <title>Dollar General Corp</title>
        <cusip>256677AG0</cusip>
        <identifiers>
          <isin value="US256677AG02"/>
          <other otherDesc="SEDOL" value="BM890W4"/>
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        <balance>19000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18039.70000000</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>2030-04-03</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>
        <name>CROWN CASTLE INC</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>Crown Castle Inc</title>
        <cusip>22822VBB6</cusip>
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          <isin value="US22822VBB62"/>
          <other otherDesc="SEDOL" value="BN0WR49"/>
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        <balance>12000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12076.70000000</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>2028-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KRAFT HEINZ FOODS CO</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>Kraft Heinz Foods Co</title>
        <cusip>50077LBM7</cusip>
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          <isin value="US50077LBM72"/>
          <other otherDesc="SEDOL" value="BTJX0R9"/>
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        <balance>11000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11206.44000000</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>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.20000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo Bank, National Association</name>
        <lei>KB1H1DSPRFMYMCUFXT09</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTNOK__05285429"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2407.70000000</valUSD>
        <pctVal>0.002310546652</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Wells Fargo Bank, National Association</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>61772BAB9</cusip>
        <identifiers>
          <isin value="US61772BAB99"/>
          <other otherDesc="SEDOL" value="BN6R4D6"/>
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        <balance>494000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>482145.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.59300000</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>ONE GAS INC</name>
        <lei>549300HXDWI0LATTX840</lei>
        <title>ONE Gas Inc</title>
        <cusip>68235PAN8</cusip>
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          <isin value="US68235PAN87"/>
          <other otherDesc="SEDOL" value="BP2F9H7"/>
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        <balance>15000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15370.26000000</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>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.10000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NATIONAL RURAL UTIL COOP</name>
        <lei>4NYF266XZC35SCTGX023</lei>
        <title>National Rural Utilities Cooperative Finance Corp</title>
        <cusip>637432PC3</cusip>
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          <isin value="US637432PC30"/>
          <other otherDesc="SEDOL" value="BP81DN3"/>
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        <balance>15000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15104.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>Energy Transfer LP</title>
        <cusip>29273VBD1</cusip>
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          <isin value="US29273VBD10"/>
          <other otherDesc="SEDOL" value="BQXV089"/>
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        <balance>19000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>19431.18000000</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>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.20000000</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>THAILAND GOVERNMENT BOND</name>
        <lei>254900PHJ6MSKT6C7026</lei>
        <title>Thailand Government Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="TH0623038C04"/>
          <other otherDesc="SEDOL" value="BZ9NTH4"/>
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        <balance>17994000.00000000</balance>
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        <currencyConditional curCd="THB" exchangeRt="32.50875000"/>
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        <pctVal>0.557231936466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31403C5V9</cusip>
        <identifiers>
          <isin value="US31403C5V95"/>
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        <balance>8060.46000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8276.51000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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      <invstOrSec>
        <name>MID-AMERICA APARTMENTS</name>
        <lei>549300FXWGE3QSYCUJ38</lei>
        <title>Mid-America Apartments LP</title>
        <cusip>59523UAW7</cusip>
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          <isin value="US59523UAW71"/>
          <other otherDesc="SEDOL" value="BNSLXX9"/>
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        <balance>11000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11372.56000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.30000000</annualizedRt>
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      <invstOrSec>
        <name>HEICO CORP</name>
        <lei>529900O1DTDLCJ7L0I14</lei>
        <title>HEICO Corp</title>
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          <isin value="US422806AA75"/>
          <other otherDesc="SEDOL" value="BNTYJ06"/>
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        <balance>49000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>50287.22000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3138WESG5</cusip>
        <identifiers>
          <isin value="US3138WESG56"/>
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        <balance>24270.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>23046.70000000</valUSD>
        <pctVal>0.022116740263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp</title>
        <cusip>06051GLU1</cusip>
        <identifiers>
          <isin value="US06051GLU12"/>
          <other otherDesc="SEDOL" value="BNNJDR2"/>
        </identifiers>
        <balance>22000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23223.96000000</valUSD>
        <pctVal>0.022286847627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NOMURA GLOBAL FINANCIAL PRODUCTS INC.</name>
        <lei>0Z3VO5H2G7GRS05BHJ91</lei>
        <title>TRS GOVERNMENT OF JAPAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BIN2B8NR7"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="144.00500000"/>
        <valUSD>13215.56000000</valUSD>
        <pctVal>0.012682297594</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>NOMURA GLOBAL FINANCIAL PRODUCTS INC.</counterpartyName>
              <counterpartyLei>0Z3VO5H2G7GRS05BHJ91</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>JAPAN (20 YEAR ISSUE)</issuerName>
                <issueTitle>Japan Government Twenty Year Bond</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <isin value="JP1201891Q77"/>
                  <other otherDesc="SEDOL" value="BPMQHX2"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="1 DAY OVERNIGHT TOKYO AVERAGE RATE" floatingRtSpread="0.00000000" pmntAmt="200000000.00000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">Performance Leg</otherPmntDesc>
            <terminationDt>2025-09-11</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>JPY</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>JPY</rcptCurCd>
            <notionalAmt>200000000.00000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>13215.56000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASTE MGMT 0 07/08/2025</name>
        <lei>N/A</lei>
        <title>WASTE MGMT 0 07/08/2025</title>
        <cusip>94107MU87</cusip>
        <identifiers>
          <isin value="US94107MU870"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>998979.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-08</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMEREN CORP</name>
        <lei>XRZQ5S7HYJFPHJ78L959</lei>
        <title>Ameren Corp</title>
        <cusip>023608AQ5</cusip>
        <identifiers>
          <isin value="US023608AQ57"/>
          <other otherDesc="SEDOL" value="BR1G4R0"/>
        </identifiers>
        <balance>36000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36665.67000000</valUSD>
        <pctVal>0.035186169820</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>SWOP CDS CDX.NA.HY.44.V1</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="MM0065FWO"/>
        </identifiers>
        <balance>-1014000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-634.02000000</valUSD>
        <pctVal>-0.00060843659</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
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                    <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
                    <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>GOLDMAN SACHS INTERNATIONAL</name>
                    <lei>W22LROWP2IHZNBB6K528</lei>
                    <title>CDS CDX.NA.HY.44.V1</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="INTERNAL" value="MM0065FWOSO"/>
                    </identifiers>
                    <balance>0.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.00000000</valUSD>
                    <pctVal>0.00000000</pctVal>
                    <assetCat>DCR</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>GB</invCountry>
                    <invOthCountry>US</invOthCountry>
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                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>IHS MARKIT LTD</issuerName>
                      <issueTitle>CDX.NA.HY.44.V1</issueTitle>
                      <identifiers>
                        <cusip value="000000000"/>
                        <other otherDesc="INTERNAL" value="2I65BRAD4_INDEX_US"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <fixedRecDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
                  <otherPmntDesc fixedOrFloating="Other">Default Event</otherPmntDesc>
                  <terminationDt>2030-06-20</terminationDt>
                  <upfrontPmnt>0.00000000</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0.00000000</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>N/A</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>0.01000000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>105.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2025-07-16</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>6894.91000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group Inc/The</title>
        <cusip>38141GA46</cusip>
        <identifiers>
          <isin value="US38141GA468"/>
          <other otherDesc="SEDOL" value="BMY62C3"/>
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        <balance>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21218.49000000</valUSD>
        <pctVal>0.020362300551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.48400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EVERSOURCE ENERGY</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>Eversource Energy</title>
        <cusip>30040WAQ1</cusip>
        <identifiers>
          <isin value="US30040WAQ15"/>
          <other otherDesc="SEDOL" value="BPDYTS4"/>
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        <balance>51000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49775.06000000</valUSD>
        <pctVal>0.047766581490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>31397YQ61</cusip>
        <identifiers>
          <isin value="US31397YQ611"/>
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        <balance>2380310.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204597.72000000</valUSD>
        <pctVal>0.196341976588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.58167000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ELI LILLY &amp; CO</name>
        <lei>FRDRIPF3EKNDJ2CQJL29</lei>
        <title>Eli Lilly &amp; Co</title>
        <cusip>532457CL0</cusip>
        <identifiers>
          <isin value="US532457CL03"/>
          <other otherDesc="SEDOL" value="BRK3JV1"/>
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        <balance>6000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5998.63000000</valUSD>
        <pctVal>0.005756578670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.70000000</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>TRUIST FINANCIAL CORP</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>Truist Financial Corp</title>
        <cusip>89788MAR3</cusip>
        <identifiers>
          <isin value="US89788MAR34"/>
          <other otherDesc="SEDOL" value="BMGC3Y8"/>
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        <balance>61000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62840.77000000</valUSD>
