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        <name>ABCLN 2026-A D 144A</name>
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      <invstOrSec>
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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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        <name>AOMT 2022-2 A1 144A</name>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <name>AOMT 2023-6 A2 144A</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>AOMT 2025-3 A1 144A</name>
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        <title>ANGEL OAK MORTGAGE TRUST AOMT 2025 3 A1 144A</title>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>APA INFRASTRUCTURE LTD 144A</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>APLD COMPUTECO 2 LLC 144A</name>
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        <name>APPLIED SYSTEMS INC TL B4 1L USD BANKDEBT</name>
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        <name>APPLIED SYSTEMS INC TL 2L BANKDEBT</name>
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        <name>APTIV PLC</name>
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        <lei>WEQ82666OJYSI5GUAB47</lei>
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        <name>ARES CAPITAL CORP</name>
        <lei>WEQ82666OJYSI5GUAB47</lei>
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        <name>ASPEN INSURANCE HLDG LTD</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ATHENAHEALTH TL B 1L BANKDEBT</name>
        <lei>254900AA3KZN4Q7A5Z33</lei>
        <title>ATHENAHEALTH INC 2022 TERM LOAN B</title>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>ATLAS WAREHOUSE LEND 144A</name>
        <lei>25490068J12A1HV7YM70</lei>
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        <cusip>049463AG7</cusip>
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          <isin value="US049463AG74"/>
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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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AUGUSTA SPINCO CORPORATI</name>
        <lei>N/A</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AUGUSTA SPINCO CORPORATI</name>
        <lei>N/A</lei>
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          <isin value="US051473AF38"/>
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        <balance>290000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>289539.170000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-23</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AUTOKINITON TL B 1L BANKDEBT</name>
        <lei>254900EHNKMJ1OSEZL85</lei>
        <title>AUTOKINITON US HOLDINGS, INC. 2024 TERM LOAN B</title>
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          <isin value="US05278HAC07"/>
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        <balance>405164.230000</balance>
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        <curCd>USD</curCd>
        <valUSD>404086.490000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-06</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AUTOMATIC DATA PROCESSNG</name>
        <lei>HGBOLILQXWER4SAL2I23</lei>
        <title>AUTOMATIC DATA PROCESSNG SR UNSECURED 05/36 5</title>
        <cusip>053015AK9</cusip>
        <identifiers>
          <isin value="US053015AK99"/>
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        <balance>555000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>553505.030000</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>2036-05-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>XCAP 2024-1A A3 144A</name>
        <lei>N/A</lei>
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        <cusip>05335FAC5</cusip>
        <identifiers>
          <isin value="US05335FAC59"/>
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        <balance>84446.490000</balance>
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        <curCd>USD</curCd>
        <valUSD>85361.890000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.4900000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AVALARA TL B 1L BANKDEBT</name>
        <lei>549300Q16CMW239SS315</lei>
        <title>AVALARA INC 2025 TERM LOAN</title>
        <cusip>05338KAD9</cusip>
        <identifiers>
          <isin value="US05338KAD90"/>
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        <balance>428942.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>415658.390000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.4496100000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AVIS BUDGET CAR/FINANCE 144A</name>
        <lei>N/A</lei>
        <title>AVIS BUDGET CAR/FINANCE COMPANY GUAR 144A 01/30 8.25</title>
        <cusip>053773BJ5</cusip>
        <identifiers>
          <isin value="US053773BJ51"/>
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        <balance>145000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>149564.990000</valUSD>
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        <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>8.2500000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>AESOP 2023-2A C 144A</name>
        <lei>IHXLB8SL0QWSSG2VG640</lei>
        <title>AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 2A C 144A</title>
        <cusip>05377RGN8</cusip>
        <identifiers>
          <isin value="US05377RGN89"/>
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        <balance>83333.340000</balance>
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        <curCd>USD</curCd>
        <valUSD>83540.320000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.1800000000</annualizedRt>
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      <invstOrSec>
        <name>AESOP 2023-2A D 144A</name>
        <lei>IHXLB8SL0QWSSG2VG640</lei>
        <title>AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 2A D 144A</title>
        <cusip>05377RKG8</cusip>
        <identifiers>
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        <balance>170833.340000</balance>
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        <curCd>USD</curCd>
        <valUSD>171439.120000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.2600000000</annualizedRt>
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      <invstOrSec>
        <name>AESOP 2023-3A D 144A</name>
        <lei>IHXLB8SL0QWSSG2VG640</lei>
        <title>AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 3A D 144A</title>
        <cusip>05377RKH6</cusip>
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          <isin value="US05377RKH65"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AESOP 2024-3A B 144A</name>
        <lei>IHXLB8SL0QWSSG2VG640</lei>
        <title>AVIS BUDGET RENTAL CAR FUNDING AESOP 2024 3A B 144A</title>
        <cusip>05377RJL9</cusip>
        <identifiers>
          <isin value="US05377RJL96"/>
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        <balance>360000.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>AESOP 2025-3A B 144A</name>
        <lei>IHXLB8SL0QWSSG2VG640</lei>
        <title>AVIS BUDGET RENTAL CAR FUNDING AESOP 2025 3A B 144A</title>
        <cusip>05377RKX1</cusip>
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          <isin value="US05377RKX16"/>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AXIAN TELE HOLD 144A</name>
        <lei>984500B7DCD97EB04857</lei>
        <title>AXIAN TELE HOLD PLC COMPANY GUAR 144A 07/30 7.25</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-07-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.2500000000</annualizedRt>
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      <invstOrSec>
        <name>AXIS 2022-2A A2 144A</name>
        <lei>549300IFG1NMINYRYF89</lei>
        <title>AXIS EQUIPMENT FINANCE RECEIVA AXIS 2022 2A A2 144A</title>
        <cusip>03236XAB3</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-21</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AXIS 2024-1A B 144A</name>
        <lei>254900O8ABFLU3FOSN14</lei>
        <title>AXIS EQUIPMENT FINANCE RECEIVA AXIS 2024 1A B 144A</title>
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        <balance>140000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>141402.380000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>AXON ENTERPRISE INC 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AXON ENTERPRISE INC 144A</name>
        <lei>549300QP2IEEGFE16681</lei>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BABSN 2021-3A B1R 144A</name>
        <lei>549300V1VT2NXKFG0H98</lei>
        <title>BABSON CLO LTD BABSN 2021 3A B1R 144A</title>
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          <isin value="US06762TAN19"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-18</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BAKER HUGHES LLC/CO-OBL</name>
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          <isin value="US05724BAQ23"/>
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        <curCd>USD</curCd>
        <valUSD>553649.200000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.8500000000</annualizedRt>
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      <invstOrSec>
        <name>BANK 2024-BNK47 A5</name>
        <lei>N/A</lei>
        <title>BANK BANK 2024 BNK47 A5</title>
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          <isin value="US06540GAV05"/>
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        <balance>254000.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.7160000000</annualizedRt>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 01/31 VAR</title>
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          <isin value="US06051GML04"/>
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        <balance>795000.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.1620000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 01/35 VAR</title>
        <cusip>06051GMA4</cusip>
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          <isin value="US06051GMA49"/>
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        <balance>477000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>487444.760000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.4680000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 01/36 VAR</title>
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        <identifiers>
          <isin value="US06051GMM86"/>
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        <balance>55000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>56344.680000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.5110000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 05/36 VAR</title>
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        <identifiers>
          <isin value="US06051GMW68"/>
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        <balance>425000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>433906.070000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.4640000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANK5 2024-5YR10 AS</name>
        <lei>N/A</lei>
        <title>BANK5 BANK5 2024 5YR10 AS</title>
        <cusip>06604AAM6</cusip>
        <identifiers>
          <isin value="US06604AAM62"/>
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        <balance>1155000.000000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>BANK5 2024-5YR12 AS</name>
        <lei>N/A</lei>
        <title>BANK5 BANK5 2024 5YR12 AS</title>
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          <isin value="US06644XBP06"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>BANK5 2024-5YR8 AS</name>
        <lei>N/A</lei>
        <title>BANK5 BANK5 2024 5YR8 AS</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC SR UNSECURED 02/36 VAR</title>
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          <isin value="US06738ECZ60"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>BASF COATINGS TERM LOAN B</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BAT CAPITAL CORP</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT CAPITAL CORP COMPANY GUAR 08/32 5.35</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BATLN 2018-12A CRR 144A</name>
        <lei>549300JIE0P78OIZGS60</lei>
        <title>BATTALION CLO LTD BATLN 2018 12A CRR 144A</title>
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          <isin value="US07133RBA23"/>
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        <curCd>USD</curCd>
        <valUSD>304877.390000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BATLN 2020-15A BR 144A</name>
        <lei>549300CJP8HGT746II19</lei>
        <title>BATTALION CLO LTD BATLN 2020 15A BR 144A</title>
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        <curCd>USD</curCd>
        <valUSD>1001680.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BAUSCH + LOMB CORP TL B 1L BANKDEBT</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BAUSCH HEALTH TL B 1L BANKDEBT</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BVCLN 2024-CAR1 B 144A</name>
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      <invstOrSec>
        <name>ENVESTNET TL B 1L USD BANKDEBT</name>
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        <name>BMARK 2019-B13 A4</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>BMARK 2024-V7 A3</name>
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          <isin value="US08163YAC57"/>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>BFLD 2025-5MW C 144A</name>
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        <name>BINOM 2026-NQM1 A1 144A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>BMO 2024-5C5 AS</name>
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        <name>BOEING CO</name>
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        <assetCat>DBT</assetCat>
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      </invstOrSec>
      <invstOrSec>
        <name>BX 2024-MDHS B 144A</name>
        <lei>N/A</lei>
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        <cusip>12433BAC1</cusip>
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          <isin value="US12433BAC19"/>
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        <curCd>USD</curCd>
        <valUSD>101626.900000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>BX 2024-SLCT B 144A</name>
        <lei>N/A</lei>
        <title>BX TRUST BX 2024 SLCT B 144A</title>
        <cusip>12433JAC4</cusip>
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          <isin value="US12433JAC45"/>
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        <balance>100000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>99750.000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BX 2024-SLCT C 144A</name>
        <lei>N/A</lei>
        <title>BX TRUST BX 2024 SLCT C 144A</title>
        <cusip>12433JAE0</cusip>
        <identifiers>
          <isin value="US12433JAE01"/>
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        <balance>165000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>164999.410000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.0190400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BX 2025-ROIC B 144A</name>
        <lei>N/A</lei>
        <title>BX TRUST BX 2025 ROIC B 144A</title>
        <cusip>05593VAG8</cusip>
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          <isin value="US05593VAG86"/>
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        <balance>809721.900000</balance>
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        <curCd>USD</curCd>
        <valUSD>806687.310000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.0205700000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BX 2025-TAIL A 144A</name>
        <lei>N/A</lei>
        <title>BX TRUST BX 2025 TAIL A 144A</title>
        <cusip>123912AA5</cusip>
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          <isin value="US123912AA54"/>
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        <balance>190000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>190177.940000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BX 2025-VOLT A 144A</name>
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          <isin value="US05619PAA49"/>
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        <balance>615000.000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BX 2025-VOLT B 144A</name>
        <lei>N/A</lei>
        <title>BX TRUST BX 2025 VOLT B 144A</title>
        <cusip>05619PAC0</cusip>
        <identifiers>
          <isin value="US05619PAC05"/>
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        <balance>460000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>460287.500000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7270900000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BX 2026-CLS B 144A</name>
        <lei>N/A</lei>
        <title>BX TRUST BX 2026 CLS B 144A</title>
        <cusip>123915AC4</cusip>
        <identifiers>
          <isin value="US123915AC42"/>
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        <balance>115000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115071.780000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.3270900000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>BX 2026-CLS C 144A</name>
        <lei>N/A</lei>
        <title>BX TRUST BX 2026 CLS C 144A</title>
        <cusip>123915AE0</cusip>
        <identifiers>
          <isin value="US123915AE08"/>
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        <balance>100000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>100374.620000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.9770900000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>BX 2026-CSMO C 144A</name>
        <lei>N/A</lei>
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        <cusip>12433LAE5</cusip>
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          <isin value="US12433LAE56"/>
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        <balance>100000.000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BX 2026-PNDA B 144A</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CABLE ONE INC CB 1.125% 03/28</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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            <dbtSecRefInstrument>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CAN 10YR BOND FUT SEP26 XMOD 20260918</title>
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          <ticker value="CGBU6"/>
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      <invstOrSec>
        <name>CARMX 2022-4 D</name>
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      <invstOrSec>
        <name>CARMX 2023-3 C</name>
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        <title>CARMAX AUTO OWNER TRUST CARMX 2023 3 C</title>
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          <isin value="US14319BAF94"/>
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        <curCd>USD</curCd>
        <valUSD>192189.310000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>CARMX 2024-1 C</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST CARMX 2024 1 C</title>
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          <isin value="US14318WAG24"/>
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        <balance>85000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>86112.030000</valUSD>
        <pctVal>0.0153267892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.4700000000</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>CARMX 2024-2 D</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST CARMX 2024 2 D</title>
        <cusip>14319EAJ5</cusip>
        <identifiers>
          <isin value="US14319EAJ55"/>
        </identifiers>
        <balance>90000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92259.910000</valUSD>
        <pctVal>0.0164210296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.4200000000</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>CARMX 2024-3 D</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST CARMX 2024 3 D</title>
        <cusip>14319GAH4</cusip>
        <identifiers>
          <isin value="US14319GAH48"/>
        </identifiers>
        <balance>40000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40605.540000</valUSD>
        <pctVal>0.0072272429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.6700000000</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>CMXS 2024-A B</name>
        <lei>N/A</lei>
        <title>CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A B</title>
        <cusip>14319FAE3</cusip>
        <identifiers>
          <isin value="US14319FAE34"/>
        </identifiers>
        <balance>40000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40432.240000</valUSD>
        <pctVal>0.0071963978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.3500000000</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>CMXS 2024-A C</name>
        <lei>N/A</lei>
        <title>CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A C</title>
        <cusip>14319FAF0</cusip>
        <identifiers>
          <isin value="US14319FAF09"/>
        </identifiers>
        <balance>175000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>177695.890000</valUSD>
        <pctVal>0.0316274910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.6200000000</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>CMXS 2025-A B</name>
        <lei>N/A</lei>
        <title>CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A B</title>
        <cusip>14319UAD2</cusip>
        <identifiers>
          <isin value="US14319UAD28"/>
        </identifiers>
        <balance>1400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1410247.720000</valUSD>
        <pctVal>0.2510052265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0100000000</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>CONE 2024-DFW1 A 144A</name>
        <lei>N/A</lei>
        <title>CART CONE 2024 DFW1 A 144A</title>
        <cusip>20682AAA8</cusip>
        <identifiers>
          <isin value="US20682AAA88"/>
        </identifiers>
        <balance>120000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119512.500000</valUSD>
        <pctVal>0.0212716260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.2688200000</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>CRVNA 2022-N1 D 144A</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 N1 D 144A</title>
        <cusip>14686GAE6</cusip>
        <identifiers>
          <isin value="US14686GAE61"/>
        </identifiers>
        <balance>9355.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9287.590000</valUSD>
        <pctVal>0.0016530668</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.1300000000</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>CRVNA 2022-P1 C</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P1 C</title>
        <cusip>14688DAF8</cusip>
        <identifiers>
          <isin value="US14688DAF87"/>
        </identifiers>
        <balance>30000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29692.310000</valUSD>
        <pctVal>0.0052848339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.3000000000</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>CRVNA 2023-N1 C 144A</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N1 C 144A</title>
        <cusip>14688FAD8</cusip>
        <identifiers>
          <isin value="US14688FAD87"/>
        </identifiers>
        <balance>358898.520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>359826.130000</valUSD>
        <pctVal>0.0640442370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.9200000000</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>CRVNA 2023-N3 B 144A</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N3 B 144A</title>
        <cusip>14686RAB8</cusip>
        <identifiers>
          <isin value="US14686RAB87"/>
        </identifiers>
        <balance>28530.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28549.210000</valUSD>
        <pctVal>0.0050813774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.4500000000</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>CRVNA 2024-N1 B 144A</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 B 144A</title>
        <cusip>14687QAD5</cusip>
        <identifiers>
          <isin value="US14687QAD51"/>
        </identifiers>
        <balance>51281.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51531.130000</valUSD>
        <pctVal>0.0091718517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.6300000000</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>CRVNA 2024-N1 C 144A</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 C 144A</title>
        <cusip>14687QAE3</cusip>
        <identifiers>
          <isin value="US14687QAE35"/>
        </identifiers>
        <balance>150000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151813.070000</valUSD>
