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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <cusip>3138WJRY6</cusip>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>NIGERIA REPUBLIC OF</name>
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      <invstOrSec>
        <name>TRICON RESIDENTIAL 2022-SFR2 TR</name>
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      <invstOrSec>
        <name>MONTREAL EXCHANGE (THE)</name>
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        <title>CAN 10YR BOND FUT DEC23 CNZ3</title>
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          <ticker value="CNZ3"/>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2% 07/51#BT1461</title>
        <cusip>3140LPTT9</cusip>
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          <isin value="US3140LPTT98"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>EGYPT, (ARAB) REPUBLIC OF</name>
        <lei>529900GFIVH4086NMH82</lei>
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        <cusip>03846JW89</cusip>
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        <invCountry>EG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.5% 12/01/2047#CA0855</title>
        <cusip>3140Q75R4</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>BOMBARDIER RECREATNL PRODS INC</name>
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        <title>BOMBARDIER RECREATIONAL TERM B 1LN 12/13/2029</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.50% 6/41 #AI3534</title>
        <cusip>3138AG4U9</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 6/40 #745127</title>
        <cusip>3620C0YY8</cusip>
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          <isin value="US3620C0YY88"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 12/41 #748314</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 12/39 #711029</title>
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          <isin value="US36297F4N90"/>
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        <balance>15202.42700000</balance>
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        <curCd>USD</curCd>
        <valUSD>15106.04000000</valUSD>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>LIFE 2021-BMR MTG TR</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>PG and E CORP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>HONDA AUTO RECEIVABLES 2023-3 OWNER TR</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2018-WPT</name>
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        <name>TURKEY REPUBLIC OF</name>
        <lei>5493000PCHOG3B6S3Q85</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>GEN DIGITAL INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GRAHAM PACKAGING CO INC</name>
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      <invstOrSec>
        <name>SOCIETE GENERALE</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>PACTIV EVERGREEN GROUP HOLDINGS INC</name>
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        <name>LINDBLAD EXPEDITIONS LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>WELLS FARGO COML MTG TR 2021-SAVE</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140J6CW5</cusip>
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          <isin value="US3140J6CW50"/>
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        <curCd>USD</curCd>
        <valUSD>448119.03000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ALLIANT HLDGS INTERMEDIATE LLC</name>
        <lei>5493006Q26653NF8SI73</lei>
        <title>ALLIANT HOLDINGS TERM B4 1LN 11/12/2027</title>
        <cusip>01881UAJ4</cusip>
        <identifiers>
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        <balance>5636938.30000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</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>EQM MIDSTREAM PARTNERS LP</name>
        <lei>549300NELT611CL6XM83</lei>
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          <isin value="US26885BAE02"/>
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        <balance>385000.00000000</balance>
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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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          <maturityDt>2048-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 8.00% 8/25 #395849</title>
        <cusip>36205NWJ1</cusip>
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          <isin value="US36205NWJ17"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HARBOR FREIGHT TOOLS USA INC</name>
        <lei>549300Y48HLCFTTB4249</lei>
        <title>HARBOR FREIGHT TOOLS TERM B 1LN 10/19/2027</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>GRAY TELEVISION INC</name>
        <lei>529900TM5726KDN7UU35</lei>
        <title>GRAY TELEVISION TERM D 1LN 12/01/2028</title>
        <cusip>389376AZ7</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>LON</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>AIR LEASE CORP</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP 4.125/VAR PERP</title>
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          <isin value="US00912XBK90"/>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.50% 11/40 #AE3886</title>
        <cusip>31419EJ83</cusip>
        <identifiers>
          <isin value="US31419EJ834"/>
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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>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST 2022-LP2</name>
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        <title>BX 2022-LP2 G TSFR1M+411.27 02/15/39 144A</title>
        <cusip>05610HAN3</cusip>
        <identifiers>
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        <balance>2806890.68000000</balance>
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        <curCd>USD</curCd>
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        <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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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/31 #549552</title>
        <cusip>36213BQD7</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ARD FIN SA</name>
        <lei>6354006P6QPGGPVJW880</lei>
        <title>ARD FIN SA PIK VAR 06/30/2027 144A</title>
        <cusip>00191AAD8</cusip>
        <identifiers>
          <isin value="US00191AAD81"/>
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        <balance>5255000.00000000</balance>
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        <curCd>USD</curCd>
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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>Variable</couponKind>
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      <invstOrSec>
        <name>BAIDU INC</name>
        <lei>254900AL64IANZYI1E02</lei>
        <title>BAIDU INC 2.375% 10/09/2030</title>
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          <isin value="US056752AT58"/>
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        <balance>635000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 10/41 #479607</title>
        <cusip>36209RYC1</cusip>
        <identifiers>
          <isin value="US36209RYC14"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BX 2021-MFM1</name>
        <lei>N/A</lei>
        <title>BX 2021-MFM1 G TSFR1M+401.448 01/15/2034 144A</title>
        <cusip>05608VAQ9</cusip>
        <identifiers>
          <isin value="US05608VAQ95"/>
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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>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4% 03/20/2047#MA4322</title>
        <cusip>36179SYT8</cusip>
        <identifiers>
          <isin value="US36179SYT85"/>
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        <balance>7022352.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6652703.73000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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      <invstOrSec>
        <name>BANK 2020-BN28</name>
        <lei>N/A</lei>
        <title>BANK 2020-BN28 2.5% 03/15/2063 144A</title>
        <cusip>06540YBH1</cusip>
        <identifiers>
          <isin value="US06540YBH18"/>
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        <balance>441000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>202053.46000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AGPS BONDCO PLC</name>
        <lei>89450071QI2G8XS48K39</lei>
        <title>AGPS BONDCO PLC 5% 04/27/2027 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2336188029"/>
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        <balance>1800000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92221146"/>
        <valUSD>585494.35000000</valUSD>
        <pctVal>0.001845937419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>BAMLL COML MTG SECS TR 2019</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3% 05/01/2046#BC0887</title>
        <cusip>3140EU6Z7</cusip>
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        <name>OLIN CORP</name>
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        <name>NATWEST GROUP PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Morgan Stanley Capital I Trust</name>
        <lei>N/A</lei>
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        <identifiers>
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        <valUSD>138520.73000000</valUSD>