        <pctVal>0.060305075697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.43500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>SWOP IRS USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="MM003YDX1"/>
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        <balance>3070500.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>96188.99000000</valUSD>
        <pctVal>0.092307658280</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
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                    <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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                  <derivAddlInfo>
                    <name>BARCLAYS BANK PLC</name>
                    <lei>G5GSEF7VJP5I7OUK5573</lei>
                    <title>IRS USD</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="INTERNAL" value="MM003YDX1SO"/>
                    </identifiers>
                    <balance>0.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.00000000</valUSD>
                    <pctVal>0.00000000</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>GB</invCountry>
                    <invOthCountry>US</invOthCountry>
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                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>THE SECURED OVERNIGHT FINANCING RATE</issuerName>
                      <issueTitle>THE SECURED OVERNIGHT FINANCING RATE</issueTitle>
                      <identifiers>
                        <cusip value="000000000"/>
                        <other otherDesc="INTERNAL" value="SOFR_RATE_US"/>
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                    </otherRefInst>
                  </descRefInstrmnt>
                  <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="THE SECURED OVERNIGHT FINANCING RATE" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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                  </floatingRecDesc>
                  <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
                  <terminationDt>2057-05-27</terminationDt>
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                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0.00000000</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>0.00000000</notionalAmt>
                  <curCd>USD</curCd>
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            </descRefInstrmnt>
            <principalAmt>1.00000000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>0.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2027-05-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>96188.98000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <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</title>
        <cusip>46647PCB0</cusip>
        <identifiers>
          <isin value="US46647PCB04"/>
          <other otherDesc="SEDOL" value="BKVKLQ1"/>
        </identifiers>
        <balance>99000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96721.70000000</valUSD>
        <pctVal>0.092818872844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.57800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EVERSOURCE ENERGY</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>Eversource Energy</title>
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      <invstOrSec>
        <name>GENERAL MOTORS FINL CO</name>
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        <name>Fannie Mae</name>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>MORGAN STANLEY</name>
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        <name>NATIONAL RURAL UTIL COOP</name>
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        <name>Fannie Mae - CAS</name>
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        <name>Freddie Mac</name>
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        <name>Freddie Mac</name>
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      <invstOrSec>
        <name>AES CORP/THE</name>
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      <invstOrSec>
        <name>GENERAL MOTORS FINL CO</name>
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        <name>EUREX CLEARING AKTIENGESELLSCHAFT</name>
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        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM COR</name>
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      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
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      <invstOrSec>
        <name>MONDELEZ INTERNATIONAL</name>
        <lei>549300DV9GIB88LZ5P30</lei>
        <title>Mondelez International Inc</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
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      <invstOrSec>
        <name>LINEAGE OP LP</name>
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        <title>Lineage OP LP</title>
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        <name>BLACK HILLS CORP</name>
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        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
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        <name>JP Morgan Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DEERE &amp; COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
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        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="SWO">
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>CARRIER GLOBAL CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EVERGY KANSAS CENTRAL</name>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <title>Verizon Communications Inc</title>
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        <curCd>USD</curCd>
        <valUSD>25635.77000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac</name>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CNH INDUSTRIAL CAP LLC</name>
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        <title>CNH Industrial Capital LLC</title>
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        <name>SOLVENTUM CORP</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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      <invstOrSec>
        <name>Fanniemae Strip</name>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GENERAL MOTORS FINL CO</name>
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      <invstOrSec>
        <name>BASF</name>
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          <other otherDesc="INTERNAL" value="05526LWW3"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-30</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>AEP TEXAS INC</name>
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        <title>AEP Texas Inc</title>
        <cusip>0010EPAN8</cusip>
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          <isin value="US0010EPAN89"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN EXPRESS CO</name>
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          <isin value="US025816DU02"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>CHINA GOVERNMENT BOND</name>
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        <title>China Government Bond</title>
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          <isin value="CND100063XD1"/>
          <other otherDesc="SEDOL" value="BPLM2X6"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Citibank, National Association</name>
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        <assetCat>DFE</assetCat>
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        <name>CZECH REPUBLIC</name>
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        <title>Czech Republic Government Bond</title>
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          <other otherDesc="SEDOL" value="BFXZH72"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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          <ticker value="N/A"/>
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        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS USD</title>
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        <name>CONSTELLATION SOFTWARE</name>
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        <title>Constellation Software Inc/Canada</title>
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        <name>ORACLE CORP</name>
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        <title>Oracle Corp</title>
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        <name>WAMU Mortgage Pass-Through Cer</name>
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        <name>HONEYWELL INTERNATIONAL</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
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        <name>Fannie Mae</name>
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        <name>NUTRIEN LTD</name>
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        <name>REXFORD INDUSTRIAL REALT</name>
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        <name>Freddie Mac</name>
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        <name>HONEYWELL INTERNATIONAL</name>
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        <title>Honeywell International Inc</title>
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      <invstOrSec>
        <name>HEALTHPEAK OP LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CD Commercial Mortgage Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-08-10</maturityDt>
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      <invstOrSec>
        <name>AES CORP/THE</name>
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        <name>BP CAPITAL MARKETS PLC</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>CARGILL INC</name>
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        <title>Cargill Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>SYSCO CORPORATION</name>
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        <title>Sysco Corp</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>TELEDYNE FLIR LLC</name>
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        <title>Teledyne FLIR LLC</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>NUCOR CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HCA INC</name>
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        <name>ANHEUSER-BUSCH INBEV WOR</name>
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        <name>TOYOTA MOTOR CREDIT CORP</name>
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        <name>US TREASURY N/B</name>
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        <name>Fannie Mae</name>
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        <title>Fannie Mae Pool</title>
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        <name>OMEGA HLTHCARE INVESTORS</name>
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        <title>Omega Healthcare Investors Inc</title>
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        <name>BENCHMARK Mortgage Trust</name>
        <lei>N/A</lei>
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        <name>DTE ENERGY CO</name>
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        <title>DTE Energy Co</title>
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        <invCountry>US</invCountry>
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        <name>KEYCORP</name>
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      <invstOrSec>
        <name>RGA GLOBAL FUNDING</name>
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      <invstOrSec>
        <name>JOHN DEERE CAPITAL CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
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        <name>HOME DEPOT INC</name>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>BBCCRE Trust</name>
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        <name>ROYAL BANK OF CANADA</name>
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        <name>CVS HEALTH CORP</name>
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        <title>Southwestern Public Service Co</title>
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        <name>BARCLAYS BANK PLC</name>
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        <title>IRS USD</title>
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        <name>Bank</name>
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        <name>Freddie Mac</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae</name>
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        <name>UNITED KINGDOM GILT</name>
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        <name>Fannie Mae</name>
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        <title>Johnson &amp; Johnson</title>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
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        <name>Countrywide Alternative Loan T</name>