        <pctVal>0.0270206954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.8000000000</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>CRVNA 2024-N2 B 144A</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 B 144A</title>
        <cusip>14687VAD4</cusip>
        <identifiers>
          <isin value="US14687VAD47"/>
        </identifiers>
        <balance>60000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60374.890000</valUSD>
        <pctVal>0.0107459227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.6700000000</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>CRVNA 2024-N2 C 144A</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 C 144A</title>
        <cusip>14687VAE2</cusip>
        <identifiers>
          <isin value="US14687VAE20"/>
        </identifiers>
        <balance>80000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81172.730000</valUSD>
        <pctVal>0.0144476599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.8200000000</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>CRVNA 2024-N3 B 144A</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 B 144A</title>
        <cusip>14687WAD2</cusip>
        <identifiers>
          <isin value="US14687WAD20"/>
        </identifiers>
        <balance>310000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>310483.690000</valUSD>
        <pctVal>0.0552619429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.6700000000</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>CRVNA 2025-N1 A3 144A</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A</title>
        <cusip>14688XAC1</cusip>
        <identifiers>
          <isin value="US14688XAC11"/>
        </identifiers>
        <balance>585000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>587416.870000</valUSD>
        <pctVal>0.1045523438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.9100000000</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>CRVNA 2025-N1 B 144A</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 B 144A</title>
        <cusip>14688XAD9</cusip>
        <identifiers>
          <isin value="US14688XAD93"/>
        </identifiers>
        <balance>1177000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1184247.020000</valUSD>
        <pctVal>0.2107801255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>CHENIERE ENERGY PARTNERS 144A</name>
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      <invstOrSec>
        <name>CLARIOS GLOBAL LP TL B 1L BANKDEBT</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <name>CLARIV SCI HLD CORP 144A</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>CLEAR CHANNEL WORLDWIDE 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CLEAR CHANNEL WORLDWIDE 144A</name>
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        <name>CLEAR CHANNEL OUTDOOR HO 144A</name>
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        <name>CLEAR CHANNEL OUTDOOR HO 144A</name>
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        <name>CLEAR CHANNEL OUTDOOR TL B 1L BANKDEBT</name>
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        <name>CLIP 2026-NQM1 A1 144A</name>
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        <name>CITRIX TL B2 1L BANKDEBT</name>
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        <lei>04EEB871XLHVNY4RZJ65</lei>
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        <name>COX MEDIA TL B2 1L BANKDEBT</name>
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        <title>CMG MEDIA CORPORATION 2024 TERM LOAN</title>
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      <invstOrSec>
        <name>COFINIMMO</name>
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        <issuerCat>CORP</issuerCat>
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        <name>COGENTRIX TL B 1L BANKDEBT</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CLGIX 2022-1CAN A2 144A</name>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>COLT 2025-8 A1 144A</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>COLT 2025-INV2 A3 144A</name>
        <lei>213800M5KYYIOHI7KW93</lei>
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        <identifiers>
          <isin value="US12673UAC80"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>COLT 2026-3 A1 144A</name>
        <lei>213800QYCRRUE6YO2512</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2071-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.1190000000</annualizedRt>
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      <invstOrSec>
        <name>COLUMBIA PIPELINES OPCO 144A</name>
        <lei>N/A</lei>
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          <isin value="US19828BAA35"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COMISION FEDERAL DE ELEC 144A</name>
        <lei>4469000001BFPONMPF32</lei>
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        <cusip>200447AQ3</cusip>
        <identifiers>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COMM 2016-CR28 B</name>
        <lei>N/A</lei>
        <title>COMM MORTGAGE TRUST COMM 2016 CR28 B</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>COMMONSPIRIT HEALTH</name>
        <lei>4SXHN5XW08IBO0UG2V58</lei>
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          <couponKind>Fixed</couponKind>
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        <name>BAHAMAS 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>COMSTOCK RESOURCES INC 144A</name>
        <lei>I03QQGEA4SS774AURI46</lei>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>CONNECT FINCO SARL/CONNE 144A</name>
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        <issuerCat>CORP</issuerCat>
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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>CONSTELLATION BRANDS INC</name>
        <lei>5493005GKEG8QCVY7037</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CONSTELLATION EN GEN LLC 144A</name>
        <lei>S2PEWKCZFFECR4533P43</lei>
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        <curCd>USD</curCd>
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        <name>N/A</name>
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        <name>DEXT 2025-1 C 144A</name>
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        <name>DIRECTV TL B 1L BANKDEBT</name>
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        <name>N/A</name>
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        <name>DISH DBS CORP 144A</name>
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        <name>DLLAA 2023-1A A3 144A</name>
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        <name>DLLAA 2023-1A A4 144A</name>
        <lei>N/A</lei>
        <title>DLLAA LLC DLLAA 2023 1A A4 144A</title>
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        <name>DRIVE 2025-2 B</name>
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      <invstOrSec>
        <name>EW SCRIPPS TL B2 1L BANKDEBT</name>
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        <name>ECOLAB INC</name>
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        <name>EDGED COMPUTE LLC 144A</name>
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        <name>EDISON INTERNATIONAL</name>
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          <couponKind>Fixed</couponKind>
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        <name>EG GROUP TL B 1L BANKDEBT</name>
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        <name>EG GLOBAL FINANCE PLC 144A</name>
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        <name>EHGVT 2023-A A 144A</name>
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        <name>ELECTRONIC ARTS TL B 1L BANKDEBT</name>
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        <title>ELECTRONIC ARTS INC USD TERM LOAN B</title>
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        <name>EFMT 2024-INV2 A1 144A</name>
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        <name>EFMT 2025-INV1 A1 144A</name>
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              <counterpartyName>JPMorgan Securities LLC</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GERMANY</issuerName>
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                  <isin value="DE000BU2D004"/>
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              </otherRefInst>
            </descRefInstrmnt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="FOATM26"/>
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        <balance>12.000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.857339"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>JPMorgan Securities LLC</counterpartyName>
              <counterpartyLei>ZBUT11V806EZRVTWT807</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>FRANCE</issuerName>
                <issueTitle>FRANCE (GOVT OF)</issueTitle>
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                  <isin value="FR001400X8V5"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2026-06-08</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EURO-SCHATZ FUT   JUN26 XEUR 20260608</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="FGBSM26"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.857339"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>JPMorgan Securities LLC</counterpartyName>
              <counterpartyLei>ZBUT11V806EZRVTWT807</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>BUNDESSCHATZANWEISUNGEN</issuerName>
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                  <isin value="DE000BU22122"/>
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            </descRefInstrmnt>
            <expDate>2026-06-08</expDate>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>EVERSOURCE ENERGY</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
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        <identifiers>
          <isin value="US30040WAZ14"/>
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        <balance>364000.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>EW SCRIPPS CO 144A</name>
        <lei>549300U1OW41QPKYW028</lei>
        <title>EW SCRIPPS CO SECURED 144A 08/30 9.875</title>
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        <identifiers>
          <isin value="US811054AH89"/>
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        <balance>280000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>267655.020000</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>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.8750000000</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>EW SCRIPPS CO TL B3 1L USD BANKDEBT</name>
        <lei>549300U1OW41QPKYW028</lei>
        <title>EW SCRIPPS COMPANY THE 2025 TERM LOAN B3</title>
        <cusip>26928BAR0</cusip>
        <identifiers>
          <isin value="US26928BAR06"/>
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        <balance>229188.720000</balance>
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        <curCd>USD</curCd>
        <valUSD>222427.650000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-30</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EART 2023-1A D</name>
        <lei>N/A</lei>
        <title>EXETER AUTOMOBILE RECEIVABLES EART 2023 1A D</title>
        <cusip>30168BAF7</cusip>
        <identifiers>
          <isin value="US30168BAF76"/>
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        <balance>3398.080000</balance>
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        <curCd>USD</curCd>
        <valUSD>3431.970000</valUSD>
        <pctVal>0.0006108447</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.6900000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>EART 2025-2A B</name>
        <lei>N/A</lei>
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        <cusip>30168JAD5</cusip>
        <identifiers>
          <isin value="US30168JAD54"/>
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        <balance>780000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>783391.050000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.9200000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EART 2025-4A B</name>
        <lei>N/A</lei>
        <title>EXETER AUTOMOBILE RECEIVABLES EART 2025 4A B</title>
        <cusip>30167KAD3</cusip>
        <identifiers>
          <isin value="US30167KAD37"/>
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        <balance>190000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>190093.010000</valUSD>
        <pctVal>0.0338340125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.4000000000</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>EART 2025-4A C</name>
        <lei>N/A</lei>
        <title>EXETER AUTOMOBILE RECEIVABLES EART 2025 4A C</title>
        <cusip>30167KAE1</cusip>
        <identifiers>
          <isin value="US30167KAE10"/>
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        <balance>685000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>682535.440000</valUSD>
        <pctVal>0.1214821767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5700000000</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>ESART 2025-2 B</name>
        <lei>N/A</lei>
        <title>EXETER SELECT AUTOMOBILE RECEI ESART 2025 2 B</title>
        <cusip>30185EAD5</cusip>
        <identifiers>
          <isin value="US30185EAD58"/>
        </identifiers>
        <balance>180000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>179464.820000</valUSD>
        <pctVal>0.0319423369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.6300000000</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>ESART 2025-2 C</name>
        <lei>N/A</lei>
        <title>EXETER SELECT AUTOMOBILE RECEI ESART 2025 2 C</title>
        <cusip>30185EAE3</cusip>
        <identifiers>
          <isin value="US30185EAE32"/>
        </identifiers>
        <balance>435000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>434336.190000</valUSD>
        <pctVal>0.0773060308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.9100000000</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>ESART 2025-3 B</name>
        <lei>N/A</lei>
        <title>EXETER SELECT AUTOMOBILE RECEI ESART 2025 3 B</title>
        <cusip>30185FAD2</cusip>
        <identifiers>
          <isin value="US30185FAD24"/>
        </identifiers>
        <balance>650000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>645808.610000</valUSD>
        <pctVal>0.1149452923</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.4200000000</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>ESART 2025-3 C</name>
        <lei>N/A</lei>
        <title>EXETER SELECT AUTOMOBILE RECEI ESART 2025 3 C</title>
        <cusip>30185FAE0</cusip>
        <identifiers>
          <isin value="US30185FAE07"/>
        </identifiers>
        <balance>725000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>725563.250000</valUSD>
        <pctVal>0.1291405512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</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>ESA 2025-ESH C 144A</name>
        <lei>N/A</lei>
        <title>EXTENDED STAY AMERICA TRUST ESA 2025 ESH C 144A</title>
        <cusip>30227TAE0</cusip>
        <identifiers>
          <isin value="US30227TAE01"/>
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        <balance>313018.340000</balance>
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        <curCd>USD</curCd>
        <valUSD>314094.340000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>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>CAS 2025-R01 1M1 144A</name>
        <lei>N/A</lei>
        <title>FANNIE MAE   CAS CAS 2025 R01 1M1 144A</title>
        <cusip>20755JAB9</cusip>
        <identifiers>
          <isin value="US20755JAB98"/>
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        <balance>341858.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>341857.620000</valUSD>
        <pctVal>0.0608460827</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.7121000000</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>CAS 2025-R02 1A1 144A</name>
        <lei>N/A</lei>
        <title>FANNIE MAE   CAS CAS 2025 R02 1A1 144A</title>
        <cusip>20754TAB8</cusip>
        <identifiers>
          <isin value="US20754TAB89"/>
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        <balance>1110827.980000</balance>
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        <curCd>USD</curCd>
        <valUSD>1111924.810000</valUSD>
        <pctVal>0.1979077398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-25</maturityDt>
          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FNMA 30 YR</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FNMA 20YR</name>
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        <name>FNMA 20YR</name>
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        <name>FNMA 20YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3142GVGD7</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
        <valUSD>1958756.220000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3142GVJ28</cusip>
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          <isin value="US3142GVJ287"/>
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        <curCd>USD</curCd>
        <valUSD>321059.510000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132CWG24</cusip>
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        <curCd>USD</curCd>
        <valUSD>31730.220000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FED HM LN PC POOL SB8189 FR 11/37 FIXED 4</title>
        <cusip>3132D6C24</cusip>
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          <isin value="US3132D6C244"/>
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        <curCd>USD</curCd>
        <valUSD>138762.590000</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>2037-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FED HM LN PC POOL SB8215 FR 03/38 FIXED 4</title>
        <cusip>3132D6DU1</cusip>
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          <isin value="US3132D6DU10"/>
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        <curCd>USD</curCd>
        <valUSD>65877.440000</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>2038-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 20YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FED HM LN PC POOL SC0329 FR 02/40 FIXED 3</title>
        <cusip>3132D9LJ1</cusip>
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          <isin value="US3132D9LJ12"/>
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        <curCd>USD</curCd>
        <valUSD>173014.320000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FED HM LN PC POOL SD0784 FR 12/51 FIXED 2</title>
        <cusip>3132DM2R5</cusip>
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          <isin value="US3132DM2R59"/>
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        <curCd>USD</curCd>
        <valUSD>218468.510000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FED HM LN PC POOL SD0922 FR 03/52 FIXED 2.5</title>
        <cusip>3132DNAX1</cusip>
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        <curCd>USD</curCd>
        <valUSD>3069123.980000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FED HM LN PC POOL SD3630 FR 08/53 FIXED 5.5</title>
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        <curCd>USD</curCd>
        <valUSD>192541.550000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FED HM LN PC POOL SD4653 FR 07/53 FIXED 5</title>
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        <name>FNMA 30 YR</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <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>FIRSTENERGY TRANSMISSION</name>
        <lei>549300AINIIPOLYX2R63</lei>
        <title>FIRSTENERGY TRANSMISSION SR UNSECURED 01/35 5</title>
        <cusip>33767BAH2</cusip>
        <identifiers>
          <isin value="US33767BAH24"/>
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        <balance>150000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148307.300000</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>2035-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FISERV INC</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>FISERV INC SR UNSECURED 02/31 4.55</title>
        <cusip>337738BP2</cusip>
        <identifiers>
          <isin value="US337738BP21"/>
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        <balance>1385000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1357125.640000</valUSD>
        <pctVal>0.2415502070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5500000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FLASH COMPUTE LLC 144A</name>
        <lei>N/A</lei>
        <title>FLASH COMPUTE LLC SR SECURED 144A 12/30 7.25</title>
        <cusip>33853QAA9</cusip>
        <identifiers>
          <isin value="US33853QAA94"/>
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        <balance>97000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100131.450000</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>2030-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.2500000000</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>FLOWSERVE CORPORATION</name>
        <lei>6Y0GK87T6V7NJKZJVM41</lei>
        <title>FLOWSERVE CORPORATION SR UNSECURED 05/36 5.7</title>
        <cusip>34354PAG0</cusip>
        <identifiers>
          <isin value="US34354PAG00"/>
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        <balance>383000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>385944.520000</valUSD>
        <pctVal>0.0686929610</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.7000000000</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>FLUTTER TREASURY DAC 144A</name>
        <lei>635400JE8VLL9UFVIC38</lei>
        <title>FLUTTER TREASURY DAC SR SECURED 144A 06/31 5.875</title>
        <cusip>344045AB5</cusip>
        <identifiers>
          <isin value="US344045AB55"/>
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        <balance>245000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242946.080000</valUSD>
        <pctVal>0.0432411519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.8750000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL AS8946 FN 03/47 FIXED 3.5</title>
        <cusip>3138WJ5G9</cusip>
        <identifiers>
          <isin value="US3138WJ5G94"/>
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        <balance>57805.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53467.840000</valUSD>
        <pctVal>0.0095165602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</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>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL BM5109 FN 12/32 FIXED VAR</title>
        <cusip>3140J9VB4</cusip>
        <identifiers>
          <isin value="US3140J9VB42"/>
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        <balance>92974.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90383.990000</valUSD>
        <pctVal>0.0160871410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</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>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL BR2935 FN 03/36 FIXED 1.5</title>
        <cusip>3140L1HM0</cusip>
        <identifiers>
          <isin value="US3140L1HM09"/>
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        <balance>35510.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31924.260000</valUSD>
        <pctVal>0.0056820912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL BU5836 FN 11/51 FIXED 2</title>
        <cusip>3140M7PW5</cusip>
        <identifiers>
          <isin value="US3140M7PW58"/>
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        <balance>126279.660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102901.840000</valUSD>
        <pctVal>0.0183151508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL BY4131 FN 07/53 FIXED 5</title>
        <cusip>3140NLSV2</cusip>
        <identifiers>
          <isin value="US3140NLSV22"/>
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        <balance>37791.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37347.830000</valUSD>
        <pctVal>0.0066474141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CA1354 FN 03/48 FIXED 3.5</title>
        <cusip>3140Q8QG3</cusip>
        <identifiers>
          <isin value="US3140Q8QG32"/>
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        <balance>28789.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26601.900000</valUSD>
        <pctVal>0.0047347823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CA1951 FN 07/48 FIXED 4</title>
        <cusip>3140Q9EZ2</cusip>
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          <isin value="US3140Q9EZ24"/>
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        <balance>43801.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41560.850000</valUSD>
        <pctVal>0.0073972753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CA2639 FN 11/48 FIXED 4.5</title>
        <cusip>3140Q94Z3</cusip>