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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>VALVOLINE INC</name>
        <lei>549300CMHPBEY6VPOT75</lei>
        <title>VALVOLINE INC 4.25% 02/15/2030 144A</title>
        <cusip>92047WAD3</cusip>
        <identifiers>
          <isin value="US92047WAD39"/>
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        <curCd>USD</curCd>
        <valUSD>2344293.54000000</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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      <invstOrSec>
        <name>VENTURE GLOBAL CALCASIEU</name>
        <lei>549300GKHS6RS20NLH85</lei>
        <title>VENTURE GLOBAL CALCASIEU 6.25% 01/15/2030 144A</title>
        <cusip>92328MAE3</cusip>
        <identifiers>
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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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 8/25 #410082</title>
        <cusip>36206FRB0</cusip>
        <identifiers>
          <isin value="US36206FRB03"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TURKEY REPUBLIC OF</name>
        <lei>5493000PCHOG3B6S3Q85</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>3620AC7F5</cusip>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/28 #462816</title>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>ARUBA INVESTMENT HOLDINGS LLC</name>
        <lei>254900GMIYFF4FZ0A357</lei>
        <title>ANGUS CHEMICAL TERM 2LN 11/24/2028</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</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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        <name>C AND S GROUP ENTERPRISES LLC</name>
        <lei>N/A</lei>
        <title>C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A</title>
        <cusip>12467AAF5</cusip>
        <identifiers>
          <isin value="US12467AAF57"/>
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        <balance>2780000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2145168.65000000</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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        <name>CREDIT SUISSE MORTGAGE TRUST 2022-NWPT</name>
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        <name>BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>DP WORLD CRESCENT LTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>ENTEGRIS ESCROW CORPORATION</name>
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        <name>REPUBLIC OF COLOMBIA</name>
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        <name>POWER STOP LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>COHERENT CORP</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
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        <name>PECF USS INTERMEDIATE HOLDING III CORP</name>
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        <name>WORLD OMNI AUTO RECEIVABLES TR 2023-B</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>ALTRIA GROUP INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>UBS COML MTG TR 2012-C1</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>EUREX DEUTSCHLAND</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GTT COMMUNICATIONS INC</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>MKS INSTRUMENTS INC</name>
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        <name>DISCOVER CARD EXECUTION NT TR</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <cusip>3137FU6H2</cusip>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3137BGK24</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4.00% 11/40 #004853</title>
        <cusip>36202FMA1</cusip>
        <identifiers>
          <isin value="US36202FMA11"/>
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        <curCd>USD</curCd>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31402RPS2</cusip>
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        <curCd>USD</curCd>
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        <name>CNX RESOURCES CORP</name>
        <lei>549300JK3KH8PWM3B226</lei>
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        <cusip>12653CAK4</cusip>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>CORECIVIC INC</name>
        <lei>529900JFA3K6PTLT8B15</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>ENTEGRIS ESCROW CORPORATION</name>
        <lei>N/A</lei>
        <title>ENTEGRIS ESCROW CORPORATION 4.75% 04/15/2029 144A</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <name>CANADIAN NATURAL RESOURCES LTD</name>
        <lei>549300T15RIMIKZC5Q38</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 5.5% 05/01/2049#BN7890</title>
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        <name>CITIGROUP GLOBAL MARKETS LIMITED</name>
        <lei>XKZZ2JZF41MRHTR1V493</lei>
        <title>SBLOFI SWAP 04/17/65 B</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SREIT TR 2021-MFP</name>
        <lei>N/A</lei>
        <title>SREIT TR 2021-MFP TSFR1M+273.938 49 11/15/2038 144A</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <lei>N/A</lei>
        <title>ACNR HOLDINGS INC</title>
        <cusip>N/A</cusip>
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        <assetCat>EC</assetCat>
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        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 3.0% 04/15/2043#AE1960</title>
        <cusip>36180UE96</cusip>
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        <curCd>USD</curCd>
        <valUSD>10089.30000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BMO 2022-C1 MORTGAGE TRUST</name>
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        <title>BMO 2022-C1 MORTGAGE TRUST CSTR 02/15/2042 144A</title>
        <cusip>05609MDC6</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>VIATRIS INC</name>
        <lei>254900ZZTSW7NL773X71</lei>
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        <identifiers>
          <isin value="US92556VAE65"/>
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        <balance>8232000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>CPM HLDGS INC</name>
        <lei>549300FBUISJCXV8IB65</lei>
        <title>CPM HOLDINGS TERM 2LN 11/15/2026</title>
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          <isin value="US12654NAE31"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UST NOTES</name>
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          <isin value="US91282CFL00"/>
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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>
        <name>AMWINS GROUP INC</name>
        <lei>549300SJE7MUB8NMRG61</lei>
        <title>AMWINS GROUP INC 4.875% 06/30/2029 144A</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>APX GROUP INC</name>
        <lei>549300OMQVKPRU98OE64</lei>
        <title>VIVINT/APX TERM B 1LN 07/09/2028</title>
        <cusip>00213NAM4</cusip>
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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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          <couponKind>Variable</couponKind>
          <annualizedRt>0.08679050</annualizedRt>
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      <invstOrSec>
        <name>INTELSAT JACKSON HLDGS S A</name>
        <lei>8XJ8KF85PBKK1TLMFN29</lei>
        <title>INTELSAT TERM 1LN 02/01/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAL5137LAQ85"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.09771910</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 4/41 #738240</title>
        <cusip>3620ASEM7</cusip>
        <identifiers>
          <isin value="US3620ASEM75"/>
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        <balance>8357.23630000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 6/34 #605443</title>
        <cusip>36200NS85</cusip>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 3.50% 7/42 #AA5451</title>
        <cusip>36178DBU4</cusip>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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        <name>BX COMMERCIAL MORTGAGE TRUST 2019-XL</name>
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        <title>BX TRUST 2019-XL A TSFR1M+103.448 10/15/2036 144A</title>
        <cusip>056054AA7</cusip>
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          <isin value="US056054AA70"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 11/27 #462363</title>
        <cusip>36208VTU9</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT SOFR30A+648.552 02/15/2036</title>
        <cusip>31396HLM9</cusip>
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        <curCd>USD</curCd>
        <valUSD>4273.54000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01297010</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>A and V HOLDINGS MIDCO LLC</name>
        <lei>N/A</lei>
        <title>AVI-SPL TERM B 1LN 03/10/2027</title>
        <cusip>00254JAC5</cusip>
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      <invstOrSec>
        <name>FLATIRON CLO LT</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>DANA INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>LENOVO GROUP LTD</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>EMIRATE OF ABU DHABI</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140N1UX9</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>BARCLAYS PLC</name>
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        <name>AIB GROUP PLC</name>