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        <name>Government National Mortgage A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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                  <curSold>USD</curSold>
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            <delta>XXXX</delta>
            <unrealizedAppr>9371.83000000</unrealizedAppr>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                  <derivAddlInfo>
                    <name>GOLDMAN SACHS INTERNATIONAL</name>
                    <lei>W22LROWP2IHZNBB6K528</lei>
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                      <other otherDesc="INTERNAL" value="289711_MM00656XH_GSILGB2_B"/>
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                    <curCd>USD</curCd>
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                    <issuerCat>CORP</issuerCat>
                    <invCountry>GB</invCountry>
                    <invOthCountry>US</invOthCountry>
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                  <amtCurSold>N/A</amtCurSold>
                  <curSold>INR</curSold>
                  <amtCurPur>N/A</amtCurPur>
                  <curPur>USD</curPur>
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            <principalAmt>0.01000000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>89.42000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2027-05-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1835.11000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <title>IRS USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BIN2AMY46"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2563.63000000</valUSD>
        <pctVal>-0.00246018470</pctVal>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CHICAGO MERCANTILE EXCHANGE INC.</counterpartyName>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="THE SECURED OVERNIGHT FINANCING RATE" floatingRtSpread="0.00000000" pmntAmt="-494179.00000000">
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>494179.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2563.63000000</unrealizedAppr>
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      <invstOrSec>
        <name>BHP BILLITON FIN USA LTD</name>
        <lei>5493003NUVITP3TMY274</lei>
        <title>BHP Billiton Finance USA Ltd</title>
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          <isin value="US055451BE76"/>
          <other otherDesc="SEDOL" value="BNT9FT2"/>
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        <balance>8000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8195.76000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
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          <isin value="US3133T7ZF99"/>
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        <balance>947.77080000</balance>
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        <curCd>USD</curCd>
        <valUSD>947.38000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>HEALTH CARE SERVICE CORP</name>
        <lei>549300TMJ1FKCKECR148</lei>
        <title>Health Care Service Corp A Mutual Legal Reserve Co</title>
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        <valUSD>45937.43000000</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>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.20000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>SWOP IRS USD</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CARGILL INC</name>
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        <title>Cargill Inc</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>PUBLIC SERVICE ENTERPRIS</name>
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        <title>Public Service Enterprise Group Inc</title>
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        <balance>6000.00000000</balance>
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        <valUSD>6073.60000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AON NORTH AMERICA INC</name>
        <lei>N/A</lei>
        <title>Aon North America Inc</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PSEG POWER LLC</name>
        <lei>N/A</lei>
        <title>PSEG Power LLC</title>
        <cusip>69362BBD3</cusip>
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          <other otherDesc="SEDOL" value="BMGFBY3"/>
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        <name>Fannie Mae</name>
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        <name>Ingevity Corp</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
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      <invstOrSec>
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        <title>Hyundai Capital America</title>
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      <invstOrSec>
        <name>HCA INC</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
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      <invstOrSec>
        <name>GS Mortgage-Backed Securities</name>
        <lei>N/A</lei>
        <title>GS Mortgage-Backed Securities Corp Trust 2020-PJ3</title>
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        <name>CARRIER GLOBAL CORP</name>
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        <title>Carrier Global Corp</title>
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      <invstOrSec>
        <name>CSAIL Commercial Mortgage Trus</name>
        <lei>N/A</lei>
        <title>CSAIL 2021-C20 Commercial Mortgage Trust</title>
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        <name>HERSHEY COMPANY</name>
        <lei>21X2CX66SU2BR6QTAD08</lei>
        <title>Hershey Co/The</title>
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        <name>Countrywide Home Loans</name>
        <lei>N/A</lei>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>JOHNSON &amp; JOHNSON</name>
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        <title>Johnson &amp; Johnson</title>
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        <name>JPMORGAN CHASE &amp; CO</name>
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        <title>JPMorgan Chase &amp; Co</title>
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      <invstOrSec>
        <name>Bank</name>
        <lei>N/A</lei>
        <title>BANK 2019-BNK21</title>
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        <name>DTE ENERGY CO</name>
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        <name>AMCOR GROUP FINANCE</name>
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        <name>Fannie Mae</name>
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        <name>BHP BILLITON FIN USA LTD</name>
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        <name>PENSKE TRUCK LEASING/PTL</name>
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        <name>ZIMMER BIOMET HOLDINGS</name>
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        <name>SOLVENTUM CORP</name>
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        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>Freddie Mac</name>
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        <name>NOTA DO TESOURO NACIONAL</name>
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        <name>DUKE ENERGY CO 07/11/2025</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Freddie Mac</name>
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        <name>CHINA GOVERNMENT BOND</name>
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        <title>China Government Bond</title>
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        <name>US TREASURY N/B</name>
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        <name>CME GROUP INC</name>
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        <name>WEC ENERGY GROUP INC</name>
        <lei>549300IGLYTZUK3PVP70</lei>
        <title>WEC Energy Group Inc</title>
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        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac</title>
        <cusip>01F050676</cusip>
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          <isin value="US01F0506760"/>
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        <balance>363000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AEP TRANSMISSION CO LLC</name>
        <lei>549300X123Z1I0LA3Y84</lei>
        <title>AEP Transmission Co LLC</title>
        <cusip>00115AAR0</cusip>
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          <isin value="US00115AAR05"/>
          <other otherDesc="SEDOL" value="BSB7641"/>
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        <balance>6000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6080.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Wells Fargo Commercial Mortgag</name>
        <lei>N/A</lei>
        <title>Wells Fargo Commercial Mortgage Trust 2024-5C1</title>
        <cusip>95003VAC2</cusip>
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          <isin value="US95003VAC28"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>522140.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.92800000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - EGP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTEGP__05289374"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2788.02000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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            <amtCurSold>-257929.24000000</amtCurSold>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>91282CNG2</cusip>
        <identifiers>
          <isin value="US91282CNG23"/>
          <other otherDesc="SEDOL" value="BVF9JS9"/>
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        <balance>242900.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>245291.05000000</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>2030-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418FEZ6</cusip>
        <identifiers>
          <isin value="US31418FEZ62"/>
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        <balance>1083401.85000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1037238.92000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GEORGIA POWER CO</name>
        <lei>D981X4Z4RWS7PDMJUZ03</lei>
        <title>Georgia Power Co</title>
        <cusip>373334KS9</cusip>
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          <isin value="US373334KS95"/>
          <other otherDesc="SEDOL" value="BQPF7T9"/>
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        <balance>18000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18253.58000000</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>2028-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.65000000</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>DUKE ENERGY CORP DISC C 0.0 01JUL25</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="26244HU19"/>
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        <balance>1125000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1124858.93000000</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>2025-07-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMERICAN NATIONAL GF</name>
        <lei>N/A</lei>
        <title>American National Global Funding</title>
        <cusip>02771D2B9</cusip>
        <identifiers>
          <isin value="US02771D2B95"/>
          <other otherDesc="SEDOL" value="BNYD179"/>
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        <balance>29000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29160.03000000</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>2030-06-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</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>Bank</name>
        <lei>N/A</lei>
        <title>BANK 2019-BNK16</title>
        <cusip>065405AJ1</cusip>
        <identifiers>
          <isin value="US065405AJ11"/>
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        <balance>897353.23050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22888.88000000</valUSD>
        <pctVal>0.021965288474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.09103200</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>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>Broadcom Inc</title>
        <cusip>11135FCD1</cusip>
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          <isin value="US11135FCD15"/>
          <other otherDesc="SEDOL" value="BRSF3Y0"/>
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        <balance>14000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13837.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.80000000</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>CNH INDUSTRIAL CAP LLC</name>
        <lei>549300PNSJ5B81UMVO28</lei>
        <title>CNH Industrial Capital LLC</title>
        <cusip>12592BAS3</cusip>
        <identifiers>
          <isin value="US12592BAS34"/>
          <other otherDesc="SEDOL" value="BQC8661"/>
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        <balance>40000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40843.42000000</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>2029-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RYDER SYSTEM INC</name>