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          <isin value="US3140Q94Z37"/>
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        <balance>247935.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242636.220000</valUSD>
        <pctVal>0.0431860009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CA4628 FN 11/49 FIXED 4</title>
        <cusip>3140QCEA0</cusip>
        <identifiers>
          <isin value="US3140QCEA05"/>
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        <balance>70784.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67235.010000</valUSD>
        <pctVal>0.0119669322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CA5466 FN 04/35 FIXED 3</title>
        <cusip>3140QDCC6</cusip>
        <identifiers>
          <isin value="US3140QDCC61"/>
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        <balance>92693.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88816.650000</valUSD>
        <pctVal>0.0158081754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB0511 FN 05/51 FIXED 2.5</title>
        <cusip>3140QKR91</cusip>
        <identifiers>
          <isin value="US3140QKR914"/>
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        <balance>694408.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>589208.790000</valUSD>
        <pctVal>0.1048712816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB1109 FN 07/51 FIXED 2</title>
        <cusip>3140QLGT7</cusip>
        <identifiers>
          <isin value="US3140QLGT76"/>
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        <balance>810473.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>657320.090000</valUSD>
        <pctVal>0.1169941817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB1371 FN 08/51 FIXED 2.5</title>
        <cusip>3140QLQZ2</cusip>
        <identifiers>
          <isin value="US3140QLQZ27"/>
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        <balance>37783.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32132.200000</valUSD>
        <pctVal>0.0057191017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB1624 FN 09/51 FIXED 2.5</title>
        <cusip>3140QLYW0</cusip>
        <identifiers>
          <isin value="US3140QLYW04"/>
        </identifiers>
        <balance>114303.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96845.450000</valUSD>
        <pctVal>0.0172371944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB1783 FN 10/51 FIXED 2.5</title>
        <cusip>3140QL6V3</cusip>
        <identifiers>
          <isin value="US3140QL6V31"/>
        </identifiers>
        <balance>34997.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29741.480000</valUSD>
        <pctVal>0.0052935855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB2086 FN 11/51 FIXED 2.5</title>
        <cusip>3140QMJ88</cusip>
        <identifiers>
          <isin value="US3140QMJ883"/>
        </identifiers>
        <balance>138463.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117229.660000</valUSD>
        <pctVal>0.0208653111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB2357 FN 12/51 FIXED 2</title>
        <cusip>3140QMTP9</cusip>
        <identifiers>
          <isin value="US3140QMTP90"/>
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        <balance>110823.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90007.850000</valUSD>
        <pctVal>0.0160201931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB2538 FN 01/52 FIXED 2.5</title>
        <cusip>3140QMZC1</cusip>
        <identifiers>
          <isin value="US3140QMZC14"/>
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        <balance>37360.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31801.470000</valUSD>
        <pctVal>0.0056602362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB2848 FN 02/52 FIXED 2</title>
        <cusip>3140QNEW8</cusip>
        <identifiers>
          <isin value="US3140QNEW89"/>
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        <balance>190777.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154811.660000</valUSD>
        <pctVal>0.0275544043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB2869 FN 02/52 FIXED 2.5</title>
        <cusip>3140QNFK3</cusip>
        <identifiers>
          <isin value="US3140QNFK33"/>
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        <balance>17509.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14858.520000</valUSD>
        <pctVal>0.0026446178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB3115 FN 03/52 FIXED 3</title>
        <cusip>3140QNN99</cusip>
        <identifiers>
          <isin value="US3140QNN990"/>
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        <balance>50795.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44859.510000</valUSD>
        <pctVal>0.0079843926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB3159 FN 03/52 FIXED 2.5</title>
        <cusip>3140QNQM7</cusip>
        <identifiers>
          <isin value="US3140QNQM79"/>
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        <balance>109658.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92476.850000</valUSD>
        <pctVal>0.0164596421</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB3254 FN 03/52 FIXED 3.5</title>
        <cusip>3140QNTL6</cusip>
        <identifiers>
          <isin value="US3140QNTL69"/>
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        <balance>1396329.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1282945.400000</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>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <identifiers>
          <isin value="US3140QPFT99"/>
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        <balance>287175.480000</balance>
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        <curCd>USD</curCd>
        <valUSD>263856.380000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB4115 FN 07/52 FIXED 3.5</title>
        <cusip>3140QPSD0</cusip>
        <identifiers>
          <isin value="US3140QPSD01"/>
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        <balance>417369.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>380034.190000</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>2052-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB5306 FN 12/52 FIXED 6</title>
        <cusip>3140QQ3Q6</cusip>
        <identifiers>
          <isin value="US3140QQ3Q63"/>
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        <balance>180329.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>187055.570000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB5545 FN 01/53 FIXED 6.5</title>
        <cusip>3140QRET6</cusip>
        <identifiers>
          <isin value="US3140QRET64"/>
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        <balance>108164.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113109.940000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB7095 FN 09/53 FIXED 5</title>
        <cusip>3140QS3D1</cusip>
        <identifiers>
          <isin value="US3140QS3D15"/>
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        <balance>37059.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36725.750000</valUSD>
        <pctVal>0.0065366921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB7120 FN 09/53 FIXED 6</title>
        <cusip>3140QS4E8</cusip>
        <identifiers>
          <isin value="US3140QS4E88"/>
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        <balance>256018.170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>263379.070000</valUSD>
        <pctVal>0.0468779507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB7333 FN 10/53 FIXED 5.5</title>
        <cusip>3140QTEF2</cusip>
        <identifiers>
          <isin value="US3140QTEF27"/>
        </identifiers>
        <balance>42253.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42765.470000</valUSD>
        <pctVal>0.0076116815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB7982 FN 02/54 FIXED 5.5</title>
        <cusip>3140QT2Q1</cusip>
        <identifiers>
          <isin value="US3140QT2Q19"/>
        </identifiers>
        <balance>35232.320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35610.400000</valUSD>
        <pctVal>0.0063381748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB8330 FN 04/54 FIXED 5.5</title>
        <cusip>3140QUHG4</cusip>
        <identifiers>
          <isin value="US3140QUHG46"/>
        </identifiers>
        <balance>635708.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>641352.080000</valUSD>
        <pctVal>0.1141520896</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB8483 FN 05/54 FIXED 5.5</title>
        <cusip>3140QUM94</cusip>
        <identifiers>
          <isin value="US3140QUM948"/>
        </identifiers>
        <balance>10771.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10896.320000</valUSD>
        <pctVal>0.0019393992</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB8485 FN 05/54 FIXED 5.5</title>
        <cusip>3140QUNB8</cusip>
        <identifiers>
          <isin value="US3140QUNB84"/>
        </identifiers>
        <balance>51060.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51616.890000</valUSD>
        <pctVal>0.0091871158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB8755 FN 06/54 FIXED 6</title>
        <cusip>3140QUWR3</cusip>
        <identifiers>
          <isin value="US3140QUWR36"/>
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        <balance>202562.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>208305.420000</valUSD>
        <pctVal>0.0370755778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB8851 FN 07/54 FIXED 6</title>
        <cusip>3140QUZR0</cusip>
        <identifiers>
          <isin value="US3140QUZR09"/>
        </identifiers>
        <balance>324300.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>335750.290000</valUSD>
        <pctVal>0.0597590596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB8858 FN 07/54 FIXED 6</title>
        <cusip>3140QUZY5</cusip>
        <identifiers>
          <isin value="US3140QUZY59"/>
        </identifiers>
        <balance>27186.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27956.910000</valUSD>
        <pctVal>0.0049759559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB9011 FN 08/54 FIXED 6</title>
        <cusip>3140QVAM6</cusip>
        <identifiers>
          <isin value="US3140QVAM69"/>
        </identifiers>
        <balance>119907.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123357.480000</valUSD>
        <pctVal>0.0219559810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB9219 FN 09/54 FIXED 6</title>
        <cusip>3140QVG57</cusip>
        <identifiers>
          <isin value="US3140QVG575"/>
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        <balance>513447.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>527709.860000</valUSD>
        <pctVal>0.0939252949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB9328 FN 10/54 FIXED 5.5</title>
        <cusip>3140QVLJ1</cusip>
        <identifiers>
          <isin value="US3140QVLJ12"/>
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        <balance>120633.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122095.840000</valUSD>
        <pctVal>0.0217314260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CB9649 FN 12/54 FIXED 5</title>
        <cusip>3140QVWK6</cusip>
        <identifiers>
          <isin value="US3140QVWK65"/>
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        <balance>1023917.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1013573.920000</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>2054-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <identifiers>
          <isin value="US3140Y6U571"/>
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        <balance>429311.320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>447758.900000</valUSD>
        <pctVal>0.0796950936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CC0666 FN 07/55 FIXED 6</title>
        <cusip>3140Y6W48</cusip>
        <identifiers>
          <isin value="US3140Y6W486"/>
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        <balance>195507.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200778.330000</valUSD>
        <pctVal>0.0357358565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CC0749 FN 07/55 FIXED 6.5</title>
        <cusip>3140Y6ZP8</cusip>
        <identifiers>
          <isin value="US3140Y6ZP85"/>
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        <balance>183928.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191752.670000</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>2055-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CC0897 FN 08/55 FIXED 6.5</title>
        <cusip>3140Y67K0</cusip>
        <identifiers>
          <isin value="US3140Y67K03"/>
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        <balance>178766.650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>186394.730000</valUSD>
        <pctVal>0.0331757682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL CC1442 FN 11/55 FIXED 5.5</title>
        <cusip>3140Y7S82</cusip>
        <identifiers>
          <isin value="US3140Y7S821"/>
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        <balance>37507.210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37869.970000</valUSD>
        <pctVal>0.0067403480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL DC8257 FN 01/55 FIXED 5.5</title>
        <cusip>3140AWE70</cusip>
        <identifiers>
          <isin value="US3140AWE705"/>
        </identifiers>
        <balance>628582.170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>633903.430000</valUSD>
        <pctVal>0.1128263296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL DE2698 FN 07/55 FIXED 6.5</title>
        <cusip>3140BE7L6</cusip>
        <identifiers>
          <isin value="US3140BE7L62"/>
        </identifiers>
        <balance>79523.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83032.740000</valUSD>
        <pctVal>0.0147787168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL DE9742 FN 09/55 FIXED 5.5</title>
        <cusip>3140BNZG6</cusip>
        <identifiers>
          <isin value="US3140BNZG65"/>
        </identifiers>
        <balance>163371.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>164701.420000</valUSD>
        <pctVal>0.0293146492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FA0048 FN 09/53 FIXED VAR</title>
        <cusip>3140W0BS3</cusip>
        <identifiers>
          <isin value="US3140W0BS31"/>
        </identifiers>
        <balance>5745.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5805.400000</valUSD>
        <pctVal>0.0010332835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FA0116 FN 08/53 FIXED VAR</title>
        <cusip>3140W0DW2</cusip>
        <identifiers>
          <isin value="US3140W0DW25"/>
        </identifiers>
        <balance>646876.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>594349.190000</valUSD>
        <pctVal>0.1057862040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-08-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.5000000000</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>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FA0261 FN 01/37 FIXED VAR</title>
        <cusip>3140W0JF3</cusip>
        <identifiers>
          <isin value="US3140W0JF38"/>
        </identifiers>
        <balance>102366.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99128.810000</valUSD>
        <pctVal>0.0176436019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FA0436 FN 06/52 FIXED VAR</title>
        <cusip>3140W0PW9</cusip>
        <identifiers>
          <isin value="US3140W0PW96"/>
        </identifiers>
        <balance>881114.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>781242.580000</valUSD>
        <pctVal>0.1390507270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FA0522 FN 08/52 FIXED VAR</title>
        <cusip>3140W0SL0</cusip>
        <identifiers>
          <isin value="US3140W0SL05"/>
        </identifiers>
        <balance>1112395.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>986548.770000</valUSD>
        <pctVal>0.1755924820</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FA2899 FN 10/55 FIXED VAR</title>
        <cusip>3140W3GH6</cusip>
        <identifiers>
          <isin value="US3140W3GH69"/>
        </identifiers>
        <balance>258791.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>261133.250000</valUSD>
        <pctVal>0.0464782248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FA3135 FN 11/55 FIXED VAR</title>
        <cusip>3140W3PV5</cusip>
        <identifiers>
          <isin value="US3140W3PV52"/>
        </identifiers>
        <balance>987637.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>997208.580000</valUSD>
        <pctVal>0.1774897856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</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>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FM3340 FN 05/35 FIXED VAR</title>
        <cusip>3140X6WA5</cusip>
        <identifiers>
          <isin value="US3140X6WA53"/>
        </identifiers>
        <balance>52720.220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51241.960000</valUSD>
        <pctVal>0.0091203833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FM4386 FN 07/47 FIXED VAR</title>
        <cusip>3140X72U2</cusip>
        <identifiers>
          <isin value="US3140X72U21"/>
        </identifiers>
        <balance>8949.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9053.780000</valUSD>
        <pctVal>0.0016114517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FM5940 FN 02/51 FIXED VAR</title>
        <cusip>3140X9S63</cusip>
        <identifiers>
          <isin value="US3140X9S638"/>
        </identifiers>
        <balance>160259.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130661.480000</valUSD>
        <pctVal>0.0232559953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FM6004 FN 02/51 FIXED VAR</title>
        <cusip>3140X9U60</cusip>
        <identifiers>
          <isin value="US3140X9U600"/>
        </identifiers>
        <balance>149465.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121919.720000</valUSD>
        <pctVal>0.0217000790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FM6264 FN 02/36 FIXED VAR</title>
        <cusip>3140X96A8</cusip>
        <identifiers>
          <isin value="US3140X96A84"/>
        </identifiers>
        <balance>762361.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>730745.820000</valUSD>
        <pctVal>0.1300629793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FM6627 FN 09/49 FIXED VAR</title>
        <cusip>3140XALH3</cusip>
        <identifiers>
          <isin value="US3140XALH36"/>
        </identifiers>
        <balance>23582.280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23100.710000</valUSD>
        <pctVal>0.0041116173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FM7514 FN 06/51 FIXED VAR</title>
        <cusip>3140XBK41</cusip>
        <identifiers>
          <isin value="US3140XBK419"/>
        </identifiers>
        <balance>207459.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176558.380000</valUSD>
        <pctVal>0.0314250295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FM8543 FN 11/44 FIXED VAR</title>
        <cusip>3140XCP51</cusip>
        <identifiers>
          <isin value="US3140XCP515"/>
        </identifiers>
        <balance>22819.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23055.050000</valUSD>
        <pctVal>0.0041034904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</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>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FM8732 FN 09/36 FIXED VAR</title>
        <cusip>3140XCV21</cusip>
        <identifiers>
          <isin value="US3140XCV216"/>
        </identifiers>
        <balance>36551.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33765.260000</valUSD>
        <pctVal>0.0060097645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FM8961 FN 09/49 FIXED VAR</title>
        <cusip>3140XC5X2</cusip>
        <identifiers>
          <isin value="US3140XC5X27"/>
        </identifiers>
        <balance>50102.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50528.130000</valUSD>
        <pctVal>0.0089933311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FM9489 FN 11/51 FIXED VAR</title>
        <cusip>3140XDRK4</cusip>
        <identifiers>
          <isin value="US3140XDRK40"/>
        </identifiers>
        <balance>23892.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19413.550000</valUSD>
        <pctVal>0.0034553522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FM9704 FN 12/51 FIXED VAR</title>
        <cusip>3140XDYA8</cusip>
        <identifiers>
          <isin value="US3140XDYA84"/>
        </identifiers>
        <balance>50630.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41120.690000</valUSD>
        <pctVal>0.0073189327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FM9806 FN 12/51 FIXED VAR</title>
        <cusip>3140XD3Q7</cusip>
        <identifiers>
          <isin value="US3140XD3Q75"/>
        </identifiers>
        <balance>192879.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163792.150000</valUSD>
        <pctVal>0.0291528113</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS0017 FN 08/47 FIXED VAR</title>
        <cusip>3140XFAT8</cusip>
        <identifiers>
          <isin value="US3140XFAT89"/>
        </identifiers>
        <balance>23032.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22094.280000</valUSD>
        <pctVal>0.0039324862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS0348 FN 01/52 FIXED VAR</title>
        <cusip>3140XFL66</cusip>
        <identifiers>
          <isin value="US3140XFL665"/>
        </identifiers>
        <balance>143006.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116582.220000</valUSD>
        <pctVal>0.0207500754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS0427 FN 02/37 FIXED VAR</title>
        <cusip>3140XFPM7</cusip>
        <identifiers>
          <isin value="US3140XFPM71"/>
        </identifiers>
        <balance>110951.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101860.010000</valUSD>
        <pctVal>0.0181297190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS0733 FN 02/52 FIXED VAR</title>
        <cusip>3140XFY70</cusip>
        <identifiers>
          <isin value="US3140XFY700"/>
        </identifiers>
        <balance>24515.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19960.140000</valUSD>
        <pctVal>0.0035526379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS0838 FN 01/52 FIXED VAR</title>
        <cusip>3140XF4Y4</cusip>
        <identifiers>
          <isin value="US3140XF4Y46"/>
        </identifiers>
        <balance>14620.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13472.820000</valUSD>
        <pctVal>0.0023979817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS1618 FN 03/52 FIXED VAR</title>
        <cusip>3140XGYQ6</cusip>
        <identifiers>
          <isin value="US3140XGYQ67"/>
        </identifiers>
        <balance>12485.710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10116.870000</valUSD>
        <pctVal>0.0018006675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS2037 FN 05/37 FIXED VAR</title>
        <cusip>3140XHHP5</cusip>
        <identifiers>
          <isin value="US3140XHHP50"/>
        </identifiers>
        <balance>598147.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>536759.370000</valUSD>
        <pctVal>0.0955359866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS2041 FN 08/51 FIXED VAR</title>
        <cusip>3140XHHT7</cusip>
        <identifiers>
          <isin value="US3140XHHT72"/>
        </identifiers>
        <balance>48892.890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39463.150000</valUSD>
        <pctVal>0.0070239127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS2045 FN 12/43 FIXED VAR</title>
        <cusip>3140XHHX8</cusip>
        <identifiers>
          <isin value="US3140XHHX84"/>
        </identifiers>
        <balance>158151.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156525.250000</valUSD>
        <pctVal>0.0278594004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-12-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS2477 FN 05/52 FIXED VAR</title>
        <cusip>3140XHXF9</cusip>
        <identifiers>
          <isin value="US3140XHXF94"/>
        </identifiers>
        <balance>103879.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88310.340000</valUSD>
        <pctVal>0.0157180590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS3820 FN 01/53 FIXED VAR</title>
        <cusip>3140XKG61</cusip>
        <identifiers>
          <isin value="US3140XKG616"/>
        </identifiers>
        <balance>35453.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36811.110000</valUSD>
        <pctVal>0.0065518851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS3874 FN 02/50 FIXED VAR</title>
        <cusip>3140XKJU5</cusip>