        <lei>635400AKJBGNS5WNQL34</lei>
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        <name>CSMC 2019-ICE4</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 6.00% 5/37 #917965</title>
        <cusip>31411XZ65</cusip>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49</name>
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        <title>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49 VAR 03/15/2052</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>HESS MIDSTREAM PARTNERS LP</name>
        <lei>N/A</lei>
        <title>HESS MIDSTREAM PARTNERS LP 5.625% 02/15/2026 144A</title>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4.0% 10/20/2044#MA2304</title>
        <cusip>36179QRZ6</cusip>
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      </invstOrSec>
      <invstOrSec>
        <name>CITADEL SECURITIES LP</name>
        <lei>549300NV5RXBUS3X7L47</lei>
        <title>CITADEL TERM B 1LN 07/25/2030</title>
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        <identifiers>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047</title>
        <cusip>3137H5J57</cusip>
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        <curCd>USD</curCd>
        <valUSD>1352881.63000000</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>HUDSON YDS 2019-55HY MTG TR</name>
        <lei>N/A</lei>
        <title>HUDSON YDS 2019-55HY F CSTR 12/10/2041 144A</title>
        <cusip>44421MAN0</cusip>
        <identifiers>
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        <balance>693000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>460362.12000000</valUSD>
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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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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 9/25 #416282</title>
        <cusip>36206NM77</cusip>
        <identifiers>
          <isin value="US36206NM777"/>
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        <balance>160.94680000</balance>
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        <curCd>USD</curCd>
        <valUSD>160.93000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 6.00% 6/36 #745640</title>
        <cusip>31403DLV9</cusip>
        <identifiers>
          <isin value="US31403DLV90"/>
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        <balance>82565.31090000</balance>
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        <curCd>USD</curCd>
        <valUSD>84664.54000000</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>0.06000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BBCMS Mortgage Trust 2022-C14</name>
        <lei>N/A</lei>
        <title>BBCMS Mortgage Trust 2022-C14 2.946% 02/15/2055</title>
        <cusip>07336AAE7</cusip>
        <identifiers>
          <isin value="US07336AAE73"/>
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        <balance>2455000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2041539.21000000</valUSD>
        <pctVal>0.006436532856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02946000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WELLS FARGO and CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO and CO NEW 5.389%/VAR 04/24/2034</title>
        <cusip>95000U3D3</cusip>
        <identifiers>
          <isin value="US95000U3D31"/>
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        <balance>29117000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28360179.00000000</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>Variable</couponKind>
          <annualizedRt>0.05389000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>PIEDMONT OPERATING PARTNERSHIP LP</name>
        <lei>549300WKGDPAS39FBD10</lei>
        <title>PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032</title>
        <cusip>720198AF7</cusip>
        <identifiers>
          <isin value="US720198AF73"/>
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        <balance>5512000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3722910.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 03/01/2052#</title>
        <cusip>3133KNWK5</cusip>
        <identifiers>
          <isin value="US3133KNWK52"/>
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        <balance>5676631.16200000</balance>
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        <curCd>USD</curCd>
        <valUSD>5105237.36000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HCA INC</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA INC 5.5% 06/15/2047</title>
        <cusip>404119BV0</cusip>
        <identifiers>
          <isin value="US404119BV04"/>
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        <balance>1900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1729785.99000000</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>2047-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 6% 01/01/2029#</title>
        <cusip>31293HYQ0</cusip>
        <identifiers>
          <isin value="US31293HYQ00"/>
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        <curCd>USD</curCd>
        <valUSD>1338.44000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 2/41 #752909</title>
        <cusip>36230MGS0</cusip>
        <identifiers>
          <isin value="US36230MGS08"/>
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        <balance>18353.91510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17839.15000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 7/40 #745236</title>
        <cusip>3620C04V7</cusip>
        <identifiers>
          <isin value="US3620C04V76"/>
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        <balance>87399.23580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84964.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GERMANY FEDERAL REPUBLIC OF</name>
        <lei>529900AQBND3S6YJLY83</lei>
        <title>GERMANY FEDERAL REPUBLIC OF 1% 05/15/2038 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0001102598"/>
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        <balance>1745000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92221146"/>
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        <pctVal>0.004805203512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01000000</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>ARCHES BUYER INC</name>
        <lei>2549009ADY4208OH2Y47</lei>
        <title>ANCESTRY.COM TERM B 1LN 12/04/2027</title>
        <cusip>03952HAD6</cusip>
        <identifiers>
          <isin value="US03952HAD61"/>
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        <balance>2928311.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2843653.75000000</valUSD>
        <pctVal>0.008965427018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-04</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.08681060</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.5% 03/01/2053#QF8936</title>
        <cusip>3133BW4V2</cusip>
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          <isin value="US3133BW4V29"/>
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        <balance>477656.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>453092.40000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 08/42#Q10245</title>
        <cusip>3132HLHW6</cusip>
        <identifiers>
          <isin value="US3132HLHW63"/>
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        <balance>2326659.62700000</balance>
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        <curCd>USD</curCd>
        <valUSD>2141802.10000000</valUSD>
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        <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>0.03500000</annualizedRt>
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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>PETROLEOS MEXICANOS</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS 6.75% 09/21/2047</title>
        <cusip>71654QCC4</cusip>
        <identifiers>
          <isin value="US71654QCC42"/>
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        <balance>31543000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>19363932.27000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06750000</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>CLEARWAY ENERGY OPERATING LLC</name>
        <lei>549300Z3NFMM54NWBB87</lei>
        <title>CLEARWAY ENERGY OPER LLC 3.75% 01/15/2032 144A</title>
        <cusip>18539UAE5</cusip>
        <identifiers>
          <isin value="US18539UAE55"/>
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        <balance>475000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>388878.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03750000</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>STILLWATER MINING COMPANY</name>
        <lei>6354007DPCY4ZN2MRR73</lei>
        <title>STILLWATER MINING COMPANY 4% 11/16/2026 144A</title>
        <cusip>86074QAP7</cusip>
        <identifiers>
          <isin value="US86074QAP72"/>
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        <balance>1490000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1309307.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MAGNE 2023-36A</name>
        <lei>N/A</lei>
        <title>MAGNETITE CLO LTD TSFR3M+180 04/22/2036 144A</title>
        <cusip>559922AA7</cusip>
        <identifiers>
          <isin value="US559922AA73"/>
