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      </invstOrSec>
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        <name>LL ABS Trust</name>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BEV3YFB55 IRS USD R V 12MCPRUN  CPURNSA+0BPS INIT 25.13481 / Short: BEV3YFB55 IRS USD P V 12MCPRUN CPURNSA+0BPS INIT 25.13481</title>
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        <valUSD>170937.80000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Marlette Funding Trust</name>
        <lei>549300KBRIH5UIIBZH88</lei>
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        <cusip>57109TAC0</cusip>
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          <isin value="US57109TAC09"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Credit Acceptance Auto Loan Trust</name>
        <lei>N/A</lei>
        <title>Credit Acceptance Auto Loan Trust 2017-3</title>
        <cusip>22534UAE2</cusip>
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          <isin value="US22534UAE29"/>
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        <balance>1609000.00000000</balance>
        <units>PA</units>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds</title>
        <cusip>912828X39</cusip>
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          <isin value="US912828X398"/>
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        <balance>7490420.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BEV3ZD4T5 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BEV3ZD4T5 IRS USD P F   .45400 2 CCPINFLATIONZERO</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="99S1EKLR9"/>
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        <balance>4000000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>Long: CPI861916 IRS USD R V 00MCPIU CPURNSA /82861916/INFLATION / Short: CPI861916 IRS USD P F  1.93400 82861916/INFLATION BARCLAYS</title>
        <cusip>000000000</cusip>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds</title>
        <cusip>912810FR4</cusip>
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          <isin value="US912810FR42"/>
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        <balance>8283480.03000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: BEV3ABSW3 IRS USD R V 00MCPURN USCPIU+0BPS INFL / Short: BEV3ABSW3 IRS USD P F  1.78250 INFL</title>
        <cusip>000000000</cusip>
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        <valUSD>57341.82000000</valUSD>
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      <invstOrSec>
        <name>MACY'S RETAIL HLDGS LLC</name>
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        <title>Macy's Retail Holdings LLC</title>
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        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds</title>
        <cusip>912828ZJ2</cusip>
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          <isin value="US912828ZJ22"/>
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        <name>Freddie Mac - STACR</name>
        <lei>549300KB1O80CETXGJ21</lei>
        <title>Freddie Mac STACR Trust 2019-DNA3</title>
        <cusip>35564TAH3</cusip>
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        <name>Marlette Funding Trust</name>
        <lei>N/A</lei>
        <title>Marlette Funding Trust 2020-2</title>
        <cusip>57108RAC5</cusip>
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        <balance>425000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>429735.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.83000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OneMain Financial Issuance Trust</name>
        <lei>549300KQ3WN93FBBU117</lei>
        <title>OneMain Financial Issuance Trust 2017-1</title>
        <cusip>68267LAA6</cusip>
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          <isin value="US68267LAA61"/>
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        <balance>264427.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>264833.71000000</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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM Mortgage Trust</name>
        <lei>549300BCCWSDWINK2593</lei>
        <title>COMM 2013-CCRE11 Mortgage Trust</title>
        <cusip>12626LAY8</cusip>
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          <isin value="US12626LAY83"/>
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        <balance>455000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>422269.44000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chesapeake Funding II LLC</name>
        <lei>5493000HT7H4OFOD6Z12</lei>
        <title>Chesapeake Funding II LLC</title>
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          <isin value="US165183AR58"/>
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        <balance>88324.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88441.54000000</valUSD>
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        <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>1.91000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Avant Loans Funding Trust</name>
        <lei>N/A</lei>
        <title>Avant Loans Funding Trust 2019-B</title>
        <cusip>05354NAA8</cusip>
        <identifiers>
          <isin value="US05354NAA81"/>
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        <balance>274438.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>275358.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.72000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Stack Infrastructure Issuer LLC</name>
        <lei>N/A</lei>
        <title>Stack Infrastructure Issuer LLC</title>
        <cusip>85236KAA0</cusip>
        <identifiers>
          <isin value="US85236KAA07"/>
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        <balance>975929.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1043496.25000000</valUSD>
        <pctVal>0.525771686179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.54000000</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>Consumer Loan Underlying Bond Credit Trust</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Credit Trust 2018-P3</title>
        <cusip>21053NAB7</cusip>
        <identifiers>
          <isin value="US21053NAB73"/>
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        <balance>146000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147831.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.32000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Long: BEV3AP242 IRS USD R V 00MCPURN CPURNSA+0BPS INFL / Short: BEV3AP242 IRS USD P F  1.85600 INFL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99S1695R1"/>
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        <balance>8000000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>36598.72000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Bank of America Corporation</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Drive Auto Receivables Trust 2017-B</title>