        <identifiers>
          <isin value="US3140XKJU56"/>
        </identifiers>
        <balance>79263.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77569.530000</valUSD>
        <pctVal>0.0138063385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS3956 FN 10/50 FIXED VAR</title>
        <cusip>3140XKME7</cusip>
        <identifiers>
          <isin value="US3140XKME77"/>
        </identifiers>
        <balance>95692.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93531.950000</valUSD>
        <pctVal>0.0166474357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS5046 FN 02/52 FIXED VAR</title>
        <cusip>3140XLTC2</cusip>
        <identifiers>
          <isin value="US3140XLTC22"/>
        </identifiers>
        <balance>84927.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71235.770000</valUSD>
        <pctVal>0.0126790140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.5000000000</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>FNMA 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS5191 FN 08/42 FIXED VAR</title>
        <cusip>3140XLXV5</cusip>
        <identifiers>
          <isin value="US3140XLXV56"/>
        </identifiers>
        <balance>92657.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80272.250000</valUSD>
        <pctVal>0.0142873865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS5342 FN 07/53 FIXED VAR</title>
        <cusip>3140XL5C8</cusip>
        <identifiers>
          <isin value="US3140XL5C80"/>
        </identifiers>
        <balance>95283.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96280.120000</valUSD>
        <pctVal>0.0171365732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS5460 FN 05/53 FIXED VAR</title>
        <cusip>3140XMB62</cusip>
        <identifiers>
          <isin value="US3140XMB621"/>
        </identifiers>
        <balance>62489.990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64699.960000</valUSD>
        <pctVal>0.0115157273</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS6257 FN 06/53 FIXED VAR</title>
        <cusip>3140XM5T9</cusip>
        <identifiers>
          <isin value="US3140XM5T97"/>
        </identifiers>
        <balance>672227.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>632236.520000</valUSD>
        <pctVal>0.1125296419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS6997 FN 03/52 FIXED VAR</title>
        <cusip>3140XNX33</cusip>
        <identifiers>
          <isin value="US3140XNX334"/>
        </identifiers>
        <balance>283480.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250615.600000</valUSD>
        <pctVal>0.0446062238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS7058 FN 01/54 FIXED VAR</title>
        <cusip>3140XNZY3</cusip>
        <identifiers>
          <isin value="US3140XNZY34"/>
        </identifiers>
        <balance>116593.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98227.710000</valUSD>
        <pctVal>0.0174832182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS7303 FN 07/53 FIXED VAR</title>
        <cusip>3140XPDH9</cusip>
        <identifiers>
          <isin value="US3140XPDH96"/>
        </identifiers>
        <balance>58168.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57644.070000</valUSD>
        <pctVal>0.0102598732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS8081 FN 10/53 FIXED VAR</title>
        <cusip>3140XP6T1</cusip>
        <identifiers>
          <isin value="US3140XP6T16"/>
        </identifiers>
        <balance>840110.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>848440.140000</valUSD>
        <pctVal>0.1510109937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS8793 FN 08/54 FIXED VAR</title>
        <cusip>3140XQXX0</cusip>
        <identifiers>
          <isin value="US3140XQXX00"/>
        </identifiers>
        <balance>48412.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49573.550000</valUSD>
        <pctVal>0.0088234287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS9443 FN 02/54 FIXED VAR</title>
        <cusip>3140XRP58</cusip>
        <identifiers>
          <isin value="US3140XRP588"/>
        </identifiers>
        <balance>51227.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49462.260000</valUSD>
        <pctVal>0.0088036205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS9627 FN 09/54 FIXED VAR</title>
        <cusip>3140XRVV4</cusip>
        <identifiers>
          <isin value="US3140XRVV45"/>
        </identifiers>
        <balance>391186.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>408359.790000</valUSD>
        <pctVal>0.0726825792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</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>FNMA 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL FS9713 FN 06/42 FIXED VAR</title>
        <cusip>3140XRYK5</cusip>
        <identifiers>
          <isin value="US3140XRYK52"/>
        </identifiers>
        <balance>146082.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139734.240000</valUSD>
        <pctVal>0.0248708252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA2863 FN 01/47 FIXED 3</title>
        <cusip>31418CFD1</cusip>
        <identifiers>
          <isin value="US31418CFD11"/>
        </identifiers>
        <balance>18213.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16347.980000</valUSD>
        <pctVal>0.0029097217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA3027 FN 06/47 FIXED 4</title>
        <cusip>31418CLH5</cusip>
        <identifiers>
          <isin value="US31418CLH50"/>
        </identifiers>
        <balance>24293.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23149.300000</valUSD>
        <pctVal>0.0041202657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA3058 FN 07/47 FIXED 4</title>
        <cusip>31418CMG6</cusip>
        <identifiers>
          <isin value="US31418CMG68"/>
        </identifiers>
        <balance>101500.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96717.720000</valUSD>
        <pctVal>0.0172144602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</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>FNMA 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA3151 FN 10/37 FIXED 3</title>
        <cusip>31418CQD9</cusip>
        <identifiers>
          <isin value="US31418CQD91"/>
        </identifiers>
        <balance>53925.760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50551.340000</valUSD>
        <pctVal>0.0089974622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA3182 FN 11/47 FIXED 3.5</title>
        <cusip>31418CRC0</cusip>
        <identifiers>
          <isin value="US31418CRC00"/>
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        <balance>17600.240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16253.180000</valUSD>
        <pctVal>0.0028928486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4158 FN 10/50 FIXED 2</title>
        <cusip>31418DTQ5</cusip>
        <identifiers>
          <isin value="US31418DTQ50"/>
        </identifiers>
        <balance>15114.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12246.520000</valUSD>
        <pctVal>0.0021797167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4208 FN 12/50 FIXED 2</title>
        <cusip>31418DVA7</cusip>
        <identifiers>
          <isin value="US31418DVA70"/>
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        <balance>407967.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>330278.430000</valUSD>
        <pctVal>0.0587851418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4237 FN 01/51 FIXED 2</title>
        <cusip>31418DV74</cusip>
        <identifiers>
          <isin value="US31418DV742"/>
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        <balance>722960.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>585034.900000</valUSD>
        <pctVal>0.1041283850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4255 FN 02/51 FIXED 2</title>
        <cusip>31418DWR9</cusip>
        <identifiers>
          <isin value="US31418DWR96"/>
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        <balance>79623.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64404.980000</valUSD>
        <pctVal>0.0114632248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4379 FN 07/51 FIXED 2.5</title>
        <cusip>31418D2M3</cusip>
        <identifiers>
          <isin value="US31418D2M38"/>
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        <balance>24006.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20269.920000</valUSD>
        <pctVal>0.0036077746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4413 FN 09/51 FIXED 2</title>
        <cusip>31418D3X8</cusip>
        <identifiers>
          <isin value="US31418D3X83"/>
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        <balance>519926.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>419287.640000</valUSD>
        <pctVal>0.0746275903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4418 FN 09/36 FIXED 2</title>
        <cusip>31418D4C3</cusip>
        <identifiers>
          <isin value="US31418D4C38"/>
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        <balance>94017.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86421.780000</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>2036-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4442 FN 10/36 FIXED 2</title>
        <cusip>31418D5C2</cusip>
        <identifiers>
          <isin value="US31418D5C29"/>
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        <balance>44273.280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40686.370000</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>2036-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4469 FN 11/36 FIXED 1.5</title>
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        <identifiers>
          <isin value="US31418D6F41"/>
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        <balance>130442.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117163.380000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.5000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4492 FN 12/51 FIXED 2</title>
        <cusip>31418D7E6</cusip>
        <identifiers>
          <isin value="US31418D7E66"/>
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        <balance>7753071.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6244247.570000</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>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4513 FN 01/52 FIXED 3</title>
        <cusip>31418EAP5</cusip>
        <identifiers>
          <isin value="US31418EAP51"/>
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        <balance>191010.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167996.030000</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>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</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>FNMA 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4519 FN 01/42 FIXED 1.5</title>
        <cusip>31418EAV2</cusip>
        <identifiers>
          <isin value="US31418EAV20"/>
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        <balance>25171.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21165.410000</valUSD>
        <pctVal>0.0037671598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.5000000000</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>FNMA 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4521 FN 01/42 FIXED 2.5</title>
        <cusip>31418EAX8</cusip>
        <identifiers>
          <isin value="US31418EAX85"/>
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        <balance>47654.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42631.100000</valUSD>
        <pctVal>0.0075877654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4562 FN 03/52 FIXED 2</title>
        <cusip>31418EB82</cusip>
        <identifiers>
          <isin value="US31418EB825"/>
        </identifiers>
        <balance>1038068.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>833707.740000</valUSD>
        <pctVal>0.1483888236</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4567 FN 03/37 FIXED 2</title>
        <cusip>31418ECD0</cusip>
        <identifiers>
          <isin value="US31418ECD04"/>
        </identifiers>
        <balance>1905173.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1748393.080000</valUSD>
        <pctVal>0.3111905765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4577 FN 04/52 FIXED 2</title>
        <cusip>31418ECP3</cusip>
        <identifiers>
          <isin value="US31418ECP34"/>
        </identifiers>
        <balance>132606.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106770.720000</valUSD>
        <pctVal>0.0190037597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4578 FN 04/52 FIXED 2.5</title>
        <cusip>31418ECQ1</cusip>
        <identifiers>
          <isin value="US31418ECQ17"/>
        </identifiers>
        <balance>230707.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>194532.440000</valUSD>
        <pctVal>0.0346241717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</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>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4581 FN 04/37 FIXED 1.5</title>
        <cusip>31418ECT5</cusip>
        <identifiers>
          <isin value="US31418ECT55"/>
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        <balance>37240.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33418.740000</valUSD>
        <pctVal>0.0059480886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.5000000000</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>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4582 FN 04/37 FIXED 2</title>
        <cusip>31418ECU2</cusip>
        <identifiers>
          <isin value="US31418ECU29"/>
        </identifiers>
        <balance>237054.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>217547.050000</valUSD>
        <pctVal>0.0387204643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4624 FN 06/52 FIXED 3</title>
        <cusip>31418ED64</cusip>
        <identifiers>
          <isin value="US31418ED649"/>
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        <balance>1018601.170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>892239.070000</valUSD>
        <pctVal>0.1588066172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4653 FN 07/52 FIXED 3</title>
        <cusip>31418EE30</cusip>
        <identifiers>
          <isin value="US31418EE308"/>
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        <balance>427953.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>374863.780000</valUSD>
        <pctVal>0.0667207375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4730 FN 09/52 FIXED 3</title>
        <cusip>31418EHG8</cusip>
        <identifiers>
          <isin value="US31418EHG89"/>
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        <balance>48320.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42320.430000</valUSD>
        <pctVal>0.0075324703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4732 FN 09/52 FIXED 4</title>
        <cusip>31418EHJ2</cusip>
        <identifiers>
          <isin value="US31418EHJ29"/>
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        <balance>2101189.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1975071.560000</valUSD>
        <pctVal>0.3515363132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4782 FN 10/52 FIXED 3.5</title>
        <cusip>31418EJ43</cusip>
        <identifiers>
          <isin value="US31418EJ430"/>
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        <balance>1072932.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>976944.550000</valUSD>
        <pctVal>0.1738830594</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4783 FN 10/52 FIXED 4</title>
        <cusip>31418EJ50</cusip>
        <identifiers>
          <isin value="US31418EJ505"/>
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        <balance>772093.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>725690.540000</valUSD>
        <pctVal>0.1291632071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4784 FN 10/52 FIXED 4.5</title>
        <cusip>31418EJ68</cusip>
        <identifiers>
          <isin value="US31418EJ687"/>
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        <balance>642583.760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>621226.570000</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>2052-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4797 FN 11/37 FIXED 4</title>
        <cusip>31418EKK5</cusip>
        <identifiers>
          <isin value="US31418EKK54"/>
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        <balance>19447.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19058.930000</valUSD>
        <pctVal>0.0033922346</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA4918 FN 02/53 FIXED 5</title>
        <cusip>31418EPC8</cusip>
        <identifiers>
          <isin value="US31418EPC83"/>
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        <balance>106019.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105224.500000</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>2053-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA5070 FN 07/53 FIXED 4.5</title>
        <cusip>31418ET42</cusip>
        <identifiers>
          <isin value="US31418ET421"/>
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        <balance>1135034.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1096017.840000</valUSD>
        <pctVal>0.1950765119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA5072 FN 07/53 FIXED 5.5</title>
        <cusip>31418ET67</cusip>
        <identifiers>
          <isin value="US31418ET678"/>
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        <balance>604476.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>610050.100000</valUSD>
        <pctVal>0.1085807560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA5165 FN 10/53 FIXED 5.5</title>
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          <isin value="US31418EW300"/>
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        <curCd>USD</curCd>
        <valUSD>109114.280000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA5271 FN 02/54 FIXED 5.5</title>
        <cusip>31418E2D1</cusip>
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          <isin value="US31418E2D11"/>
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        <curCd>USD</curCd>
        <valUSD>447569.720000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL MA5533 FN 11/39 FIXED 4</title>
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          <isin value="US31418FEF09"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA 15 YR TBA JUN</name>
        <lei>N/A</lei>
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        <cusip>01F020463</cusip>
        <identifiers>
          <isin value="US01F0204630"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 15 YR TBA JUN</name>
        <lei>N/A</lei>
        <title>FNMA TBA 15 YR 2.5 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F022469</cusip>
        <identifiers>
          <isin value="US01F0224695"/>
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        <curCd>USD</curCd>
        <valUSD>1096918.570000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR TBA JUN</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F020661</cusip>
        <identifiers>
          <isin value="US01F0206619"/>
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        <balance>5675000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4540187.280000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR TBA JUN</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F022667</cusip>
        <identifiers>
          <isin value="US01F0226674"/>
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        <balance>2815000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2356256.340000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 30 YR TBA JUN</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F030660</cusip>
        <identifiers>
          <isin value="US01F0306609"/>
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        <balance>2430000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2121890.580000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR TBA JUN</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F032666</cusip>
        <identifiers>
          <isin value="US01F0326664"/>
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        <balance>2330000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2117942.040000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 30 YR TBA JUN</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F040669</cusip>
        <identifiers>
          <isin value="US01F0406698"/>
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        <balance>1640000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1535251.560000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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        <name>FNMA 30 YR TBA JUN</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F042665</cusip>
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          <isin value="US01F0426654"/>
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        <balance>1235000.000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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        <name>FNMA 30 YR TBA JUN</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F050668</cusip>
        <identifiers>
          <isin value="US01F0506687"/>
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        <balance>2065000.000000</balance>
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        <valUSD>2031513.960000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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        <name>FNMA 30 YR TBA JUN</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F052664</cusip>
        <identifiers>
          <isin value="US01F0526644"/>
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        <balance>1695000.000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR TBA JUN</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F060667</cusip>
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          <isin value="US01F0606677"/>
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          <maturityDt>2034-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR TBA JUN</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F062663</cusip>
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          <isin value="US01F0626634"/>
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        <balance>630000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>654607.800000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FOCUS 2017-1A A2II 144A</name>
        <lei>N/A</lei>
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        <valUSD>1338994.370000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0930000000</annualizedRt>
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        <name>FOCUS 2022-1 A2 144A</name>
        <lei>N/A</lei>
        <title>FOCUS BRANDS FUNDING LLC FOCUS 2022 1 A2 144A</title>
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          <isin value="US34417RAB24"/>
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        <curCd>USD</curCd>
        <valUSD>48250.680000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.2060000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>FORD MOTOR CREDIT CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FOUNDRY JV HOLDCO LLC 144A</name>
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        <curCd>USD</curCd>
        <valUSD>210278.980000</valUSD>
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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>2036-01-25</maturityDt>
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      <invstOrSec>
        <name>FOUNDRY JV HOLDCO LLC 144A</name>
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        <curCd>USD</curCd>
        <valUSD>210820.620000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FOUNDRY JV HOLDCO LLC 144A</name>
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        <curCd>USD</curCd>
        <valUSD>1632719.110000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.4000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>STACR 2022-DNA3 M1B 144A</name>
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        <title>FREDDIE MAC   STACR STACR 2022 DNA3 M1B 144A</title>
        <cusip>35564KUX5</cusip>
        <identifiers>
          <isin value="US35564KUX52"/>
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        <balance>2200000.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-25</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>STACR 2022-DNA5 M1B 144A</name>
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        <title>FREDDIE MAC   STACR STACR 2022 DNA5 M1B 144A</title>
        <cusip>35564KYP8</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>STACR 2022-DNA6 M1B 144A</name>