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        <balance>11974000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12001420.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06958500</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>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 4.431/VAR 01/23/2030</title>
        <cusip>6174468G7</cusip>
        <identifiers>
          <isin value="US6174468G77"/>
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        <balance>14132000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13420491.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04431000</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>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
        <lei>N/A</lei>
        <title>GNR 2012-H03 FA TSFR1M+81.448 1/20/62 RVM</title>
        <cusip>38375BPJ5</cusip>
        <identifiers>
          <isin value="US38375BPJ51"/>
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        <balance>260261.15540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>259609.23000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-01-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05955260</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>PETROLEOS MEXICANOS</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS 5.35% 02/12/2028</title>
        <cusip>71654QCK6</cusip>
        <identifiers>
          <isin value="US71654QCK67"/>
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        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>519821.25000000</valUSD>
        <pctVal>0.001638884297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05350000</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 4.00% 4/42 #G06973</title>
        <cusip>3128M9CJ9</cusip>
        <identifiers>
          <isin value="US3128M9CJ95"/>
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        <balance>1029877.89350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>976517.04000000</valUSD>
        <pctVal>0.003078747634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 11/25 #414838</title>
        <cusip>36206LZB8</cusip>
        <identifiers>
          <isin value="US36206LZB88"/>
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        <balance>10.34490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10.33000000</valUSD>
        <pctVal>0.000000032568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ISRAEL ELECTRIC CORP LTD</name>
        <lei>254900JW7GE35YNJGJ55</lei>
        <title>ISRAEL ELECTRIC CORP LTD 3.75% 02/22/2032 144A REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IL0060004004"/>
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        <balance>1545000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1307131.80000000</valUSD>
        <pctVal>0.004121104672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03750000</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 6.00% 2/29 #C21724</title>
        <cusip>31293J4H9</cusip>
        <identifiers>
          <isin value="US31293J4H94"/>
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        <balance>44.70110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44.82000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BMO 2023-5C1 MTG TR</name>
        <lei>N/A</lei>
        <title>BMO 2023-5C1 MTG TR 7.25502% 08/15/2056</title>
        <cusip>055986AF0</cusip>
        <identifiers>
          <isin value="US055986AF05"/>
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        <balance>1645000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1691385.55000000</valUSD>
        <pctVal>0.005332573879</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.07355020</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2.5% 11/01/2051#QD1029</title>
        <cusip>3133AXEA6</cusip>
        <identifiers>
          <isin value="US3133AXEA64"/>
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        <balance>29182932.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24360114.07000000</valUSD>
        <pctVal>0.076802186224</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>0.02500000</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>FRESNILLO PLC</name>
        <lei>549300JXWH1UV5J0XV81</lei>
        <title>FRESNILLO PLC 4.25% 10/02/2050 144A</title>
        <cusip>358070AB6</cusip>
        <identifiers>
          <isin value="US358070AB61"/>
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        <balance>940000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>686500.80000000</valUSD>
        <pctVal>0.002164388973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.0% 07/01/2043#V80169</title>
        <cusip>3132L5FJ7</cusip>
        <identifiers>
          <isin value="US3132L5FJ74"/>
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        <balance>65723.28930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58671.38000000</valUSD>
        <pctVal>0.000184978208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>WR GRACE HOLDING LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BBVA BANCOMER SA TEXAS BRANCH</name>
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        <assetCat>EP</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 7% 2/32 #003202</title>
        <cusip>36202DRX1</cusip>
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      <invstOrSec>
        <name>GS MTG SECS TR 2020-GC45</name>
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        <name>BRIXMOR OPERATING PARTNERSHIP LP</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>3620AVN81</cusip>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138EK7K5</cusip>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>KOSMOS ENERGY LTD</name>
        <lei>213800YDFJ3OT9B5P157</lei>
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        <cusip>500688AC0</cusip>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 2/32 #551697</title>
        <cusip>36213D3E6</cusip>
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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>WFRBS COML MTG TR 2013-C11</name>
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        <cusip>92937EAJ3</cusip>
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        <issuerCat>CORP</issuerCat>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.00% 4/42 #AK8228</title>
        <cusip>3138EDEA5</cusip>
        <identifiers>
          <isin value="US3138EDEA51"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>NORDEA BANK ABP</name>
        <lei>529900ODI3047E2LIV03</lei>
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        <cusip>N/A</cusip>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4% 06/15/2042#799330</title>
        <cusip>36177ULL6</cusip>
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        <name>BANK5 2023-5YR1</name>
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        <name>CHESAPEAKE ENERGY CORP</name>
        <lei>X2MT1W32SPAZ9WSKLE78</lei>
        <title>CHESAPEAKE ENERGY CORP PIPE</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>FOUR SEASONS HOTELS LTD</name>
        <lei>5493009FUVX8LHYY2202</lei>
        <title>FOUR SEASONS HOTELS TERM B 1LN 11/30/2029</title>
        <cusip>35100DAT3</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>5208152.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>US ANESTHESIA PARTNERS INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>WELLS FARGO COML MTG TR 2018-C46</name>
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        <name>INCHCAPE PLC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>ARES XXXIV CLO LTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>LCPR SENIOR SECURED FINANCING DAC</name>
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        <name>BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA</name>
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        <name>CHILE REPUBLIC OF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BHP TRUST 2019-BXHP</name>
        <lei>N/A</lei>
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        <cusip>05550TAL3</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MOFT TR 2020-ABC</name>
        <lei>N/A</lei>
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        <cusip>55317BAL1</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>3</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36297FKJ0</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>31807.36000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TRICON AMERICAN HOMES 2019</name>
        <lei>N/A</lei>
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        <cusip>89612LAF3</cusip>
        <identifiers>
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        <balance>924000.00000000</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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        <name>MICHAELS COS INC</name>
        <lei>549300H9LWMBP7HYLR98</lei>
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        <cusip>55916AAA2</cusip>
        <identifiers>
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        <balance>1985000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05250000</annualizedRt>
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        <name>EMBRAER NETHERLANDS FINANCE BV</name>
        <lei>724500PBR8LR26XBSP67</lei>
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        <cusip>29082HAB8</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>CREDIT SUISSE MORTGAGE TRUST 2021</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE TRUST 2021-BRIT A TSFR1M+357.368 92 05/15/2026 144A</title>