        <cusip>26208DAF3</cusip>
        <identifiers>
          <isin value="US26208DAF33"/>
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        <balance>54451.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>54536.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds</title>
        <cusip>912828WU0</cusip>
        <identifiers>
          <isin value="US912828WU04"/>
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        <balance>3287910.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3548625.51000000</valUSD>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank, National Association</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: CPI879381 IRS USD R V 00MCPI CPURNSA+0BPS INFLATION SWAP / Short: CPI879381 IRS USD P F  2.20700 INFLATION SWAP</title>
        <cusip>000000000</cusip>
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        <valUSD>-68760.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Tesla Auto Lease Trust</name>
        <lei>N/A</lei>
        <title>Tesla Auto Lease Trust 2018-B</title>
        <cusip>88161NAA7</cusip>
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          <isin value="US88161NAA72"/>
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        <balance>549482.07000000</balance>
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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>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds</title>
        <cusip>912828SA9</cusip>
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          <isin value="US912828SA95"/>
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        <balance>1149780.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-01-15</maturityDt>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds</title>
        <cusip>9128284H0</cusip>
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          <isin value="US9128284H06"/>
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        <balance>10476800.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.63000000</annualizedRt>
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      <invstOrSec>
        <name>COMM Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2015-CCRE22 Mortgage Trust</title>
        <cusip>12592XAG1</cusip>
        <identifiers>
          <isin value="US12592XAG16"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1001271.60000000</valUSD>
        <pctVal>0.504496549417</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.11000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae - CAS</name>
        <lei>N/A</lei>
        <title>Fannie Mae Connecticut Avenue Securities</title>
        <cusip>30711X3H5</cusip>
        <identifiers>
          <isin value="US30711X3H56"/>
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        <balance>281200.20000000</balance>
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        <curCd>USD</curCd>
        <valUSD>281903.03000000</valUSD>
        <pctVal>0.142038489761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.13000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Marlette Funding Trust</name>
        <lei>549300Y3KZXU3NUCX480</lei>
        <title>Marlette Funding Trust 2019-2</title>
        <cusip>57109HAA0</cusip>
        <identifiers>
          <isin value="US57109HAA05"/>
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        <balance>424900.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>428723.16000000</valUSD>
        <pctVal>0.216014670620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America, National Association</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>Long: CPI24568  IRS USD R V 00MCPURN CPURNSA+0BPS/INFLATION SWAP / Short: CPI24568  IRS USD P F  1.78400 INFLATION SWAP BANK OF AMERICA</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="99S0XF7C0"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>46781.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              </otherRefInst>
            </descRefInstrmnt>
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            <unrealizedAppr>46781.00000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>Hertz Fleet Lease Funding LP</name>
        <lei>549300FESQ105M6ZTE59</lei>
        <title>Hertz Fleet Lease Funding LP</title>
        <cusip>428041AX5</cusip>
        <identifiers>
          <isin value="US428041AX54"/>
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        <balance>513496.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>515195.65000000</valUSD>
        <pctVal>0.259584340252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.13000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds</title>
        <cusip>912828TE0</cusip>
        <identifiers>
          <isin value="US912828TE09"/>
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        <balance>3394890.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3517145.32000000</valUSD>
        <pctVal>1.772134231851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.13000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank, National Association</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: BEV3AESC1 IRS USD R V 00MCPURN CPURNSA+0BPS INFL / Short: BEV3AESC1 IRS USD P F  1.76250 INFL SWAP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99S164T05"/>
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        <balance>5000000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>44192.35000000</valUSD>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <unrealizedAppr>44192.35000000</unrealizedAppr>
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      <invstOrSec>
        <name>JP Morgan Chase Commercial Mortgage Sec Trust</name>
        <lei>N/A</lei>
        <title>JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5</title>
        <cusip>46636VAR7</cusip>
        <identifiers>
          <isin value="US46636VAR78"/>
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        <balance>830000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>752017.68000000</valUSD>
        <pctVal>0.378908504606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.42000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: BEV3A4686 IRS USD R V 03MCPURN CPURNSA INFL SWAP / Short: BEV3A4686 IRS USD P F  1.89000 INFL SWAP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99S160PX5"/>
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        <balance>7000000.00000000</balance>
        <units>OU</units>
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        <curCd>USD</curCd>
        <valUSD>38500.42000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
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                  <other otherDesc="N/A" value="N/A"/>