        <lei>ZXJ6Y2OSPZXIVGRILD15</lei>
        <title>Ryder System Inc</title>
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          <isin value="US78355HKW87"/>
          <other otherDesc="SEDOL" value="BLB3TN0"/>
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        <balance>27000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>27714.05000000</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>2028-06-01</maturityDt>
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          <annualizedRt>5.25000000</annualizedRt>
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      <invstOrSec>
        <name>BONOS DE TESORERIA</name>
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        <title>Peru Government Bond</title>
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          <isin value="PEP01000C5K6"/>
          <other otherDesc="SEDOL" value="BSJR6Q5"/>
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        <balance>6014000.00000000</balance>
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        <currencyConditional curCd="PEN" exchangeRt="3.54250000"/>
        <valUSD>1752314.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.85000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NOMURA GLOBAL FINANCIAL PRODUCTS INC.</name>
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        <title>TRS GOVERNMENT OF JAPAN</title>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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                <issuerName>JAPAN GOVERNMENT FIVE YEAR BOND</issuerName>
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      <invstOrSec>
        <name>Wells Fargo Bank, National Association</name>
        <lei>KB1H1DSPRFMYMCUFXT09</lei>
        <title>CURRENCY CONTRACT - USD</title>
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        <name>Freddie Mac</name>
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        <name>Gam Resecuritization Trust</name>
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        <name>IBM INTERNAT CAPITAL</name>
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        <name>Countrywide Alternative Loan T</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>3M COMPANY</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AES CORP/THE</name>
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        <name>EOG RESOURCES INC</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>AMERICAN HOMES 4 RENT</name>
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        <title>American Homes 4 Rent LP</title>
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        <name>Government National Mortgage A</name>
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        <name>ATHENE GLOBAL FUNDING</name>
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        <title>Athene Global Funding</title>
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        <name>Voya VACS Series HYB Fund</name>
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        <name>Freddie Mac</name>
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        <name>QUEST DIAGNOSTICS INC</name>
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        <title>Quest Diagnostics Inc</title>
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        <name>DELTA AIR LINES INC</name>
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        <name>NORFOLK SOUTHERN CORP</name>
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        <title>Norfolk Southern Corp</title>
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        <name>Bluemountain CLO Ltd</name>
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        <title>BlueMountain CLO XXVIII Ltd</title>
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        <invCountry>KY</invCountry>
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        <name>DTE ENERGY CO</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE Energy Co</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>ENTERPRISE PRODUCTS OPER</name>
        <lei>5493004LGN656HWLDA30</lei>
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        <name>Freddie Mac</name>
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        <name>Freddie Mac</name>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Government National Mortgage A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Shackleton CLO LTD</name>
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        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>COMM Mortgage Trust</name>
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        <name>Fannie Mae</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FORTUNE BRANDS INNOVATIO</name>
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        <title>Meta Platforms Inc</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GENERAL MOTORS FINL CO</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Co Inc</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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            <unrealizedAppr>10954.24000000</unrealizedAppr>
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      <invstOrSec>
        <name>BX Trust</name>
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          <isin value="US05608RAG02"/>
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        <balance>625000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>ROYALTY PHARMA PLC</name>
        <lei>549300FGFN7VOK8BZR03</lei>
        <title>Royalty Pharma PLC</title>
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          <isin value="US78081BAH69"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>SWOP IRS EUR</title>
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        <balance>-831000.00000000</balance>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                    <name>UBS AG</name>
                    <lei>BFM8T61CT2L1QCEMIK50</lei>
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                    <issuerCat>CORP</issuerCat>
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                    <invOthCountry>US</invOthCountry>
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            <exercisePrice>3.50000000</exercisePrice>
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            <delta>XXXX</delta>
            <unrealizedAppr>7351.10000000</unrealizedAppr>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
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          <isin value="US31395WA563"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-15</maturityDt>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
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          <other otherDesc="Internal" value="MM0062MZ3"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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                    <invOthCountry>US</invOthCountry>
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                  <curSold>JPY</curSold>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>VMWARE LLC</name>
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        <title>VMware LLC</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WALMART INC</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>Walmart Inc</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PFIZER INVESTMENT ENTER</name>
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        <title>Pfizer Investment Enterprises Pte Ltd</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CSL FINANCE PLC</name>
        <lei>2549007CCNBNAF4HBC02</lei>
        <title>CSL Finance PLC</title>
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        <balance>37000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>36698.51000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>CURRENCY CONTRACT - HUF</title>
        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTHUF__05283111"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4557.56000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EUREX CLEARING AKTIENGESELLSCHAFT</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Government National Mortgage A</name>
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      <invstOrSec>
        <name>JOHN DEERE CAPITAL CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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      <invstOrSec>
        <name>JP Morgan Mortgage Trust</name>
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        <name>COMCAST CORP</name>
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        <title>Comcast Corp</title>
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        <name>Galaxy CLO Ltd</name>
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        <name>AMERICAN HOMES 4 RENT</name>
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        <title>UnitedHealth Group Inc</title>
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        <name>ABBVIE INC</name>
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        <title>AbbVie Inc</title>
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        <name>BANK OF NY MELLON CORP</name>
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        <name>KLA CORP</name>
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        <title>KLA Corp</title>
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        <name>HP ENTERPRISE CO</name>
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        <title>Hewlett Packard Enterprise Co</title>
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      <invstOrSec>
        <name>INTEL CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>L3HARRIS TECH INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ATHENE GLOBAL FUNDING</name>
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      <invstOrSec>
        <name>CLEVELAND ELECTRIC ILLUM</name>
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          <maturityDt>2028-04-01</maturityDt>
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        <name>PROLOGIS TARGETED US</name>
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        <title>Prologis Targeted US Logistics Fund LP</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Gold Pool</title>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-09-01</maturityDt>
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          <annualizedRt>4.00000000</annualizedRt>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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        <balance>35000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-04-17</maturityDt>
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        <name>PUBLIC SERVICE ENTERPRIS</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
        <title>Public Service Enterprise Group Inc</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-04-01</maturityDt>
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        <name>AMERICAN HONDA FINANCE</name>
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        <title>American Honda Finance Corp</title>
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        <name>OVINTIV INC</name>
        <lei>2549003MEX7YMKLGI239</lei>
        <title>Ovintiv Inc</title>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31394FFH3</cusip>
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        <name>Octagon Investment Partners 43</name>
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        <title>Octagon Investment Partners 43 Ltd</title>
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        <invCountry>KY</invCountry>
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        <name>JOHNSON &amp; JOHNSON</name>
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        <title>Johnson &amp; Johnson</title>
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        <name>WEC ENERGY GROUP INC</name>
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        <name>NORTHWESTERN MUTUAL LIFE</name>
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        <name>PNC FINANCIAL SERVICES</name>
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        <title>PNC Financial Services Group Inc/The</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>NSTAR ELECTRIC CO</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STATE STREET CORP</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>INDONESIA GOVERNMENT</name>
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          <isin value="IDG000013202"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
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        <title>Wells Fargo &amp; Co</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BMW US CAPITAL LLC</name>
        <lei>KK5MZM9DIXLXZL9DZL15</lei>
        <title>BMW US Capital LLC</title>
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        <curCd>USD</curCd>
        <valUSD>11205.45000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.05000000</annualizedRt>
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        <name>NORFOLK SOUTHERN CORP</name>
        <lei>54930036C8MWP850MI84</lei>