        <cusip>12658RAA8</cusip>
        <identifiers>
          <isin value="US12658RAA86"/>
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        <balance>1454117.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1310705.49000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.08883680</annualizedRt>
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      <invstOrSec>
        <name>CROWNROCK L P / CROWNROCK FIN INC</name>
        <lei>N/A</lei>
        <title>CROWNROCK LP / CROWNROCK FIN INC 5.625% 10/15/2025 144A</title>
        <cusip>228701AF5</cusip>
        <identifiers>
          <isin value="US228701AF51"/>
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        <balance>335000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>329710.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>CHILE REPUBLIC OF</name>
        <lei>549300FLZTJM5YJF8D34</lei>
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        <cusip>168863DY1</cusip>
        <identifiers>
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        <balance>665000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>571567.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2018-WPT</name>
        <lei>N/A</lei>
        <title>J P MORGAN CHASE COML MTG SECS TR 2018-WPT DFX 5.3503% 07/05/2033 144A</title>
        <cusip>46645WBE2</cusip>
        <identifiers>
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        <balance>4241000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3459367.16000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2033-07-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05350300</annualizedRt>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 2131 BG 6% 3/29</title>
        <cusip>3133TK2P4</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>151579.71000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP 4.8% 02/15/2029</title>
        <cusip>55336VAS9</cusip>
        <identifiers>
          <isin value="US55336VAS97"/>
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        <balance>3672000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3538158.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04800000</annualizedRt>
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        <name>MEXICO UNITED MEXICAN STATES</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEXICO UNITED MEXICAN STATES 6.05% 01/11/2040</title>
        <cusip>91086QAV0</cusip>
        <identifiers>
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        <balance>1810000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1805583.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06050000</annualizedRt>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.0% 11/01/2042#AB6904</title>
        <cusip>31417DU68</cusip>
        <identifiers>
          <isin value="US31417DU688"/>
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        <balance>728237.21490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>650452.89000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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        <name>DANA INC</name>
        <lei>KVWHW7YLZPFJM8QYNJ51</lei>
        <title>DANA INC 5.375% 11/15/2027</title>
        <cusip>235825AF3</cusip>
        <identifiers>
          <isin value="US235825AF32"/>
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        <balance>515000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>487202.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05375000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 4.00% 2/42 #Q06088</title>
        <cusip>3132GRCZ2</cusip>
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          <isin value="US3132GRCZ29"/>
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        <balance>61230.11070000</balance>
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        <curCd>USD</curCd>
        <valUSD>58110.44000000</valUSD>
        <pctVal>0.000183209685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 9/28 #323317</title>
        <cusip>31374TDW6</cusip>
        <identifiers>
          <isin value="US31374TDW62"/>
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        <balance>1156.02070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BENCHMARK 2020-B21 MTG TR</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      </invstOrSec>
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        <name>WILLIAMS COS INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J P MORGAN CHASE COML MTG SECS TR 2018-WPT</name>
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      <invstOrSec>
        <name>LEVEL 3 FINANCING INC</name>
        <lei>254900AE5FEFIJOXWL19</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>GAINWELL ACQUISITION CORP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <curCd>N/A</curCd>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>CAS CAPITAL NO 1 LTD</name>
        <lei>254900REJZW5L9QRTD85</lei>
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          <isin value="XS2277590209"/>
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        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AIB GROUP PLC</name>
        <lei>635400AKJBGNS5WNQL34</lei>
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          <isin value="XS2080767010"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4% 01/15/2043#AC9441</title>
        <cusip>36179KP24</cusip>
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        <name>US FOODS INC</name>
        <lei>5493000JOOFAOUY1JZ87</lei>
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        <name>JPMORGAN SECURITIES LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CORELOGIC INC</name>
        <lei>54930086CD8K2UIL0516</lei>
        <title>CORELOGIC INC 4.5% 05/01/2028 144A</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>LEVEL 3 FINANCING INC</name>
        <lei>254900AE5FEFIJOXWL19</lei>
        <title>LEVEL 3 TERM B 1LN 03/01/2027</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 10/27 #458395</title>
        <cusip>36208RGC2</cusip>
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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORP</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 10/27 #449183</title>
        <cusip>36208E6U2</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 9/39 #723333</title>
        <cusip>3620A9SW2</cusip>
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        <curCd>USD</curCd>
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        <name>UKRAINE GOVERNMENT</name>
        <lei>6354001WLTJXOMEXPY07</lei>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4% 04/01/2048#BK3836</title>
        <cusip>3140HHHN8</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PIKE CORP</name>
        <lei>549300P4EKEP6HK0NC58</lei>
        <title>PIKE CORP 5.5% 09/01/2028 144A</title>
        <cusip>721283AA7</cusip>
        <identifiers>
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        <balance>5168000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <title>FNR 2010-135 ZA 4.5% 12/40</title>
        <cusip>31398SE82</cusip>
        <identifiers>
          <isin value="US31398SE823"/>
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        <curCd>USD</curCd>
        <valUSD>883624.68000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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      <invstOrSec>
        <name>OPEN TEXT CORPORATION</name>
        <lei>549300UQROQS42RKHM85</lei>
        <title>OPEN TEXT CORPORATION 3.875% 02/15/2028 144A</title>
        <cusip>683715AC0</cusip>
        <identifiers>
          <isin value="US683715AC05"/>
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        <balance>2295000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2042365.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03875000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 08/01/2041#AI7563</title>
        <cusip>3138AMMM4</cusip>
        <identifiers>
          <isin value="US3138AMMM43"/>
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        <balance>4448.45910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4325.19000000</valUSD>
        <pctVal>0.000013636391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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      <invstOrSec>
        <name>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>BROADCOM INC 1.95% 02/15/2028 144A</title>
        <cusip>11135FBE0</cusip>
        <identifiers>
          <isin value="US11135FBE07"/>
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        <balance>6532000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SCHWAB CHARLES CORP</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>SCHWAB CHARLES CORP 4/VAR PERP</title>
        <cusip>808513BJ3</cusip>
        <identifiers>
          <isin value="US808513BJ38"/>
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        <balance>2455000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>STERICYCLE INC</name>
        <lei>B8PTJH2P0AXSWSMP2136</lei>
        <title>STERICYCLE INC 3.875% 01/15/2029 144A</title>
        <cusip>858912AG3</cusip>
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          <isin value="US858912AG34"/>
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        <curCd>USD</curCd>