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            <unrealizedAppr>38500.42000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BEV47G3S0 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BEV47G3S0 IRS USD P F  1.90125 2 CCPINFLATIONZERO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99S1HGHX7"/>
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        <balance>5000000.00000000</balance>
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        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LCH Limited</counterpartyName>
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            <descRefInstrmnt>
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
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              <rtResetTenors>
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            <unrealizedAppr>158318.65000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>LL ABS Trust 2019-1</name>
        <lei>N/A</lei>
        <title>LL ABS Trust 2019-1</title>
        <cusip>50202AAA6</cusip>
        <identifiers>
          <isin value="US50202AAA60"/>
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        <balance>351411.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>353019.29000000</valUSD>
        <pctVal>0.177870833131</pctVal>
        <payoffProfile>Long</payoffProfile>
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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>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds</title>
        <cusip>912828B25</cusip>
        <identifiers>
          <isin value="US912828B253"/>
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        <balance>7807100.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8441283.93000000</valUSD>
        <pctVal>4.253190258607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.63000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Upgrade Receivables Trust</name>
        <lei>5493009DX1Z3IUWYTS52</lei>
        <title>Upgrade Receivables Trust 2019-2</title>
        <cusip>91532MAA5</cusip>
        <identifiers>
          <isin value="US91532MAA53"/>
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        <balance>48537.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48627.06000000</valUSD>
        <pctVal>0.024501028470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.77000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OSCAR US Funding Trust</name>
        <lei>353800SUUA8QI9Y7NC83</lei>
        <title>Oscar US Funding X LLC</title>
        <cusip>68784YAB0</cusip>
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          <isin value="US68784YAB02"/>
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        <balance>147420.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147852.28000000</valUSD>
        <pctVal>0.074496235670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BEV47SAG2 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BEV47SAG2 IRS USD P F  1.91500 2 CCPINFLATIONZERO</title>
        <cusip>000000000</cusip>
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        <valUSD>153234.60000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>MVW 2020-1 LLC</name>
        <lei>N/A</lei>
        <title>MVW 2020-1 LLC</title>
        <cusip>55400EAA7</cusip>
        <identifiers>
          <isin value="US55400EAA73"/>
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        <balance>114012.10000000</balance>
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        <name>Springcastle SPV</name>
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        <fairValLevel>N/A</fairValLevel>
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        <name>Chesapeake Funding II LLC</name>
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      <invstOrSec>
        <name>United States Treasury</name>
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          <isin value="US912828UH11"/>
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        <fairValLevel>2</fairValLevel>
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        <name>FREED ABS Trust</name>
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        <name>United States Treasury</name>
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      <invstOrSec>
        <name>ARI Fleet Lease Trust</name>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds</title>
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          <isin value="US912828H458"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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        <title>Long: CPI16766  IRS USD R V 00MCPURN CPURNSA INLFATION BARCLAYS / Short: CPI16766  IRS USD P F  2.15650 BARCALYS INFLATION</title>
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        <name>Vantage Data Centers LLC</name>
        <lei>N/A</lei>
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        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds</title>
        <cusip>912828YL8</cusip>
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          <isin value="US912828YL86"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae - CAS</name>
        <lei>N/A</lei>
        <title>Connecticut Avenue Securities Trust 2019-R02</title>
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        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds</title>
        <cusip>9128286N5</cusip>
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          <isin value="US9128286N55"/>
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        <balance>9286380.00000000</balance>
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        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds</title>
        <cusip>912828XL9</cusip>
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          <isin value="US912828XL95"/>
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        <name>Coinstar Funding, LLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BEV3ZKZX6 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BEV3ZKZX6 IRS USD P F   .65500 2 CCPINFLATIONZERO</title>
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        <valUSD>290114.60000000</valUSD>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US CPI Urban Consumers NSA" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1822" resetDt="Day" resetDtUnit="1822"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.66000000"/>
            <terminationDt>2025-03-27</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>4000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>290114.60000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>

      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2021-02-25</ncom:dateSigned>
      <ncom:nameOfApplicant>EATON VANCE SPECIAL INVESTMENT TRUST</ncom:nameOfApplicant>
      <ncom:signature>James Kirchner</ncom:signature>
      <ncom:signerName>James Kirchner</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