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        <title>FREDDIE MAC   STACR STACR 2022 DNA6 M1B 144A</title>
        <cusip>35564KH44</cusip>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>STACR 2025-DNA3 M1 144A</name>
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        <title>FREDDIE MAC   STACR STACR 2025 DNA3 M1 144A</title>
        <cusip>35564UAR8</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>STACR 2025-HQA1 A1 144A</name>
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        <title>FREDDIE MAC   STACR STACR 2025 HQA1 A1 144A</title>
        <cusip>35564NGY3</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>STACR 2025-HQA1 M1 144A</name>
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        <title>FREDDIE MAC   STACR STACR 2025 HQA1 M1 144A</title>
        <cusip>35564NGZ0</cusip>
        <identifiers>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>STACR 2026-DNA2 M1 144A</name>
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        <cusip>35564UDQ7</cusip>
        <identifiers>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>STACR 2026-HQA1 A1 144A</name>
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        <cusip>35564UEZ6</cusip>
        <identifiers>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>FHR 5000 UI</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 5086 MI</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FHR 5293 IO</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC FHR 5293 IO</title>
        <cusip>3137H9QG7</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHR 5293 KI</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC FHR 5293 KI</title>
        <cusip>3137H9QH5</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FS LUXEMBOURG SARL</name>
        <lei>222100EKR3JUJPGGOY81</lei>
        <title>FS LUXEMBOURG SARL COMPANY GUAR REGS 06/33 8.625</title>
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        <curCd>USD</curCd>
        <valUSD>417317.500000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
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      <invstOrSec>
        <name>GENERAL MOTORS FINL CO</name>
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        <name>GENERAL MOTORS FINL CO</name>
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        <name>GFORT 2023-1 B 144A</name>
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        <title>GENERAL MOTORS GFORT 2023 1 B 144A</title>
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        <name>GFORT 2025-1A C 144A</name>
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        <name>GFORT 2025-2A C 144A</name>
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          <couponKind>Fixed</couponKind>
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        <name>GMALT 2025-1 B</name>
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        <name>GMCAR 2023-1  B</name>
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        <name>GMCAR 2023-3 C</name>
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        <name>GNMA II 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA II 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
        <valUSD>10383.820000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA II TBA JUN</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
        <name>HILCORP ENERGY I LP TL B 1L BANKDEBT</name>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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          <isin value="US431318BC74"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HGVT 2020-AA C 144A</name>
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          <isin value="US43285HAC25"/>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HILT 2024-ORL B 144A</name>
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        <identifiers>
          <isin value="US403956AC97"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>HOLOGIC TL B 1L USD BANKDEBT</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>HPA 2022-1 A 144A</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>HOMES 2024-AFC1 A1 144A</name>
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        <name>HOMES 2026-NQM2 A1 144A</name>
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          <isin value="US43761GAC78"/>
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        <debtSec>
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        <name>HOMES 2026-NQM3 A2 144A</name>
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        <name>HUB INTERNATIONAL LTD TL B 1L BANKDEBT</name>
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      </invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMMT 2017-2 B5 144A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>JPMMT 2017-5 B2 144A</name>
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        <name>JPMMT 2020-LTV1 B1A 144A</name>
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        <name>JPMMT 2025-HE3 A1 144A</name>
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        <name>JPMMT 2025-NMQ3 A1 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>JPMMT 2026-HE1 A1 144A</name>
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          <isin value="US46594RAA32"/>
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        <name>JSC KASPI.KZ 144A</name>
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        <name>KENTUCKY UTILITIES CO</name>
        <lei>AGX0G2MXE54NFNNICD28</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
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        <lei>N/A</lei>
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        <lei>N/A</lei>
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        <curCd>USD</curCd>
        <valUSD>922.180000</valUSD>
        <pctVal>0.0001641357</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>FI TRS REC ARESSI 5.8 30 08/12/26</issuerName>
                <issueTitle>UNITED STATES SOFR RATE INDEX</issueTitle>
                <identifiers>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
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              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>293.510000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>188594.210000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>628.670000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Long: 827822668 TRS USD R F  1.00000 05684BAD9  BONDTRS/ Short: 827822668 TRS USD P V 12MSOFR SOFRRATE+0.48 BPS BONDTRS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="827822668"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>648.930000</valUSD>
        <pctVal>0.0001155009</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>FI TRS REC BCSF 5.95 30 08/12/26</issuerName>
                <issueTitle>UNITED STATES SOFR RATE INDEX</issueTitle>
                <identifiers>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD-SOFR-COMPOUND" floatingRtSpread="0.480000" pmntAmt="0.000000">
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            </floatingPmntDesc>
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            <pmntCurCd>USD</pmntCurCd>
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            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>172138.390000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>260.250000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Long: 827822672 TRS USD R F  1.00000 09261XAL6  BONDTRS/ Short: 827822672 TRS USD P V 12MSOFR SOFRRATE+0.48 BPS BONDTRS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="827822672"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>273.500000</valUSD>
        <pctVal>0.0000486793</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>FI TRS REC BXSL 5.125 31 08/12/26</issuerName>
                <issueTitle>UNITED STATES SOFR RATE INDEX</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="1310879"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD-SOFR-COMPOUND" floatingRtSpread="0.480000" pmntAmt="0.000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>1194.900000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>244277.050000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-921.400000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Long: 827822676 TRS USD R F  1.00000 872280AB8  BONDTRS/ Short: 827822676 TRS USD P V 12MSOFR SOFRRATE+0.48 BPS BONDTRS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="827822676"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>251.840000</valUSD>
        <pctVal>0.0000448242</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>FI TRS REC CGBD 5.75 31 08/12/26</issuerName>
                <issueTitle>UNITED STATES SOFR RATE INDEX</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="1310898"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD-SOFR-COMPOUND" floatingRtSpread="0.480000" pmntAmt="0.000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>840.990000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>169972.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-589.150000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Long: 827822688 TRS USD R F  1.00000 427096AN2  BONDTRS/ Short: 827822688 TRS USD P V 12MSOFR SOFRRATE+0.48 BPS BONDTRS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="827822688"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>890.170000</valUSD>
        <pctVal>0.0001584384</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>FI TRS REC HTGC 6 30 08/12/26</issuerName>
                <issueTitle>UNITED STATES SOFR RATE INDEX</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="1310893"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD-SOFR-COMPOUND" floatingRtSpread="0.480000" pmntAmt="0.000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-1043.030000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>234995.600000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1933.200000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Long: 827822692 TRS USD R F  1.00000 69121KAH7  BONDTRS/ Short: 827822692 TRS USD P V 12MSOFR SOFRRATE+0.48 BPS BONDTRS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="827822692"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4352.420000</valUSD>
        <pctVal>0.0007746725</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>FI TRS REC OBDC 5.95 29 08/12/26</issuerName>
                <issueTitle>UNITED STATES SOFR RATE INDEX</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="1310877"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD-SOFR-COMPOUND" floatingRtSpread="0.480000" pmntAmt="0.000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-344.310000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>658598.480000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4696.730000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Long: 827822696 TRS USD R F  1.00000 BNYD8KII3  BONDTRS/ Short: 827822696 TRS USD P V 12MSOFR SOFRRATE+0.48 BPS BONDTRS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="827822696"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3857.670000</valUSD>
        <pctVal>0.0006866136</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>FI TRS REC OBDC 6.2 30 08/12/26</issuerName>
                <issueTitle>UNITED STATES SOFR RATE INDEX</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="1310878"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD-SOFR-COMPOUND" floatingRtSpread="0.480000" pmntAmt="0.000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
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            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-1992.890000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>648544.870000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5850.560000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Long: 827822700 TRS USD R F  1.00000 09581CAD3  BONDTRS/ Short: 827822700 TRS USD P V 12MSOFR SOFRRATE+0.48 BPS BONDTRS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="827822700"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>663.240000</valUSD>
        <pctVal>0.0001180478</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>FI TRS REC OCINCC 5.8 30 08/12/26</issuerName>
                <issueTitle>UNITED STATES SOFR RATE INDEX</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="1310875"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD-SOFR-COMPOUND" floatingRtSpread="0.480000" pmntAmt="0.000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
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            <upfrontPmnt>1667.050000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>491015.700000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1003.810000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Long: 827822704 TRS USD R F  1.00000 09581CAB7  BONDTRS/ Short: 827822704 TRS USD P V 12MSOFR SOFRRATE+0.48 BPS BONDTRS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="827822704"/>
        </identifiers>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1761.400000</valUSD>
        <pctVal>0.0003135056</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>FI TRS REC OCINCC 6.6 29 08/12/26</issuerName>
                <issueTitle>UNITED STATES SOFR RATE INDEX</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="1310900"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD-SOFR-COMPOUND" floatingRtSpread="0.480000" pmntAmt="0.000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-1202.220000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>382758.030000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2963.620000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Long: 827822708 TRS USD R F  1.00000 69120VAZ4  BONDTRS/ Short: 827822708 TRS USD P V 12MSOFR SOFRRATE+0.48 BPS BONDTRS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="827822708"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2089.340000</valUSD>
        <pctVal>0.0003718746</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MNW 2026-2MW B 144A</name>
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        <name>MATCH GROUP HLD II LLC 144A</name>
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        <name>MCAFEE CORP TL 1L BANKDEBT</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>MEDLINE BORROWER/MEDL CO 144A</name>
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        <name>MERIDIAN ARC HOLDCO LLC 144A</name>
        <lei>N/A</lei>
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        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
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        <name>MFRA 2023-INV2 A2 144A</name>
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        <name>MITER BRANDS TL B2 1L BANKDEBT</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MIDAS OPCO HOLDINGS LLC 144A</name>
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        <name>MIDCAP FINANCIAL SR UNSECURED FRN PP 144A</name>
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        <name>MIDCAP FINANCIAL 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MMAF 2020-A A4 144A</name>
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        <name>MOLINA HEALTHCARE INC 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MSRM 2025-DSC2 A1 144A</name>
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        <name>MOTOROLA SOLUTIONS INC</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
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        <name>MPT OPER PARTNERSP/FINL</name>
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        <name>MPT OPER PARTNERSP/FINL 144A</name>
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          <couponKind>Fixed</couponKind>
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        <name>MSWF 2023-2 A5</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <name>NIELSEN TL B 1L BANKDEBT</name>
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        <name>NEUB 2021-43A AR 144A</name>
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      <invstOrSec>
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        <name>NRZT 2025-NQM4 A1 144A</name>
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      <invstOrSec>
        <name>TALLGRASS TL B 1L BANKDEBT</name>
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        <name>PRET 2026-NPL6 A1 144A</name>
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      <invstOrSec>
        <name>PRO MACH TL B 1L BANKDEBT</name>
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        <name>PROG 2021-SFR8 E1 144A</name>
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      <invstOrSec>
        <name>PROG 2025-SFR2 A 144A</name>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
        <valUSD>454997.400000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>PROOFPOINT TL B 1L BANKDEBT</name>
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        <title>PROOFPOINT INC 2025 FUNGIBLE TERM LOAN</title>
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          <isin value="US74345HAJ05"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>PUBLIC SERVICE OKLAHOMA</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PR COMWLTH PUBLIC IMPT SER A1</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>PR COMWLTH PUBLIC IMPT SER A1</name>
        <lei>549300X44HXPLJU48U63</lei>
        <title>PUERTO RICO CMWLTH PRC 07/29 FIXED 5.625</title>
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          <couponKind>Fixed</couponKind>
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        <name>PR COMWLTH PUBLIC IMPT SER A1</name>
        <lei>549300X44HXPLJU48U63</lei>
        <title>PUERTO RICO CMWLTH PRC 07/33 FIXED 4</title>
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          <couponKind>Fixed</couponKind>
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        <name>PR COMWLTH PUBLIC IMPT CABS SER A</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
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        <name>PR COMWLTH PUBLIC IMPT SER A1</name>
        <lei>549300X44HXPLJU48U63</lei>
        <title>PUERTO RICO CMWLTH PRC 07/35 FIXED 4</title>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>PR COMWLTH PUBLIC IMPT SER A1</name>
        <lei>549300X44HXPLJU48U63</lei>
        <title>PUERTO RICO CMWLTH PRC 07/37 FIXED 4</title>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PR COMWLTH PUBLIC IMPT SER A1</name>
        <lei>549300X44HXPLJU48U63</lei>
        <title>PUERTO RICO CMWLTH PRC 07/41 FIXED 4</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PR COMWLTH PUB IMPT CVI-SUBSER CW NT</name>
        <lei>549300X44HXPLJU48U63</lei>
        <title>PUERTO RICO CMWLTH PRC 11/43 ADJUSTABLE VAR</title>
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        <name>State Street Bank &amp; Trust Co.</name>
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        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
        <name>Wells Fargo Bank N.A.</name>
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      <invstOrSec>
        <name>Wells Fargo Bank N.A.</name>
        <lei>N/A</lei>
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      <invstOrSec>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
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        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>Wells Fargo Bank N.A.</name>
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      <invstOrSec>
        <name>Wells Fargo Bank N.A.</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
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        <name>JPMorgan Chase Bank N.A.</name>
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        <name>JPMorgan Chase Bank N.A.</name>
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      </invstOrSec>
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        <name>JPMorgan Chase Bank N.A.</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
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      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
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      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="EGP260602"/>
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      <invstOrSec>
        <name>Standard Chartered Bank</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="EGP260715"/>
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        <balance>1.000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>-1738086.480000</amtCurSold>
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      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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        <balance>1.000000</balance>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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        <name>State Street Bank &amp; Trust Co.</name>
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            <unrealizedAppr>6.410000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED GBP/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="GBP260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-67.750000</valUSD>
        <pctVal>-0.0000120586</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-6801.250000</amtCurSold>
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            <unrealizedAppr>-67.750000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED HUF/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="HUF260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>228.480000</valUSD>
        <pctVal>0.0000406664</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
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            <amtCurSold>-8587.280000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>HUF</curPur>
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            <unrealizedAppr>228.480000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED HUF/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="HUF260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>46.030000</valUSD>
        <pctVal>0.0000081927</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            </counterparties>
            <amtCurSold>-2264.190000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>701000.000000</amtCurPur>
            <curPur>HUF</curPur>
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            <unrealizedAppr>46.030000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED HUF/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="HUF260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>126.970000</valUSD>
        <pctVal>0.0000225990</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            </counterparties>
            <amtCurSold>-4645.080000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1448000.000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>126.970000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED HUF/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="HUF260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8255.940000</valUSD>
        <pctVal>0.0014694469</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-260240.930000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>81471000.000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>8255.940000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED HUF/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="HUF260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>32.810000</valUSD>
        <pctVal>0.0000058397</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-4492.070000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1373000.000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>32.810000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED IDR/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IDR260603"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4370.760000</valUSD>
        <pctVal>-0.0007779368</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank N.A.</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <amtCurSold>-507177.640000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8985159000.000000</amtCurPur>
            <curPur>IDR</curPur>
            <settlementDt>2026-06-03</settlementDt>
            <unrealizedAppr>-4370.760000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED ILS/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="ILS260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3629.560000</valUSD>
        <pctVal>0.0006460131</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-115895.180000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>337000.000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>3629.560000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED ILS/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="ILS260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4126.310000</valUSD>
        <pctVal>0.0007344280</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-137033.470000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>398000.000000</amtCurPur>