        <title>Norfolk Southern Corp</title>
        <cusip>655844CE6</cusip>
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          <isin value="US655844CE60"/>
          <other otherDesc="SEDOL" value="BJLC063"/>
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        <balance>10000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9287.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55000000</annualizedRt>
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      <invstOrSec>
        <name>KENVUE INC</name>
        <lei>5493008HSF8L4M2LIJ82</lei>
        <title>Kenvue Inc</title>
        <cusip>49177JAF9</cusip>
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          <other otherDesc="SEDOL" value="BS6R895"/>
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        <balance>21000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>21510.37000000</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>2028-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.05000000</annualizedRt>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust</name>
        <lei>549300R1KUK063S4I339</lei>
        <title>Citigroup Mortgage Loan Trust Inc</title>
        <cusip>17307GRB6</cusip>
        <identifiers>
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        <balance>20070.26340000</balance>
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        <curCd>USD</curCd>
        <valUSD>19525.01000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.30244500</annualizedRt>
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        <name>NEXTERA ENERGY CAPITAL</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NextEra Energy Capital Holdings Inc</title>
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        <balance>19000.00000000</balance>
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        <valUSD>19449.46000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</annualizedRt>
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      <invstOrSec>
        <name>Oaktree CLO Ltd</name>
        <lei>N/A</lei>
        <title>Oaktree CLO 2022-3 Ltd</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>HUNTINGTON INGALLS INDUS</name>
        <lei>5TZLZ6WJTBVJ0QWBG121</lei>
        <title>Huntington Ingalls Industries Inc</title>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>T-MOBILE USA INC</name>
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        <title>T-Mobile USA Inc</title>
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        <invCountry>US</invCountry>
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        <name>O'REILLY AUTOMOTIVE INC</name>
        <lei>549300K2RLMQL149Q332</lei>
        <title>O'Reilly Automotive Inc</title>
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        <name>Oaktree CLO Ltd</name>
        <lei>N/A</lei>
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        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <annualizedRt>4.25000000</annualizedRt>
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      <invstOrSec>
        <name>INVITATION HOMES OP</name>
        <lei>549300147YMUQB3GW319</lei>
        <title>Invitation Homes Operating Partnership LP</title>
        <cusip>46188BAF9</cusip>
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          <other otherDesc="SEDOL" value="BRV0GM1"/>
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        <balance>7000.00000000</balance>
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        <name>JPMorgan Chase Bank, National Association</name>
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        <name>Gam Resecuritization Trust</name>
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        <name>WAMU Mortgage Pass-Through Cer</name>
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        <fairValLevel>2</fairValLevel>
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        <title>Quest Diagnostics Inc</title>
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      <invstOrSec>
        <name>TAKE-TWO INTERACTIVE SOF</name>
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        <name>MORGAN STANLEY</name>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>NOTA DO TESOURO NACIONAL</name>
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      <invstOrSec>
        <name>ADOBE INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EQUIFAX INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JOHN DEERE CAPITAL CORP</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LIBERTY UTILITIES CO</name>
        <lei>549300UN1FEYPC5BKW09</lei>
        <title>Liberty Utilities Co</title>
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          <isin value="US531542AA64"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MERCK &amp; CO INC</name>
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          <isin value="US58933YBK01"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SOUTHWESTERN ELEC POWER</name>
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        <title>Southwestern Electric Power Co</title>
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        <balance>5000.00000000</balance>
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        <valUSD>5049.48000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <annualizedRt>5.30000000</annualizedRt>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
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        <title>Bank of America Corp</title>
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          <isin value="US06051GJS93"/>
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        <balance>153000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>148744.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <annualizedRt>1.73400000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3133TLPZ5</cusip>
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          <isin value="US3133TLPZ57"/>
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        <balance>8421.60000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MOTOROLA SOLUTIONS INC</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>Motorola Solutions Inc</title>
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        <balance>23000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>23459.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-08-15</maturityDt>
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          <annualizedRt>5.55000000</annualizedRt>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group Inc/The</title>
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          <isin value="US38141GA872"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AGL CLO Ltd.</name>
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        <title>AGL CLO 11 Ltd</title>
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        <invCountry>KY</invCountry>
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        <name>US TREASURY N/B</name>
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>4.70000000</annualizedRt>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-09-01</maturityDt>
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          <annualizedRt>3.50000000</annualizedRt>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>LPL HOLDINGS INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>INGERSOLL RAND INC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>BNP PARIBAS</name>
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        <name>Freddie Mac - STACR</name>
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        <name>Freddie Mac</name>
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        <title>Freddie Mac Gold Pool</title>
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        <name>Residential Accredit Loans, In</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PSEG POWER LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS Commercial Mortgage Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Gam Resecuritization Trust</name>
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          <isin value="US36459DBW02"/>
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        <balance>95000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FISERV INC</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-03-15</maturityDt>
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      <invstOrSec>
        <name>Hawaii Hotel Trust</name>
        <lei>N/A</lei>
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          <isin value="US419909AE65"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>NATIONAL GRID PLC</name>
        <lei>8R95QZMKZLJX5Q2XR704</lei>
        <title>National Grid PLC</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CENCORA INC</name>
        <lei>AI8GXW8LG5WK7E9UD086</lei>
        <title>Cencora Inc</title>
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        <balance>10000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GS Mortgage-Backed Securities</name>
        <lei>N/A</lei>
        <title>GS Mortgage-Backed Securities Trust 2023-PJ2</title>
        <cusip>362938BB7</cusip>
        <identifiers>
          <isin value="US362938BB72"/>
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        <balance>448582.81000000</balance>
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        <curCd>USD</curCd>
        <valUSD>448291.37000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
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        <balance>1671.10340000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
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          <annualizedRt>5.41833000</annualizedRt>
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      <invstOrSec>
        <name>ABBVIE INC</name>
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        <title>AbbVie Inc</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.65000000</annualizedRt>
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        <name>BNP PARIBAS</name>
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        <title>TRS FVA USDINR</title>
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      <invstOrSec>
        <name>Fannie Mae</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <title>CURRENCY CONTRACT - USD</title>
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        <name>QUEST DIAGNOSTICS INC</name>
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        <title>Quest Diagnostics Inc</title>
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        <invCountry>US</invCountry>
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        <name>US TREASURY N/B</name>
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        <title>United States Treasury Note/Bond</title>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>LPL HOLDINGS INC</name>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>5.70000000</annualizedRt>
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      <invstOrSec>
        <name>AMERICAN HONDA FINANCE</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>American Honda Finance Corp</title>
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        <balance>20000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>5.65000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
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          <isin value="US31392RNB32"/>
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        <balance>1713.91000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
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      <invstOrSec>
        <name>DEUTSCHE BANK AKTIENGESELLSCHAFT</name>
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        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BONOS Y OBLIG DEL ESTADO</name>
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        <title>Spain Government Bond</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>EXELON CORP</name>
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        <title>Exelon Corp</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TRUIST FINANCIAL CORP</name>
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        <title>Truist Financial Corp</title>
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        <fairValLevel>2</fairValLevel>
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        <title>Marvell Technology Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Babson CLO Ltd</name>
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        <name>CIFC Funding Ltd</name>
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        <name>COCA-COLA CONSOLIDATED</name>
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        <name>HUNTINGTON BANCSHARES</name>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
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        <name>PHILIP MORRIS INTL INC</name>
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        <title>Philip Morris International Inc</title>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>SWOP IRS USD</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>RIO TINTO FIN USA PLC</name>