        <valUSD>4466596.81000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2% 11/01/2051#FM9568</title>
        <cusip>3140XDT22</cusip>
        <identifiers>
          <isin value="US3140XDT226"/>
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        <balance>22009817.59200000</balance>
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        <curCd>USD</curCd>
        <valUSD>17713410.96000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
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      <invstOrSec>
        <name>KINDER MORGAN ENERGY PARTNERS LP</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KINDER MORGAN ENERGY PTNRS LP 6.55% 09/15/2040</title>
        <cusip>494550BF2</cusip>
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          <isin value="US494550BF27"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1195228.86000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 7/31 #596248</title>
        <cusip>31387WL54</cusip>
        <identifiers>
          <isin value="US31387WL542"/>
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        <balance>430.84230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>447.97000000</valUSD>
        <pctVal>0.000001412352</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>PETROLEOS MEXICANOS</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS 6.625% 06/15/2035</title>
        <cusip>706451BG5</cusip>
        <identifiers>
          <isin value="US706451BG56"/>
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        <balance>5003000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3417674.38000000</valUSD>
        <pctVal>0.010775190273</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>MAGYAR EXPORT-IMPORT BANK</name>
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        <name>CATALENT PHARMA SOLUTIONS</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>MORGAN STANLEY BK AMER MERRILL LYNCH TR 2013-C9</name>
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        <name>STG LOGISTICS INC</name>
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        <name>WESTPAC BANKING CORP</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
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        <invCountry>AU</invCountry>
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        <name>VISTRA OPERATIONS CO LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GENERAL MTRS FINL CO INC</name>
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        <name>ONTARIO GAMING GTA LP</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>EXTENDED STAY AMER TR 2021-ESH</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>SAMHALLSBYGGNADSBOLAGET I NORDEN AB</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>WELLS FARGO COML MTG TR 2018-C44</name>
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        <name>BBCMS MTG TR 2020-C8</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>SREIT TR 2021-MFP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>HUNGARY REPUBLIC OF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>AFFILIATED MANAGERS GROUP INC</name>
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        <name>VOLKSWAGEN INTL FINANCE NV</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>180 MEDICAL INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>AZZ INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>AMENTUM GOVERNMENT SERVICES HOLDINGS LLC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>IHS HOLDING LTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>ZAYO GROUP HLDGS INC</name>
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        <name>WORLDWIDE PLAZA TR 2017-WWP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>BANK5 2023-5YR1</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>ENTEGRIS INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>ADTALEM GLOBAL EDUCATION INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>HUB INTERNATIONAL LTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>VERTICAL US NEWCO INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>MARRIOTT OWNERSHIP RESORTS INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>HALLIBURTON CO</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BFLD TR 2020 -OBRK</name>
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        <name>ARAMARK SERVICES INC</name>
        <lei>42YMHYH0XMHJEXDUB065</lei>
        <title>ARAMARK TERM B6 1LN 06/22/2030</title>
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        <name>PROGRESS RESIDENTIAL TRUST 2021-SFR6</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03422000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENFRAGEN ENERGIA SUR SA</name>
        <lei>N/A</lei>
        <title>ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A</title>
        <cusip>29280LAA1</cusip>
        <identifiers>
          <isin value="US29280LAA17"/>
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        <balance>2620000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1922425.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05375000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PILGRIMS PRIDE CORP NEW</name>
        <lei>549300ZSLGV64ZL3HD75</lei>
        <title>PILGRIMS PRIDE CORP NEW 3.5% 03/01/2032</title>
        <cusip>72147KAH1</cusip>
        <identifiers>
          <isin value="US72147KAH14"/>
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        <balance>950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>765044.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</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>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
        <title>FNR 2007-66 SA SOFR30A+3891.312 7/37</title>
        <cusip>31396WYX8</cusip>
        <identifiers>
          <isin value="US31396WYX81"/>
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        <balance>49795.11600000</balance>
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        <curCd>USD</curCd>
        <valUSD>58795.16000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OMEGA HEALTHCARE INVESTORS INC</name>
        <lei>549300OJ7ENK42CZ8E73</lei>
        <title>OMEGA HEALTHCARE INVESTORS INC 4.95% 04/01/2024</title>
        <cusip>681936BB5</cusip>
        <identifiers>
          <isin value="US681936BB51"/>
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        <balance>11105000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11044636.22000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04950000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 3.0% 08/15/2042#AB6802</title>
        <cusip>36178TRX6</cusip>
        <identifiers>
          <isin value="US36178TRX62"/>
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        <balance>25096.09320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22592.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/28 #464964</title>
        <cusip>36208YQR3</cusip>
        <identifiers>
          <isin value="US36208YQR35"/>
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        <balance>856.54270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>868.70000000</valUSD>
        <pctVal>0.000002738823</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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>WASH MULTIFAMILY ACQUISITION INC</name>
        <lei>549300AS7PRY5PHG6L12</lei>
        <title>WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A</title>
        <cusip>93710WAA3</cusip>
        <identifiers>
          <isin value="US93710WAA36"/>
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        <balance>5810000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5388156.35000000</valUSD>
        <pctVal>0.016987694975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05750000</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>COMM 2015-3BP MTG TR</name>
        <lei>N/A</lei>
        <title>COMM 2015-3BP MTG TR 3.238% 02/10/35 144A</title>
        <cusip>12592TAQ8</cusip>
        <identifiers>
          <isin value="US12592TAQ85"/>
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        <balance>1538000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1316614.28000000</valUSD>
        <pctVal>0.004151000887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03346347</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>ENBRIDGE INC</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC 4% 10/01/2023</title>
        <cusip>29250NAF2</cusip>
        <identifiers>
          <isin value="US29250NAF24"/>
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        <balance>9942000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9925208.76000000</valUSD>
        <pctVal>0.031292042775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</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>PETROLEOS MEXICANOS</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS 6.5% 06/02/2041</title>
        <cusip>71654QAZ5</cusip>
        <identifiers>
          <isin value="US71654QAZ54"/>
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        <balance>380000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>235106.00000000</valUSD>
        <pctVal>0.000741238515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06500000</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>JONAH ENERGY PARENT LLC</name>
        <lei>N/A</lei>
        <title>JONAH ENERGY PARENT LLC 12% 11/05/2025 P/P</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="JTD977000"/>