            <curPur>ILS</curPur>
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            <unrealizedAppr>4126.310000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED ILS/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="ILS260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1526.080000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-53093.530000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>154000.000000</amtCurPur>
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            <unrealizedAppr>1526.080000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED ILS/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="ILS260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>86.840000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            </counterparties>
            <amtCurSold>-25804.280000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>73000.000000</amtCurPur>
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            <unrealizedAppr>86.840000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED ILS/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="ILS260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>74.580000</valUSD>
        <pctVal>0.0000132742</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            </counterparties>
            <amtCurSold>-2053.460000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6000.000000</amtCurPur>
            <curPur>ILS</curPur>
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            <unrealizedAppr>74.580000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED ILS/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="ILS260618"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>213.560000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-4397.350000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13000.000000</amtCurPur>
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            <unrealizedAppr>213.560000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED INR/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="INR260602"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>0.510000</valUSD>
        <pctVal>0.0000000908</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-4852.120000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>461000.000000</amtCurPur>
            <curPur>INR</curPur>
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            <unrealizedAppr>0.510000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED INR/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="INR260702"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3987.660000</valUSD>
        <pctVal>0.0007097501</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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        <securityLending>
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      <invstOrSec>
        <name>Bank of America N.A.</name>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
        <name>HSBC Bank USA N.A.</name>
        <lei>N/A</lei>
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        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
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      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
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      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
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        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JPMorgan Chase Bank N.A.</counterpartyName>
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            </counterparties>
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            <curPur>MYR</curPur>
            <settlementDt>2026-06-03</settlementDt>
            <unrealizedAppr>-10.470000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED MYR/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="MYR260603"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1844.850000</valUSD>
        <pctVal>-0.0003283586</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank N.A.</counterpartyName>
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            <amtCurSold>-636069.310000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2514700.000000</amtCurPur>
            <curPur>MYR</curPur>
            <settlementDt>2026-06-03</settlementDt>
            <unrealizedAppr>-1844.850000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED NOK/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="NOK260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7.590000</valUSD>
        <pctVal>0.0000013509</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            </counterparties>
            <amtCurSold>-2696.150000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>25000.000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>7.590000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED NOK/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="NOK260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2.720000</valUSD>
        <pctVal>0.0000004841</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            </counterparties>
            <amtCurSold>-970.630000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9000.000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>2.720000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED NOK/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="NOK260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1373.430000</valUSD>
        <pctVal>0.0002444522</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-167123.670000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1558000.000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>1373.430000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED NOK/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="NOK260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>21.600000</valUSD>
        <pctVal>0.0000038445</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-6899.980000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>64000.000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>21.600000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED NZD/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="NZD260603"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>21.460000</valUSD>
        <pctVal>0.0000038196</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-1355.900000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2300.000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2026-06-03</settlementDt>
            <unrealizedAppr>21.460000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED NZD/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="NZD260603"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>25.380000</valUSD>
        <pctVal>0.0000045173</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-932.780000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1600.000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2026-06-03</settlementDt>
            <unrealizedAppr>25.380000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED NZD/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="NZD260603"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11.660000</valUSD>
        <pctVal>0.0000020753</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-2383.740000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4000.000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2026-06-03</settlementDt>
            <unrealizedAppr>11.660000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED NZD/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="NZD260603"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2939.460000</valUSD>
        <pctVal>0.0005231846</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-109764.130000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>188200.000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2026-06-03</settlementDt>
            <unrealizedAppr>2939.460000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED PEN/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PEN260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>78.600000</valUSD>
        <pctVal>0.0000139897</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-2264.690000</amtCurSold>
            <curSold>USD</curSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED PEN/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PEN260702"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>71.890000</valUSD>
        <pctVal>0.0000127955</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-84736.350000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>289900.000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED PEN/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PEN260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-122815.050000</amtCurSold>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED PHP/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PHP260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-269045.040000</amtCurSold>
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            <amtCurPur>16380000.000000</amtCurPur>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED PHP/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PHP260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-8980.260000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>PHP</curPur>
            <settlementDt>2026-06-02</settlementDt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED PHP/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PHP260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17.000000</valUSD>
        <pctVal>-0.0000030258</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-2679.740000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>164000.000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>-17.000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED PHP/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PHP260702"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-648.830000</valUSD>
        <pctVal>-0.0001154831</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-226120.920000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13894000.000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2026-07-02</settlementDt>
            <unrealizedAppr>-648.830000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED SEK/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SEK260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>483.880000</valUSD>
        <pctVal>0.0000861242</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-39264.420000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>367000.000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>483.880000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED SEK/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SEK260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>746.850000</valUSD>
        <pctVal>0.0001329293</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-290379.640000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2688000.000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>746.850000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED SEK/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SEK260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16.920000</valUSD>
        <pctVal>-0.0000030115</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-7598.340000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>70000.000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>-16.920000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED SGD/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SGD260603"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13.540000</valUSD>
        <pctVal>-0.0000024099</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-3147.720000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4000.000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2026-06-03</settlementDt>
            <unrealizedAppr>-13.540000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED THB/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="THB260604"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13.900000</valUSD>
        <pctVal>-0.0000024740</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-17528.110000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>570000.000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2026-06-04</settlementDt>
            <unrealizedAppr>-13.900000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED THB/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="THB260604"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1214.840000</valUSD>
        <pctVal>-0.0002162253</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-416178.740000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13505000.000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2026-06-04</settlementDt>
            <unrealizedAppr>-1214.840000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED TRY/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRY260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>99.240000</valUSD>
        <pctVal>0.0000176634</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-14487.990000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>670000.000000</amtCurPur>
            <curPur>TRY</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>99.240000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED TRY/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRY260702"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-96.900000</valUSD>
        <pctVal>-0.0000172469</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-11780.970000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>552000.000000</amtCurPur>
            <curPur>TRY</curPur>
            <settlementDt>2026-07-02</settlementDt>
            <unrealizedAppr>-96.900000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED TRY/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRY260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3310.640000</valUSD>
        <pctVal>0.0005892496</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
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            <amtCurSold>-324270.740000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>15046000.000000</amtCurPur>
            <curPur>TRY</curPur>
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            <unrealizedAppr>3310.640000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED TRY/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRY260702"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>146.760000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-327324.660000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>15471000.000000</amtCurPur>
            <curPur>TRY</curPur>
            <settlementDt>2026-07-02</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED TWD/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TWD260702"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-64.400000</valUSD>
        <pctVal>-0.0000114623</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-63509.130000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2000000.000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2026-07-02</settlementDt>
            <unrealizedAppr>-64.400000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED TWD/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TWD260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-283.420000</valUSD>
        <pctVal>-0.0000504450</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank N.A.</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <amtCurSold>-572788.250000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>17934000.000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>-283.420000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED TWD/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TWD260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>151.290000</valUSD>
        <pctVal>0.0000269276</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-21492.420000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>678000.000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>151.290000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED TWD/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TWD260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>39.470000</valUSD>
        <pctVal>0.0000070251</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            </counterparties>
            <amtCurSold>-4270.120000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>135000.000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>39.470000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED TWD/ SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TWD260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1564.970000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-127499.210000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4043000.000000</amtCurPur>
            <curPur>TWD</curPur>
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            <unrealizedAppr>1564.970000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BRL260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>61.320000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-14000.000000</amtCurSold>
            <curSold>BRL</curSold>
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            <unrealizedAppr>61.320000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Bank N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BRL260902"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3970.900000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Wells Fargo Bank N.A.</counterpartyName>
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            </counterparties>
            <amtCurSold>-3235348.190000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>631201.240000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-09-02</settlementDt>
            <unrealizedAppr>3970.900000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Bank N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BRL260902"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2823.890000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Wells Fargo Bank N.A.</counterpartyName>
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            </counterparties>
            <amtCurSold>-3677512.450000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>715775.710000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>2823.890000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BRL260702"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-78.380000</valUSD>
        <pctVal>-0.0000139506</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            </counterparties>
            <amtCurSold>-105000.000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>20584.200000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-07-02</settlementDt>
            <unrealizedAppr>-78.380000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BRL260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-50293.540000</valUSD>
        <pctVal>-0.0089515772</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
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            </counterparties>
            <amtCurSold>-4745177.350000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>890360.700000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>-50293.540000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BRL260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-96189.930000</valUSD>
        <pctVal>-0.0171205206</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
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            </counterparties>
            <amtCurSold>-9634147.980000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1813623.230000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>-96189.930000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Bank N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BRL260902"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4880.400000</valUSD>
        <pctVal>-0.0008686459</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Wells Fargo Bank N.A.</counterpartyName>
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            <amtCurSold>-7466464.690000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1442627.850000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Bank N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BRL260602"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>748.670000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Wells Fargo Bank N.A.</counterpartyName>
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            <amtCurSold>-946440.000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>188365.010000</amtCurPur>
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            <unrealizedAppr>748.670000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Bank N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BRL260602"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1350.610000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Wells Fargo Bank N.A.</counterpartyName>
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            <amtCurSold>-1921560.000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>379567.410000</amtCurPur>
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            <unrealizedAppr>-1350.610000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD CAD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CAD260602"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>18.930000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-2000.000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1469.690000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD CAD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CAD260602"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4.470000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-1800.000000</amtCurSold>
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            <amtCurPur>1301.210000</amtCurPur>
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            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>-4.470000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD CAD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CAD260602"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-109700.000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>80320.420000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TORONTO DOMINION BANK</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD CAD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CAD260724"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>22209.970000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>TORONTO DOMINION BANK</counterpartyName>
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            <amtCurSold>-3260384.180000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>2392424.520000</amtCurPur>
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            <settlementDt>2026-07-24</settlementDt>
            <unrealizedAppr>22209.970000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="CAD260724"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
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        <valUSD>3828.660000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="CHF260602"/>
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        <payoffProfile>N/A</payoffProfile>
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="CLP260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="CLP260602"/>
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        <balance>1.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD CLP</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="CLP260602"/>
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        <balance>1.000000</balance>
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        <fairValLevel>2</fairValLevel>
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            <amtCurSold>-207920000.000000</amtCurSold>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD CLP</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="CLP260702"/>
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        <balance>1.000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-221693000.000000</amtCurSold>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD CLP</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="CLP260602"/>
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        <payoffProfile>N/A</payoffProfile>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-1871000.000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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        <balance>1.000000</balance>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CNH260602"/>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>HSBC Bank USA N.A.</name>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