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        <name>Fanniemae Strip</name>
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          <annualizedRt>6.10000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ACCENTURE CAPITAL INC</name>
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        <balance>56000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>55492.22000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTJPY__05289025"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>479.28000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <amtCurSold>-42947.66000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET CORP</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>State Street Corp</title>
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          <isin value="US857477CR20"/>
          <other otherDesc="SEDOL" value="BN6N296"/>
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        <balance>29000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>29019.99000000</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>2032-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.67500000</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>PECO ENERGY CO</name>
        <lei>YH65D4JBECK76IFEJ279</lei>
        <title>PECO Energy Co</title>
        <cusip>693304BF3</cusip>
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          <isin value="US693304BF31"/>
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        <balance>4000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4063.88000000</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>2033-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.90000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DISCOVERY COMMUNICATIONS</name>
        <lei>L2Z2MO2EQURH3BREWI15</lei>
        <title>Discovery Communications LLC</title>
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          <isin value="US25470DBJ72"/>
          <other otherDesc="SEDOL" value="BMDHQ36"/>
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        <balance>34000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27699.80000000</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>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TORONTO-DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>Toronto-Dominion Bank/The</title>
        <cusip>89115A3G5</cusip>
        <identifiers>
          <isin value="US89115A3G59"/>
          <other otherDesc="SEDOL" value="BV0XZM2"/>
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        <balance>23000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23616.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.29800000</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>KEYCORP</name>
        <lei>RKPI3RZGV1V1FJTH5T61</lei>
        <title>KeyCorp</title>
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        <identifiers>
          <isin value="US49326EEN94"/>
          <other otherDesc="SEDOL" value="BNHWYC9"/>
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        <balance>5000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4876.53000000</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>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.78900000</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>GATX CORP</name>
        <lei>549300IHYHCQP2PIR591</lei>
        <title>GATX Corp</title>
        <cusip>361448BF9</cusip>
        <identifiers>
          <isin value="US361448BF99"/>
          <other otherDesc="SEDOL" value="BMCSNN9"/>
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        <balance>19000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18495.55000000</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>2030-06-30</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>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <identifiers>
          <other otherDesc="INTERNAL" value="MM0065B8I"/>
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        <balance>-1014000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2761.59000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                  <derivAddlInfo>
                    <name>BARCLAYS BANK PLC</name>
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                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.00000000</valUSD>
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                    <invOthCountry>US</invOthCountry>
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                      <issuerName>IHS MARKIT LTD</issuerName>
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                  <curCd>N/A</curCd>
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      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
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        <title>Toyota Motor Credit Corp</title>
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        <valUSD>31588.83000000</valUSD>
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        <invCountry>US</invCountry>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONCORD</name>
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        <curCd>USD</curCd>
        <valUSD>999879.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIBANK, NATIONAL ASSOCIATION</name>
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        <title>TRS GOVERNMENT OF JAPAN</title>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Gold Pool</title>
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        <balance>4403.94000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UNITEDHEALTH GROUP INC</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UnitedHealth Group Inc</title>
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        <balance>8000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8084.61000000</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>2034-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.15000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>State Street Bank and Trust Company</name>
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          <isin value="US91282CNL18"/>
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        <name>Freddie Mac</name>
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        <name>FHLMC Multifamily Structured P</name>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>RYDER SYSTEM INC</name>
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      <invstOrSec>
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        <name>CIGNA GROUP/THE</name>
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        <name>BUONI POLIENNALI DEL TES</name>
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        <name>WELLS FARGO &amp; COMPANY</name>
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <name>MOUNTAIN VIEW CLO</name>
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        <name>EXTRA SPACE STORAGE LP</name>
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        <name>AUSTRALIAN SECURITIES EXCHANGE TRADE24</name>
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        <name>ROYALTY PHARMA PLC</name>
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        <title>Thermo Fisher Scientific Inc</title>
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        <name>BENCHMARK Mortgage Trust</name>
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        <title>Eversource Energy</title>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <name>DEUTSCHE BANK AKTIENGESELLSCHAFT</name>
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        <name>CENTERPOINT ENERGY INC</name>
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        <name>ROYALTY PHARMA PLC</name>
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        <name>State Street Bank and Trust Company</name>
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        <name>Fannie Mae</name>
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        <name>SWCH Commercial Mortgage Trust</name>
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          <annualizedRt>6.15410000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
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        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BIN1YYA67"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>35529.34000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>UK CLEARING HOUSE LIMITED</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="THE SECURED OVERNIGHT FINANCING RATE" floatingRtSpread="0.00000000" pmntAmt="2300000.00000000">
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2300000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>35333.34000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac</title>
        <cusip>01F022683</cusip>
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          <isin value="US01F0226831"/>
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        <balance>1873000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1553539.96000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CDW LLC/CDW FINANCE</name>
        <lei>N/A</lei>
        <title>CDW LLC / CDW Finance Corp</title>
        <cusip>12513GBK4</cusip>
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          <isin value="US12513GBK40"/>
          <other otherDesc="SEDOL" value="BMX7Q92"/>
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        <balance>16000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16124.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.10000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BROADCOM INC</name>
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        <balance>31000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>30102.35000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.92600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TUCSON ELECTRIC POWER CO</name>
        <lei>YLF139GXSRKPBBTNZL03</lei>
        <title>Tucson Electric Power Co</title>
        <cusip>898813AW0</cusip>
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          <isin value="US898813AW06"/>
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        <balance>14000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14066.55000000</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>2034-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.20000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>SWOP IRS EUR</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="MM006014A"/>
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        <balance>831000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>-11916.70000000</valUSD>
        <pctVal>-0.01143584802</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>UBS AG</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                  <derivAddlInfo>
                    <name>UBS AG</name>
                    <lei>BFM8T61CT2L1QCEMIK50</lei>
                    <title>IRS EUR</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="INTERNAL" value="MM006014ASO"/>
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                    <balance>0.00000000</balance>
                    <units>NC</units>
                    <currencyConditional curCd="EUR" exchangeRt="0.00000000"/>
                    <valUSD>0.00000000</valUSD>
                    <pctVal>0.00000000</pctVal>
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                    <invCountry>CH</invCountry>
                    <invOthCountry>US</invOthCountry>
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                  <floatingPmntDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="6 MONTH EURO INTERBANK OFFER RATE" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <exercisePrice>3.00000000</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
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            <delta>XXXX</delta>
            <unrealizedAppr>-11916.70000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Bank</name>
        <lei>N/A</lei>
        <title>BANK 2017-BNK6</title>
        <cusip>060352AP6</cusip>
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          <isin value="US060352AP66"/>
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        <balance>1948000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>52468.89000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31392JDD8</cusip>
        <identifiers>
          <isin value="US31392JDD81"/>
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        <balance>6685.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>991.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NUTRIEN LTD</name>
        <lei>5493002QQ7GD21OWF963</lei>
        <title>Nutrien Ltd</title>
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        <balance>1000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1041.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-01</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>EVERGY KANSAS CENTRAL</name>