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        <balance>1656358.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1689485.60000000</valUSD>
        <pctVal>0.005326583746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12000000</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>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY BOND 3.625% 02/15/2053</title>
        <cusip>912810TN8</cusip>
        <identifiers>
          <isin value="US912810TN81"/>
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        <balance>490540000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>441945881.25000000</valUSD>
        <pctVal>1.393360054685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03625000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 12/28 #781176</title>
        <cusip>36225BJV1</cusip>
        <identifiers>
          <isin value="US36225BJV18"/>
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        <balance>120.08350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121.55000000</valUSD>
        <pctVal>0.000000383220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMMSCOPE INC</name>
        <lei>549300Z6K4JXMFE8QY54</lei>
        <title>COMMSCOPE INC 4.75% 09/01/2029 144A</title>
        <cusip>203372AX5</cusip>
        <identifiers>
          <isin value="US203372AX50"/>
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        <balance>1960000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1456550.87000000</valUSD>
        <pctVal>0.004592190777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2020-2 LTD/LLC TSFR3M+142.161 07/19/2034 144A</title>
        <cusip>92918HAF7</cusip>
        <identifiers>
          <isin value="US92918HAF73"/>
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        <balance>15449000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15340208.14000000</valUSD>
        <pctVal>0.048364368036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06741730</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
        <title>FNR 2002-7 FC SOFR30A+86.448 1/32</title>
        <cusip>31392B2Z8</cusip>
        <identifiers>
          <isin value="US31392B2Z83"/>
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        <balance>3922.94770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3902.96000000</valUSD>
        <pctVal>0.000012305191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06152060</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>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 6.00% 5/32 #003238</title>
        <cusip>36202DS36</cusip>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP</name>
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        <name>SINOPEC GROUP OVERSEAS DEV 2018 LTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BARCLAYS PLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>ROMANIA, REPUBLIC OF</name>
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        <name>WOOF HOLDINGS INC</name>
        <lei>254900RX9Z723FXJSU14</lei>
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        <name>TRAPEZA CDO XII LTD / TRAPEZA CDO XII INC</name>
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        <invCountry>KY</invCountry>
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        <name>AFFINITY GAMING LLC</name>
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      <invstOrSec>
        <name>GEMS MENASA CAYMAN LTD</name>
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        <fairValLevel>2</fairValLevel>
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        <name>REALTY INCOME CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>ASSUREDPARTNERS INC</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.50% 9/39 #710868</title>
        <cusip>36297FW57</cusip>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 12/39 #728451</title>
        <cusip>3620AFH42</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <title>FEDERAL HOME LN MTG MLT CTF GT 4.412% 03/25/2030</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>VISTRA OPERATIONS CO LLC</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
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        <cusip>92840VAB8</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <title>FNMA 30YR 3.5% 05/01/2043#AB9376</title>
        <cusip>31417GM29</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 05/01/2048#BK4644</title>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>WELLS FARGO COML MTG TR 2015-SG1</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 9/40 #737442</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 6.00% 11/39 #709884</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>TELECOM ITALIA CAP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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        <name>STARS GROUP HOLDINGS BV</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP LP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <title>FHLG 30YR 3% 11/01/2049#SD7509</title>
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        <name>PANAMA REPUBLIC OF</name>
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        <name>CANADIAN NATURAL RESOURCES LTD</name>
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        <issuerCat>CORP</issuerCat>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <title>FEDERAL HOME LN MTG MLT CTF GT 2.5% 04/25/2049</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>ADVANCED DRAIN SYS INC DEL</name>
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        <title>ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A</title>
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          <isin value="US00790RAA23"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <name>NBM US HOLDINGS INC</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 6.50% 1/36 #850408</title>
        <cusip>31408FYD5</cusip>
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          <isin value="US31408FYD58"/>
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        <curCd>USD</curCd>
        <valUSD>891.94000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GS MTG SECS CORP TR 2021-IP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CVS HEALTH CORP</name>
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        <name>SIRIUS XM RADIO INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>REYNOLDS AMERICAN INC</name>
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        <name>MAGALLANES INC</name>
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        <name>WR GRACE HOLDING LLC</name>
        <lei>549300WNOVFRGYOAEB12</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GARTNER INC</name>
        <lei>PP55B5R38BFB8O8HH686</lei>
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        <name>SIRIUS REAL ESTATE LTD</name>
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        <name>GHANA REPUBLIC OF</name>
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        <name>HAH GROUP HOLDING CO LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BNP PARIBAS</name>
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        <name>RMF BUYOUT ISSUANCE TRUST 2020-2</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>TIME WARNER CABLE LLC</name>
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        <name>EG AMERICA LLC</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>CHILE ELECTRICITY LUX MPC SARL</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>PROGRESS RESIDENTIAL TRUST 2021-SFR8</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>VOYA CLO 2019-2 LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>SIRIUS XM RADIO INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>HEATHROW FUNDING LTD</name>
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        <name>VENEZUELA, REPUBLIC OF</name>
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        <name>WFRBS COML MTG TR 2011-C3</name>
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        <name>UBS-BAMLL TR 2012-WRM</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>UKG INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HORIZON AIRCRAFT FINANCE LTD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VORNADO REALTY L P</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ECOPETROL SA</name>
        <lei>254900IDGKCJICKBPA66</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>ARGENTUM NETHERLANDS BV</name>
        <lei>724500RPEZI5VVQQWE89</lei>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>GOLDMAN SACHS GROUP INC (THE)</name>
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        <cusip>38141GFD1</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 2% 11/01/2041#BQ6743</title>
        <cusip>3140KSP50</cusip>
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        <name>THAMES WATER UTILITY FINANCE PLC</name>
        <lei>213800ESMPQ4RQ7G8351</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CENOVUS ENERGY INC</name>
        <lei>549300F4XPHJ7NOSP309</lei>
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        <cusip>15135UAP4</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>BARINGS CLO LTD 2021-1</name>
        <lei>N/A</lei>
        <title>BARINGS CLO LTD 2021-1A A TSFR3M+128.161 04/25/2034 144A</title>
        <cusip>06762EAA2</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <name>EL SALVADOR REPUBLIC OF</name>
        <lei>529900AKDMUSFSDOM949</lei>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>SV</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 5.0% 08/15/2033#615865</title>