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            <unrealizedAppr>-3889.320000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="COP260702"/>
        </identifiers>
        <balance>1.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <curSold>COP</curSold>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD CZK</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="CZK260602"/>
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        <balance>1.000000</balance>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="CZK260602"/>
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        <balance>1.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-2344000.000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD CZK</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="CZK260602"/>
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        <balance>1.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-117000.000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="CZK260602"/>
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        <balance>1.000000</balance>
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        <payoffProfile>N/A</payoffProfile>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-25000.000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD EGP</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="EGP260602"/>
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        <balance>1.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-49.880000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank N.A.</counterpartyName>
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            <amtCurSold>-1760000.000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD EGP</title>
        <cusip>000000000</cusip>
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        <balance>1.000000</balance>
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        <payoffProfile>N/A</payoffProfile>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMorgan Chase Bank N.A.</counterpartyName>
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            <amtCurSold>-242000.000000</amtCurSold>
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            <unrealizedAppr>-62.960000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD EGP</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="EGP260602"/>
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        <balance>1.000000</balance>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>-5988000.000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD EGP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="EGP260602"/>
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        <balance>1.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-115.940000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank N.A.</counterpartyName>
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            <amtCurSold>-4091000.000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD EGP</title>
        <cusip>000000000</cusip>
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        <balance>1.000000</balance>
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        <payoffProfile>N/A</payoffProfile>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="EUR260831"/>
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        <balance>1.000000</balance>
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      <invstOrSec>
        <name>HSBC Bank USA N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD EUR</title>
        <cusip>000000000</cusip>
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        <balance>1.000000</balance>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>HSBC Bank USA N.A.</name>
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        <balance>1.000000</balance>
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      <invstOrSec>
        <name>HSBC Bank USA N.A.</name>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-1900.000000</amtCurSold>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="GBP260602"/>
        </identifiers>
        <balance>1.000000</balance>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="GBP260602"/>
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        <valUSD>-893.880000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="GBP260602"/>
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        <balance>1.000000</balance>
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        <payoffProfile>N/A</payoffProfile>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD HUF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="HUF260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-37.230000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-1850000.000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>6059.650000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD HUF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="HUF260602"/>
        </identifiers>
        <balance>1.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-17.010000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>HU</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-1114000.000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IDR260603"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>16224.270000</valUSD>
        <pctVal>0.0028877030</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ID</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Deutsche Bank AG</counterpartyName>
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            <amtCurSold>-8658272000.000000</amtCurSold>
            <curSold>IDR</curSold>
            <amtCurPur>500738.650000</amtCurPur>
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            <settlementDt>2026-06-03</settlementDt>
            <unrealizedAppr>16224.270000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD IDR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IDR260603"/>
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        <balance>1.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>474.130000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-271910000.000000</amtCurSold>
            <curSold>IDR</curSold>
            <amtCurPur>15690.130000</amtCurPur>
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            <settlementDt>2026-06-03</settlementDt>
            <unrealizedAppr>474.130000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD IDR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IDR260702"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3345.700000</valUSD>
        <pctVal>0.0005954898</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank N.A.</counterpartyName>
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            </counterparties>
            <amtCurSold>-8985159000.000000</amtCurSold>
            <curSold>IDR</curSold>
            <amtCurPur>506320.240000</amtCurPur>
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            <settlementDt>2026-07-02</settlementDt>
            <unrealizedAppr>3345.700000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD IDR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IDR260702"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24.360000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-152975000.000000</amtCurSold>
            <curSold>IDR</curSold>
            <amtCurPur>8538.930000</amtCurPur>
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            <settlementDt>2026-07-02</settlementDt>
            <unrealizedAppr>-24.360000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD IDR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IDR260603"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8.860000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-7883000.000000</amtCurSold>
            <curSold>IDR</curSold>
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            <settlementDt>2026-06-03</settlementDt>
            <unrealizedAppr>8.860000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD IDR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IDR260603"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>16.320000</valUSD>
        <pctVal>0.0000029047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-47094000.000000</amtCurSold>
            <curSold>IDR</curSold>
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            <settlementDt>2026-06-03</settlementDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank USA N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD ILS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="ILS260602"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-25304.560000</valUSD>
        <pctVal>-0.0045038731</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank USA N.A.</counterpartyName>
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            <amtCurSold>-1642300.000000</amtCurSold>
            <curSold>ILS</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD INR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="INR260602"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-238.380000</valUSD>
        <pctVal>-0.0000424285</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-2174000.000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>22645.830000</amtCurPur>
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            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>-238.380000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD INR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="INR260602"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4370.350000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-45449000.000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>474040.180000</amtCurPur>
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            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>-4370.350000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD JPY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="JPY260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>133.790000</valUSD>
        <pctVal>0.0000238128</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
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            <amtCurSold>-6393000.000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>40274.440000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>133.790000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD JPY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="JPY260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>46.550000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-633000.000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>4021.060000</amtCurPur>
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            <unrealizedAppr>46.550000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD KRW</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="KRW260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>360.050000</valUSD>
        <pctVal>0.0000640841</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-13340000.000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>9212.070000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>360.050000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank USA N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD KRW</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="KRW260702"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>194.580000</valUSD>
        <pctVal>0.0000346326</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank USA N.A.</counterpartyName>
              <counterpartyLei>1IE8VN30JCEQV1H4R804</counterpartyLei>
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            <amtCurSold>-981765000.000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>651642.770000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-07-02</settlementDt>
            <unrealizedAppr>194.580000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD KRW</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="KRW260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10675.680000</valUSD>
        <pctVal>0.0019001282</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Royal Bank of Canada</counterpartyName>
              <counterpartyLei>ES7IP3U3RHIGC71XBU11</counterpartyLei>
            </counterparties>
            <amtCurSold>-954877000.000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>644303.420000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>10675.680000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD KRW</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="KRW260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>59.580000</valUSD>
        <pctVal>0.0000106044</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-7555000.000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>5072.850000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>59.580000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD KRW</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="KRW260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>885.970000</valUSD>
        <pctVal>0.0001576908</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-227832000.000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>152068.450000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>885.970000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD KRW</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="KRW260702"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13.640000</valUSD>
        <pctVal>0.0000024277</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-6663000.000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>4434.860000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-07-02</settlementDt>
            <unrealizedAppr>13.640000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD MXN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="MXN260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11.640000</valUSD>
        <pctVal>0.0000020718</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-354000.000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>20430.400000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>11.640000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD MXN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="MXN260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14.790000</valUSD>
        <pctVal>0.0000026324</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-94000.000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>5436.720000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>14.790000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD MXN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="MXN260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5.840000</valUSD>
        <pctVal>0.0000010394</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
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            <amtCurSold>-40000.000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>2313.040000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>5.840000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD MYR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="MYR260603"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9.600000</valUSD>
        <pctVal>-0.0000017087</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank N.A.</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <amtCurSold>-14000.000000</amtCurSold>
            <curSold>MYR</curSold>
            <amtCurPur>3521.300000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-03</settlementDt>
            <unrealizedAppr>-9.600000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD MYR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="MYR260702"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2455.240000</valUSD>
        <pctVal>0.0004369999</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank N.A.</counterpartyName>
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            </counterparties>
            <amtCurSold>-2514700.000000</amtCurSold>
            <curSold>MYR</curSold>
            <amtCurPur>636520.110000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-07-02</settlementDt>
            <unrealizedAppr>2455.240000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD MYR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="MYR260603"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>189.070000</valUSD>
        <pctVal>0.0000336519</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank N.A.</counterpartyName>
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            <amtCurSold>-53000.000000</amtCurSold>
            <curSold>MYR</curSold>
            <amtCurPur>13556.030000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-03</settlementDt>
            <unrealizedAppr>189.070000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD MYR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="MYR260702"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3.810000</valUSD>
        <pctVal>-0.0000006781</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank N.A.</counterpartyName>
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            <amtCurSold>-15000.000000</amtCurSold>
            <curSold>MYR</curSold>
            <amtCurPur>3778.340000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-07-02</settlementDt>
            <unrealizedAppr>-3.810000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Standard Chartered Bank</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD MYR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="MYR260603"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15.790000</valUSD>
        <pctVal>0.0000028104</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Standard Chartered Bank</counterpartyName>
              <counterpartyLei>RILFO74KP1CM8P6PCT96</counterpartyLei>
            </counterparties>
            <amtCurSold>-2481000.000000</amtCurSold>
            <curSold>MYR</curSold>
            <amtCurPur>625740.880000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-03</settlementDt>
            <unrealizedAppr>15.790000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD NOK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="NOK260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4.450000</valUSD>
        <pctVal>0.0000007920</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
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            <amtCurSold>-7000.000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>761.500000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>4.450000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD NOK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="NOK260602"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13.440000</valUSD>
        <pctVal>-0.0000023921</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-14000.000000</amtCurSold>
            <curSold>NOK</curSold>
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            <unrealizedAppr>-13.440000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD NZD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="NZD260603"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19.580000</valUSD>
        <pctVal>-0.0000034850</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-1900.000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1118.240000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-03</settlementDt>
            <unrealizedAppr>-19.580000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD NZD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="NZD260603"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7.670000</valUSD>
        <pctVal>-0.0000013652</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-1800.000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1070.260000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-03</settlementDt>
            <unrealizedAppr>-7.670000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD PEN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PEN260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-504.830000</valUSD>
        <pctVal>-0.0000898530</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-87000.000000</amtCurSold>
            <curSold>PEN</curSold>
            <amtCurPur>24978.470000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>-504.830000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD PEN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PEN260602"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-94.590000</valUSD>
        <pctVal>-0.0000168358</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-56000.000000</amtCurSold>
            <curSold>PEN</curSold>
            <amtCurPur>16308.460000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>-94.590000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD PEN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PEN260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>0.190000</valUSD>
        <pctVal>0.0000000338</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-4400.000000</amtCurSold>
            <curSold>PEN</curSold>
            <amtCurPur>1289.000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>0.190000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD PEN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PEN260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-47.410000</valUSD>
        <pctVal>-0.0000084383</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-289900.000000</amtCurSold>
            <curSold>PEN</curSold>
            <amtCurPur>84867.650000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>-47.410000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD PHP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PHP260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>0.020000</valUSD>
        <pctVal>0.0000000036</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-86000.000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>1396.330000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>0.020000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD PHP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PHP260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>700.690000</valUSD>
        <pctVal>0.0001247134</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-13894000.000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>226286.640000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>700.690000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD PHP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PHP260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>47.940000</valUSD>
        <pctVal>0.0000085327</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-3110000.000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>50542.560000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>47.940000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD PHP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PHP260702"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15.770000</valUSD>
        <pctVal>-0.0000028068</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-596000.000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>9656.130000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-07-02</settlementDt>
            <unrealizedAppr>-15.770000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD PLN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PLN260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-89.210000</valUSD>
        <pctVal>-0.0000158782</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-69700.000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>19129.100000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>-89.210000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD SEK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SEK260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-683.880000</valUSD>
        <pctVal>-0.0001217215</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-334000.000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>35490.320000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>-683.880000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD SEK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SEK260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1.690000</valUSD>
        <pctVal>-0.0000003008</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-2300.000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>247.410000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>-1.690000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD SGD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SGD260603"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>126.100000</valUSD>
        <pctVal>0.0000224441</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-21000.000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>16580.560000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-03</settlementDt>