        <lei>J75GNWGEO73W89ZV3S44</lei>
        <title>Evergy Kansas Central Inc</title>
        <cusip>30036FAC5</cusip>
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          <isin value="US30036FAC59"/>
          <other otherDesc="SEDOL" value="BMGBZX8"/>
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        <balance>3000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3182.51000000</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>2033-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.90000000</annualizedRt>
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      <invstOrSec>
        <name>ELEMENT FLEET MANAGEMENT</name>
        <lei>5493000PGBS1C22ELQ16</lei>
        <title>Element Fleet Management Corp</title>
        <cusip>286181AM4</cusip>
        <identifiers>
          <isin value="US286181AM42"/>
          <other otherDesc="SEDOL" value="BM8SQL2"/>
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        <balance>54000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>54860.40000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Wells Fargo Alternative Loan T</name>
        <lei>N/A</lei>
        <title>Wells Fargo Alternative Loan 2007-PA2 Trust</title>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <title>CURRENCY CONTRACT - DKK</title>
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        <name>NOMURA GLOBAL FINANCIAL PRODUCTS INC.</name>
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        <title>CURRENCY CONTRACT - CNY</title>
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        <name>Fanniemae Strip</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>ABBVIE INC</name>
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        <name>Fannie Mae</name>
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      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
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        <fairValLevel>1</fairValLevel>
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        <name>NNN REIT INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BERRY GLOBAL INC</name>
        <lei>549300AP2Q7ERHX6RI89</lei>
        <title>Berry Global Inc</title>
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          <isin value="US08576PAF80"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BAT CAPITAL CORP</name>
        <lei>2138005GYEXN7XRHFA84</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>CANADIAN GOVERNMENT</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <title>Cisco Systems Inc</title>
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        <name>INTERCONTINENTALEXCHANGE</name>
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        <title>Intercontinental Exchange Inc</title>
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        <name>ALABAMA POWER CO</name>
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        <title>Alabama Power Co</title>
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        <name>BANK OF NOVA SCOTIA</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Bluemountain CLO Ltd</name>
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        <invCountry>KY</invCountry>
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        <name>Freddie Mac</name>
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        <name>GS Mortgage Securities Trust</name>
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        <name>Freddie Mac</name>
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        <name>ELEVANCE HEALTH INC</name>
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        <name>GENERAL MOTORS FINL CO</name>
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        <name>Banc of America Funding Corpor</name>
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        <name>Freddie Mac</name>
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        <name>STANDARD CHARTERED BANK</name>
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        <name>Fannie Mae</name>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>BUNDESREPUB. DEUTSCHLAND</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>Citigroup Mortgage Loan Trust</name>
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        <name>MORGAN STANLEY</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AMERICAN INTL GROUP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CISCO SYSTEMS INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BOSTON GAS COMPANY</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GENERAL MOTORS FINL CO</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
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        <name>Freddie Mac</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PHILIP MORRIS INTL INC</name>
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        <title>Philip Morris International Inc</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>GOLDMAN SACHS GROUP INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Resolute Forest Products Inc</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <title>Arrow Electronics Inc</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.15000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fanniemae Strip</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest Strip</title>
        <cusip>3136FASW1</cusip>
        <identifiers>
          <isin value="US3136FASW12"/>
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        <balance>15595.45930000</balance>
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        <curCd>USD</curCd>
        <valUSD>2176.71000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac</title>
        <cusip>01F052680</cusip>
        <identifiers>
          <isin value="US01F0526800"/>
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        <balance>1686000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1684494.67000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MARS INC</name>
        <lei>54930073HKEO6GZBSS03</lei>
        <title>Mars Inc</title>
        <cusip>571676BA2</cusip>
        <identifiers>
          <isin value="US571676BA26"/>
          <other otherDesc="SEDOL" value="BR4XVJ9"/>
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        <balance>26000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26324.49000000</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>2035-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.20000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AUTOMATIC DATA PROCESSNG</name>
        <lei>HGBOLILQXWER4SAL2I23</lei>
        <title>Automatic Data Processing Inc</title>
        <cusip>053015AJ2</cusip>
        <identifiers>
          <isin value="US053015AJ27"/>
          <other otherDesc="SEDOL" value="BRBL6X5"/>
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        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25370.54000000</valUSD>
        <pctVal>0.024346810759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PUBLIC SERVICE ELECTRIC</name>
        <lei>549300RUHPVD434XUK18</lei>
        <title>Public Service Electric and Gas Co</title>
        <cusip>74456QCQ7</cusip>
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          <isin value="US74456QCQ73"/>
          <other otherDesc="SEDOL" value="BMFS3S1"/>
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        <balance>6000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6155.68000000</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>2034-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>31395JSP2</cusip>
        <identifiers>
          <isin value="US31395JSP20"/>
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        <balance>79260.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81067.80000000</valUSD>
        <pctVal>0.077796624955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BHP BILLITON FIN USA LTD</name>
        <lei>5493003NUVITP3TMY274</lei>
        <title>BHP Billiton Finance USA Ltd</title>
        <cusip>055451BK3</cusip>
        <identifiers>
          <isin value="US055451BK37"/>
          <other otherDesc="SEDOL" value="BQYJVM3"/>
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        <balance>27000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27665.38000000</valUSD>
        <pctVal>0.026549051437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UBER TECHNOLOGIES INC</name>
        <lei>549300B2FTG34FILDR98</lei>
        <title>Uber Technologies Inc</title>
        <cusip>90353TAN0</cusip>
        <identifiers>
          <isin value="US90353TAN00"/>
          <other otherDesc="SEDOL" value="BP4YGZ9"/>
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        <balance>21000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20920.90000000</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>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SEMPRA</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>Sempra</title>
        <cusip>816851BT5</cusip>
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          <isin value="US816851BT54"/>
          <other otherDesc="SEDOL" value="BP4YH56"/>
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        <balance>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19036.53000000</valUSD>
        <pctVal>0.018268385041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MCKESSON CORP</name>
        <lei>549300WZWOM80UCFSF54</lei>
        <title>McKesson Corp</title>
        <cusip>581557BV6</cusip>
        <identifiers>
          <isin value="US581557BV65"/>
          <other otherDesc="SEDOL" value="BPLQM05"/>
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        <balance>19000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18980.22000000</valUSD>
        <pctVal>0.018214347212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-15</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>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136A4BX6</cusip>
        <identifiers>
          <isin value="US3136A4BX67"/>
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        <balance>427717.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23090.77000000</valUSD>
        <pctVal>0.022159031990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.56035000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SPRINT CAPITAL CORP</name>
        <lei>549300L17W0GQBR1PO80</lei>
        <title>Sprint Capital Corp</title>
        <cusip>852060AD4</cusip>
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          <isin value="US852060AD48"/>
          <other otherDesc="SEDOL" value="2327354"/>
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        <balance>90000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>96640.77000000</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>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANK OF MONTREAL</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>Bank of Montreal</title>
        <cusip>06368L3L8</cusip>
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          <isin value="US06368L3L88"/>
          <other otherDesc="SEDOL" value="BT06710"/>
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        <balance>36000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>37654.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.51100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MOTOROLA SOLUTIONS INC</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>Motorola Solutions Inc</title>
        <cusip>620076BY4</cusip>
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          <isin value="US620076BY45"/>
          <other otherDesc="SEDOL" value="BSB7KZ0"/>
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        <balance>22000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22367.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp</title>
        <cusip>06051GJB6</cusip>
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          <other otherDesc="SEDOL" value="BMX7830"/>
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        <balance>55000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>50295.81000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.59200000</annualizedRt>
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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS USD</title>
        <cusip>000000000</cusip>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10120.34000000</valUSD>
        <pctVal>-0.00971197313</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>UK CLEARING HOUSE LIMITED</counterpartyName>
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            <upfrontRcpt>-211.00000000</upfrontRcpt>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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          <isin value="US31402RDF38"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HOST HOTELS &amp; RESORTS LP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>S&amp;P GLOBAL INC</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-08-15</maturityDt>
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      <invstOrSec>
        <name>MICRON TECHNOLOGY INC</name>