            <unrealizedAppr>126.100000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATWEST MARKETS PLC</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD SGD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SGD260603"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1706.650000</valUSD>
        <pctVal>-0.0003037609</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>NATWEST MARKETS PLC</counterpartyName>
              <counterpartyLei>RR3QWICWWIPCS8A4S074</counterpartyLei>
            </counterparties>
            <amtCurSold>-1136800.000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>889027.920000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-03</settlementDt>
            <unrealizedAppr>-1706.650000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD SGD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SGD260603"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1.960000</valUSD>
        <pctVal>-0.0000003489</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-2200.000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>1721.840000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-03</settlementDt>
            <unrealizedAppr>-1.960000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD SGD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SGD260603"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1.210000</valUSD>
        <pctVal>-0.0000002154</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-7000.000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>5483.610000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-03</settlementDt>
            <unrealizedAppr>-1.210000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD THB</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="THB260702"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-95.750000</valUSD>
        <pctVal>-0.0000170422</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-651000.000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>19950.650000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-07-02</settlementDt>
            <unrealizedAppr>-95.750000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD THB</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="THB260604"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-79.070000</valUSD>
        <pctVal>-0.0000140734</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-526000.000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>16083.170000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-04</settlementDt>
            <unrealizedAppr>-79.070000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD THB</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="THB260604"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>210.220000</valUSD>
        <pctVal>0.0000374163</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-2337000.000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>72018.490000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-04</settlementDt>
            <unrealizedAppr>210.220000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD THB</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="THB260604"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>122.250000</valUSD>
        <pctVal>0.0000217589</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-366000.000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>11368.220000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-04</settlementDt>
            <unrealizedAppr>122.250000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Standard Chartered Bank</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD THB</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="THB260604"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>780.060000</valUSD>
        <pctVal>0.0001388402</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Standard Chartered Bank</counterpartyName>
              <counterpartyLei>RILFO74KP1CM8P6PCT96</counterpartyLei>
            </counterparties>
            <amtCurSold>-10846000.000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>334041.700000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-04</settlementDt>
            <unrealizedAppr>780.060000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD THB</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="THB260702"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>611.220000</valUSD>
        <pctVal>0.0001087890</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-13505000.000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>416473.930000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-07-02</settlementDt>
            <unrealizedAppr>611.220000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD TRY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRY260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-102.120000</valUSD>
        <pctVal>-0.0000181760</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>-15471000.000000</amtCurSold>
            <curSold>TRY</curSold>
            <amtCurPur>336732.360000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>-102.120000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD TRY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRY260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17.600000</valUSD>
        <pctVal>-0.0000031326</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-60000.000000</amtCurSold>
            <curSold>TRY</curSold>
            <amtCurPur>1288.720000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>-17.600000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD TRY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRY260602"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7.980000</valUSD>
        <pctVal>-0.0000014203</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank N.A.</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurSold>-111000.000000</amtCurSold>
            <curSold>TRY</curSold>
            <amtCurPur>2408.710000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>-7.980000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD TRY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRY260602"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3.630000</valUSD>
        <pctVal>-0.0000006461</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-49000.000000</amtCurSold>
            <curSold>TRY</curSold>
            <amtCurPur>1063.200000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>-3.630000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD TRY</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="TRY260602"/>
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        <balance>1.000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD TWD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="TWD260602"/>
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        <balance>1.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD TWD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="TWD260602"/>
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        <balance>1.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TW</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD TWD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TWD260702"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TW</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank N.A.</counterpartyName>
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            <amtCurSold>-17934000.000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Standard Chartered Bank</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD TWD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TWD260602"/>
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        <balance>1.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Standard Chartered Bank</counterpartyName>
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            <amtCurSold>-19333000.000000</amtCurSold>
            <curSold>TWD</curSold>
            <amtCurPur>611416.820000</amtCurPur>
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            <settlementDt>2026-06-02</settlementDt>
            <unrealizedAppr>-5748.110000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD ZAR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="ZAR260602"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>-625000.000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED USD/ SOLD ZAR</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="ZAR260602"/>
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        <balance>1.000000</balance>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>N/A</lei>
        <title>PURCHASED ZAR/ SOLD USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="ZAR260602"/>
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        <balance>1.000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>ZA</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>QTS FAYETTEV I DC1-2/TRS 144A</name>
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        <title>QTS FAYETTEV I DC1 2/TRS SR SECURED 144A 04/36 5.7</title>
        <cusip>74751AAA1</cusip>
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          <isin value="US74751AAA16"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <balance>49500.000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>QUIKRETE HOLDINGS INC TL B 1L BANKDEBT</name>
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        <title>QUIKRETE HOLDINGS INC 2025 TERM LOAN B</title>
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          <isin value="US74839XAL38"/>
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        <assetCat>LON</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>QUIKRETE HOLDINGS INC 144A</name>
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        <title>QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>QUIKRETE HOLDINGS INC 144A</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>RADIATE HOLDCO LLC 2025 DELAYED DRAW TERM LOAN</title>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>RADIATE HOLDCO LLC PIK-TERM FIFO 1L USD BKDBTPIK</name>
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        <title>RADIATE HOLDCO LLC 2025 FLFO TERM LOAN</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>RAIZEN FUELS FINANCE 144A</name>
        <lei>52990010NH26VC32Q522</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>RAIZEN FUELS FINANCE</name>
        <lei>52990010NH26VC32Q522</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>RANGE RESOURCES CORP 144A</name>
        <lei>H3Y3WLYCX0BTO1TRW162</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>RD MICHIGAN PROP OWNER I 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>REALT 2025-1A A1 144A</name>
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          <isin value="CA75585RSS53"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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      <invstOrSec>
        <name>REALT 2025-1A A2 144A</name>
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          <isin value="CA75585RSU00"/>
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        <name>REALPAGE INC TL B 1L BANKDEBT</name>
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        <valUSD>163869.230000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>REGAL REXNORD CORP</name>
        <lei>QH78R09VCJGQKPBPYU33</lei>
        <title>REGAL REXNORD CORP COMPANY GUAR 02/30 6.3</title>
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        <valUSD>605042.710000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>REGAL REXNORD CORP</name>
        <lei>QH78R09VCJGQKPBPYU33</lei>
        <title>REGAL REXNORD CORP COMPANY GUAR 04/28 6.05</title>
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        <curCd>USD</curCd>
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        <name>REINSURANCE GRP OF AMER</name>
        <lei>LORM1GNEU1DKEW527V90</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>REPUBLIC OF ANGOLA 144A</name>
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          <couponKind>Fixed</couponKind>
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        <name>REPUBLIC OF ARGENTINA</name>
        <lei>549300KPBYGYF7HCHO27</lei>
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        <lei>549300KPBYGYF7HCHO27</lei>
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        <name>CHILE</name>
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        <name>REPUBLIC OF ECUADOR 144A</name>
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        <lei>747800V014106FYLL014</lei>
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        <invCountry>ME</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>SBCLN 2024-B B 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SDART 2022-6 C</name>
        <lei>N/A</lei>
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        <name>SDART 2025-2 B</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SDART 2026-1 C</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABL SDART 2026 1 C</title>
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          <couponKind>Fixed</couponKind>
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        <name>SAN 2025-NQM2 A1 144A</name>
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          <isin value="US802638AA49"/>
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          <couponKind>Variable</couponKind>
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        <name>SBA TOWER TRUST 144A</name>
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          <isin value="US78403DBD12"/>
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        <name>SBALT 2025-A A4 144A</name>
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          <couponKind>Fixed</couponKind>
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        <name>SCFET 2024-1A D 144A</name>
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        <name>SCUL 27A BRR 144A</name>
        <lei>N/A</lei>
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        <name>SDR 2024-DSNY B 144A</name>
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        <name>SEB4P 2024-1A A2 144A</name>
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        <name>SEB4P 2026-1A A2 144A</name>
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        <issuerCat>CORP</issuerCat>
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        <name>SEMPRA</name>
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        <name>SGR 2026-3 A1 144A</name>
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        <name>SHACK 2019-14A BRR 144A</name>
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        <name>SRFC 2022-3A B 144A</name>
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        <name>SINCLAIR TELEVISION TL B6 1L BANKDEBT</name>
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        <name>SIRIUS XM RADIO LLC 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>TENET HEALTHCARE CORP</name>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>HACLN 2024-1 B1 144A</name>
        <lei>N/A</lei>
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        <cusip>44644NAA7</cusip>
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          <isin value="US44644NAA72"/>
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        <curCd>USD</curCd>
        <valUSD>85128.890000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HACLN 2024-2 B1 144A</name>
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          <isin value="US44644NAG43"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HACLN 2025-1 B1 144A</name>
        <lei>N/A</lei>
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          <isin value="US446438SX24"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-21</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TK ELEVATOR TL B 1L BANKDEBT</name>
        <lei>549300C2AFWPAYWS5574</lei>
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        <cusip>8869969C3</cusip>
        <identifiers>
          <isin value="XAD9000BAJ17"/>
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        <curCd>USD</curCd>
        <valUSD>467302.390000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-30</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TK ELEVATOR MIDCO GMBH TL B 1L BANKDEBT</name>
        <lei>549300C2AFWPAYWS5574</lei>
        <title>TK ELEVATOR MIDCO GMBH 2026 USD TERM LOAN B</title>
        <cusip>BL5571569</cusip>
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          <isin value="XAD9000BAK89"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100750.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-30</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>TKO GROUP TL B5 1L BANKDEBT</name>
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        <curCd>USD</curCd>
        <valUSD>205904.790000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>TORONTO-DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK SR UNSECURED 10/35 4.928</title>
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          <isin value="US89115KAJ97"/>
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        <curCd>USD</curCd>
        <valUSD>314464.000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TPMT 2024-2 A1B 144A</name>
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          <isin value="US89183AAQ22"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TPMT 2024-3 A1B 144A</name>
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      <invstOrSec>
        <name>TPMT 2024-5 A1B 144A</name>
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      <invstOrSec>
        <name>TPMT 2025-1 A1A 144A</name>
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        <name>TPMT 2025-1 A1B 144A</name>
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        <name>TPMT 2026-1 A1A 144A</name>
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      <invstOrSec>
        <name>TOWNSQUARE TL B 1L BANKDEBT</name>
        <lei>549300XBA8C68H0DR538</lei>
        <title>TOWNSQUARE MEDIA INC 2025 TERM LOAN</title>
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          <isin value="US89223EAG89"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TLOT 2025-A A4 144A</name>
        <lei>254900299R9KF5UH9O95</lei>
        <title>TOYOTA LEASE OWNER TRUST TLOT 2025 A A4 144A</title>
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        <name>TRUIST INSURANCE TL B 1L BANKDEBT</name>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VZMT 2024-6 C</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>VZMT 2025-3 C</name>
        <lei>5493007MUBNP1GFMEB89</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>VERTIV HOLDINGS CO</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>VERUS 2021-R3  A1 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>VERUS 2025-2 A1 144A</name>
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        <balance>495340.430000</balance>
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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>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>VERUS 2025-INV1 A3 144A</name>
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        <title>VERUS SECURITIZATION TRUST VERUS 2025 INV1 A3 144A</title>
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        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>5.9530000000</annualizedRt>
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      <invstOrSec>
        <name>VIASAT INC 144A</name>
        <lei>UFC8NYMNFSYIHNSM2I38</lei>
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        <curCd>USD</curCd>
        <valUSD>106081.070000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>VIASAT TL B 1L BANKDEBT</name>
        <lei>UFC8NYMNFSYIHNSM2I38</lei>
        <title>VIASAT INC TERM LOAN</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>VSTA 2020-1 B1 144A</name>
        <lei>N/A</lei>
        <title>VISTA POINT SECURITIZATION TRU VSTA 2020 1 B1 144A</title>
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        <name>VSTA 2020-2 A1 144A</name>
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        <name>VSTA 2026-CES2 A1 144A</name>
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        <name>VISTRA CORP 144A</name>
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        <name>VISTRA CORP 144A</name>
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        <name>VISTRA OPERATIONS CO LLC 144A</name>
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        <name>VISTRA OPERATIONS CO LLC 144A</name>
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        <title>VISTRA OPERATIONS CO LLC COMPANY GUAR 144A 12/34 5.7</title>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
        <name>CALIBER COLLISION TL B 1L BANKDEBT</name>
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        <fairValLevel>2</fairValLevel>
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        <lei>549300Y3VZEWMSQW8494</lei>
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        <name>WB 2024-HQ A 144A</name>
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        <name>WELLS FARGO &amp; COMPANY</name>
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        <fairValLevel>2</fairValLevel>
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        <name>WELLS FARGO &amp; COMPANY</name>
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        <fairValLevel>2</fairValLevel>
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        <name>WFLF 2025-1A A1 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>WFLF 2025-1A C 144A</name>
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          <isin value="US96328GCH83"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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          <couponKind>Fixed</couponKind>
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        <name>RCKT 2024-CES8 A1A 144A</name>
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        <title>WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES3 A1A 144A</title>
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        <name>WS ESCROW LLC 144A</name>
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      <invstOrSec>
        <name>WULF COMPUTE LLC 144A</name>
        <lei>N/A</lei>
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        <assetCat>DBT</assetCat>
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        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.7500000000</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>XPLR INFRAST OPERATING 144A</name>
        <lei>549300KJEC5IUVJWR786</lei>
        <title>XPLR INFRAST OPERATING COMPANY GUAR 144A 04/34 7.75</title>
        <cusip>98379YAA0</cusip>
        <identifiers>
          <isin value="US98379YAA01"/>
        </identifiers>
        <balance>400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>422552.060000</valUSD>
        <pctVal>0.0752086134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.7500000000</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>XYLEM INC</name>
        <lei>549300DF5MV96DRYLQ48</lei>
        <title>XYLEM INC SR UNSECURED 06/33 5.2</title>
        <cusip>98419MAN0</cusip>
        <identifiers>
          <isin value="US98419MAN02"/>
        </identifiers>
        <balance>125000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126871.890000</valUSD>
        <pctVal>0.0225814990</pctVal>
        <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>5.2000000000</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>YUM! BRANDS INC</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>YUM  BRANDS INC SR UNSECURED 04/32 5.375</title>
        <cusip>988498AR2</cusip>
        <identifiers>
          <isin value="US988498AR20"/>
        </identifiers>
        <balance>100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99854.480000</valUSD>
        <pctVal>0.0177727615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.3750000000</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>ZAXBY 2021-1A A2 144A</name>
        <lei>N/A</lei>
        <title>ZAXBY S FUNDING LLC ZAXBY 2021 1A A2 144A</title>
        <cusip>98920MAA0</cusip>
        <identifiers>
          <isin value="US98920MAA09"/>
        </identifiers>
        <balance>1238250.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1179613.300000</valUSD>
        <pctVal>0.2099553854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.2380000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <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>2026-07-02</ncom:dateSigned>
      <ncom:nameOfApplicant>T. Rowe Price Exchange-Traded Funds, Inc.</ncom:nameOfApplicant>
      <ncom:signature>/s/ Alan Dupski</ncom:signature>
      <ncom:signerName>Alan Dupski</ncom:signerName>
      <ncom:title>Treasurer &amp; Vice President</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