        <lei>B3DXGBC8GAIYWI2Z0172</lei>
        <title>Micron Technology Inc</title>
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          <isin value="US595112CE14"/>
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        <balance>27000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.80000000</annualizedRt>
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      <invstOrSec>
        <name>TRUIST FINANCIAL CORP</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>Truist Financial Corp</title>
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          <isin value="US89788MAP77"/>
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        <balance>11000.00000000</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>2034-06-08</maturityDt>
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      <invstOrSec>
        <name>TOYOTA MOTOR CORP</name>
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        <title>Toyota Motor Corp</title>
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          <isin value="US892331AU38"/>
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        <balance>41000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31392HMC4</cusip>
        <identifiers>
          <isin value="US31392HMC42"/>
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        <balance>5065.90730000</balance>
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        <curCd>USD</curCd>
        <valUSD>5115.81000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-09-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Fanniemae Strip</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest Strip</title>
        <cusip>3136FCQE9</cusip>
        <identifiers>
          <isin value="US3136FCQE97"/>
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        <balance>4249.51400000</balance>
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        <curCd>USD</curCd>
        <valUSD>664.43000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <name>COMCAST CORP</name>
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        <title>Comcast Corp</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-01-15</maturityDt>
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        <name>US TREASURY N/B</name>
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        <title>United States Treasury Note/Bond</title>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>ALPHABET INC</name>
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        <title>Alphabet Inc</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31396XZW7</cusip>
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        <name>NEXTERA ENERGY CAPITAL</name>
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        <title>NextEra Energy Capital Holdings Inc</title>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Gold Pool</title>
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        <name>KYNDRYL HOLDINGS INC</name>
        <lei>549300LQ4LWX2R8ZV130</lei>
        <title>Kyndryl Holdings Inc</title>
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        <invCountry>US</invCountry>
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          <annualizedRt>2.70000000</annualizedRt>
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      <invstOrSec>
        <name>NATIONAL GRID 08/05/2025</name>
        <lei>N/A</lei>
        <title>NATIONAL GRID 08/05/2025</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-05</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>ORACLE CORP</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>Oracle Corp</title>
        <cusip>68389XCH6</cusip>
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          <isin value="US68389XCH61"/>
          <other otherDesc="SEDOL" value="BQ69734"/>
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        <balance>25000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>26684.03000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-11-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.15000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIA GOVERNMENT</name>
        <lei>254900GSIL471JOBYY43</lei>
        <title>Malaysia Government Bond</title>
        <cusip>000000000</cusip>
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          <isin value="MYBMS1900047"/>
          <other otherDesc="SEDOL" value="BK74DQ1"/>
        </identifiers>
        <balance>1864000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="MYR" exchangeRt="4.21050000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.82800000</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>MASTR Adjustable Rate Mortgage</name>
        <lei>N/A</lei>
        <title>MASTR Adjustable Rate Mortgages Trust 2006-2</title>
        <cusip>576438AA3</cusip>
        <identifiers>
          <isin value="US576438AA33"/>
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        <balance>26808.38560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26150.35000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.87020200</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EUREX CLEARING AKTIENGESELLSCHAFT</name>
        <lei>529900LN3S50JPU47S06</lei>
        <title>EURO-BTP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="IKU5"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG01R6F35J4"/>
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        <balance>11.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>4136.48000000</valUSD>
        <pctVal>0.003969568474</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>EUREX CLEARING AKTIENGESELLSCHAFT</counterpartyName>
              <counterpartyLei>529900LN3S50JPU47S06</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>BUONI POLIENNALI DEL TES</issuerName>
                <issueTitle>Italy Buoni Poliennali Del Tesoro</issueTitle>
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                  <cusip value="000000000"/>
                  <isin value="IT0005383309"/>
                  <other otherDesc="SEDOL" value="BHNV7V8"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-09-08</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>4136.48000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COREBRIDGE FINANCIAL INC</name>
        <lei>549300XY1661QCIA7J65</lei>
        <title>Corebridge Financial Inc</title>
        <cusip>21871XAH2</cusip>
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          <isin value="US21871XAH26"/>
          <other otherDesc="SEDOL" value="BPYS2X1"/>
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        <balance>11000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10332.43000000</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>2032-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTUIT INC</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
        <title>Intuit Inc</title>
        <cusip>46124HAG1</cusip>
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          <isin value="US46124HAG11"/>
          <other otherDesc="SEDOL" value="BNQQSL9"/>
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        <balance>10000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10364.84000000</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>2033-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CARDINAL HEALTH INC</name>
        <lei>CCU46N3GJMF4OK4N7U60</lei>
        <title>Cardinal Health Inc</title>
        <cusip>14149YBP2</cusip>
        <identifiers>
          <isin value="US14149YBP25"/>
          <other otherDesc="SEDOL" value="BPGCNS3"/>
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        <balance>2000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2059.00000000</valUSD>
        <pctVal>0.001975917081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHINA GOVERNMENT BOND</name>
        <lei>300300CHN201808MOF68</lei>
        <title>China Government Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CND10006VQZ5"/>
          <other otherDesc="SEDOL" value="BN0V2F2"/>
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        <balance>1400000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CNY" exchangeRt="7.16550000"/>
        <valUSD>207775.10000000</valUSD>
        <pctVal>0.199391145804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.52000000</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>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co</title>
        <cusip>95000U3H4</cusip>
        <identifiers>
          <isin value="US95000U3H45"/>
          <other otherDesc="SEDOL" value="BLB0XT5"/>
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        <balance>5000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5467.16000000</valUSD>
        <pctVal>0.005246554070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.49100000</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>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>SWOP IRS USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="MM00668CK"/>
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        <balance>-550000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3811.60000000</valUSD>
        <pctVal>-0.00365779774</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>UBS AG</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
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                    <counterpartyName>UBS AG</counterpartyName>
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                  <derivAddlInfo>
                    <name>UBS AG</name>
                    <lei>BFM8T61CT2L1QCEMIK50</lei>
                    <title>IRS USD</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="INTERNAL" value="MM00668CKSO"/>
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                    <balance>0.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.00000000</valUSD>
                    <pctVal>0.00000000</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>CH</invCountry>
                    <invOthCountry>US</invOthCountry>
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                  <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <exercisePrice>4.63000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2035-05-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-3811.60000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN ELECTRIC POWER</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>American Electric Power Co Inc</title>
        <cusip>025537AX9</cusip>
        <identifiers>
          <isin value="US025537AX91"/>
          <other otherDesc="SEDOL" value="BQMS241"/>
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        <balance>6000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6240.44000000</valUSD>
        <pctVal>0.005988631370</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>
          <annualizedRt>5.62500000</annualizedRt>
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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BIN1YUMW5"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1347.21000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>SCHLUMBERGER HLDGS CORP</name>
        <lei>529900IKZG65COT1D505</lei>
        <title>Schlumberger Holdings Corp</title>
        <cusip>806851AM3</cusip>
        <identifiers>
          <isin value="US806851AM38"/>
          <other otherDesc="SEDOL" value="BRK3S58"/>
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        <balance>22000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22585.61000000</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>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BRISTOL-MYERS SQUIBB CO</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>Bristol-Myers Squibb Co</title>
        <cusip>110122EG9</cusip>
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          <isin value="US110122EG99"/>
          <other otherDesc="SEDOL" value="BPG5RB3"/>
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        <balance>18000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18648.10000000</valUSD>
        <pctVal>0.017895628619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>IRS USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BIN2AMYA2"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2066.48000000</valUSD>
        <pctVal>0.001983095255</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CHICAGO MERCANTILE EXCHANGE INC.</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="THE SECURED OVERNIGHT FINANCING RATE" floatingRtSpread="0.00000000" pmntAmt="194926.16000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.85657000"/>
            <terminationDt>2055-05-05</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>194926.16000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2066.48000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2025-08-25</ncom:dateSigned>
      <ncom:nameOfApplicant>Voya Partners Inc</ncom:nameOfApplicant>
      <ncom:signature>Dorothy Roman</ncom:signature>
      <ncom:signerName>Dorothy Roman</ncom:signerName>
      <ncom:title>Vice President, Fund Administration</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