        <cusip>36290SFE6</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TOLEDO HOSPITAL/THE</name>
        <lei>5493009DCR7NWV6K4T34</lei>
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        <cusip>889184AC1</cusip>
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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>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 4/31 #571639</title>
        <cusip>31386SBG1</cusip>
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          <isin value="US31386SBG12"/>
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        <curCd>USD</curCd>
        <valUSD>4699.18000000</valUSD>
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        <issuerCat>USGSE</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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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 10/27 #397256</title>
        <cusip>31378FH99</cusip>
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          <isin value="US31378FH999"/>
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        <name>MCAFEE CORP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CSMC 2019-ICE4</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>NORTHWEST FIBER LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>UST NOTES</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>KENYA REPUBLIC OF</name>
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        <name>HEATHROW FUNDING LTD</name>
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        <name>SITIOS LATINOAMERICA SAB DE CV</name>
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        <name>BNP PARIBAS</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>MEXICO UNITED MEXICAN STATES</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>LIFE 2021-BMR MTG TR</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>WFRBS COML MTG TR 2014-C21</name>
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        <name>FIRST QUANTUM MINERALS LTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>BBCMS MTG TR 2022-C16</name>
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        <name>BMO 2023-C4 MTG TR</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>VERTICAL US NEWCO INC</name>
        <lei>549300C2AFWPAYWS5574</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN and CO.</name>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ANTOFAGASTA PLC</name>
        <lei>213800MY6QVH4FVLD628</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SYMP 2022-32A A1</name>
        <lei>N/A</lei>
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        <cusip>87168NAC8</cusip>
        <identifiers>
          <isin value="US87168NAC83"/>
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        <balance>32177000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>TEINE ENERGY LTD</name>
        <lei>5493002EE80G6ER7SM91</lei>
        <title>TEINE ENERGY LTD 6.875% 04/15/2029 144A</title>
        <cusip>879068AB0</cusip>
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        <balance>515000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 9/25 #325499</title>
        <cusip>31374VRU0</cusip>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 4.00% 12/40 #C03633</title>
        <cusip>31292LBA2</cusip>
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          <isin value="US31292LBA26"/>
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        <balance>12337.67440000</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>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SPA HOLDINGS 3 OY</name>
        <lei>743700UEY0YM039XN974</lei>
        <title>SPA HOLDINGS 3 OY 4.875% 02/04/2028 144A</title>
        <cusip>84612JAA0</cusip>
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        <issuerCat>CORP</issuerCat>
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        <name>BRANDYWINE OPER PARTNERSHIP LP</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3% 05/01/2051#RA5267</title>
        <cusip>3133KLZ83</cusip>
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        <curCd>USD</curCd>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3% 11/01/2051#FS0650</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4% 12/15/2041#792596</title>
        <cusip>36177L3E2</cusip>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>FEL Energy VI Sarl</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II 3.5% 12/49#BR8986</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 09/01/2033#736071</title>
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        <name>MORGAN STANLEY BK AMER MERRILL LYNCH TR 2014-C18</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>OPG TR 2021-PORT</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>LLOYDS BANKING GROUP PLC</name>
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        <name>TURKEY REPUBLIC OF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>NOURYON USA LLC</name>
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      <invstOrSec>
        <name>AVOLON HOLDINGS FUNDING LTD</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <invCountry>US</invCountry>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>WEBER-STEPHEN PRODUCTS LLC</name>
        <lei>549300XU8TJBBGLK8V26</lei>
        <title>WEBER-STEPHEN PRODUCTS TERM B 1LN 10/30/2027</title>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>PROGRESS RESIDENTIAL 2020</name>
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        <name>ECUADOR REPUBLIC OF</name>
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        <name>ENERGEAN ISRAEL FINANCE LTD</name>
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        <name>ARCIS GOLF LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>NBK TIER 1 LTD</name>
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        <invCountry>AE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>BENCHMARK 2022-B36 MTG TR</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>VENTAS RLTY LTD PARTNERSHIP</name>
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        <name>ALTRIA GROUP INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>WP CAREY INC</name>
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        <name>WORLDWIDE PLAZA TR 2017-WWP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <curCd>USD</curCd>
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      </invstOrSec>
      <invstOrSec>
        <name>CAMB COML MTG TR 2019-LIFE</name>
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      <invstOrSec>
        <name>UNIVISION COMMUNICATIONS INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>TENET HEALTHCARE CORP</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GS MTG SECS TR 2012-GCJ9</name>
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        <name>TRAVELPORT FIN (LUX) SARL</name>
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        <name>ECUADOR REPUBLIC OF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GS MTG SECS TR 2013-GCJ16</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GARTNER INC</name>
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        <name>FORD MOTOR CO</name>
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        <name>SG COML MTG SECS TR 2020-COVE</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
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        <name>EMPIRE TODAY</name>
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        <title>EMPIRE TODAY TERM B 1LN 04/01/2028</title>
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        <name>CHART INDUSTRIES INC</name>
        <lei>EM7QGKC1GYOF3LSZSL80</lei>
        <title>CHART INDUSTRIES TERM 1LN 03/17/2030</title>
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        <issuerCat>CORP</issuerCat>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GS MTG SECS TR 2017-GS6</name>
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        <name>LLOYDS BANK CORPORATE MARKETS PLC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>SPRINT CORP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>SRI LANKA GOVT DEMOCRATIC SOCIALIST REP</name>
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        <name>BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH</name>
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      <invstOrSec>
        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
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        <name>JP MORGAN CHASE COML MTG SECS TR 2012-CIBX</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>LABL INC</name>
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        <name>FORD MOTOR CO</name>
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        <name>BX TRUST 2022-IND</name>
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        <name>BARCLAYS PLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>CSN RESOURCES SA</name>
        <lei>222100ZEX458NMOXZP08</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36176KEJ2</cusip>
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        <name>FORD MOTOR CREDIT CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 3.5% 09/15/2042#AB3769</title>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 8.00% 9/29 #478716</title>
        <cusip>36209QYM1</cusip>
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        <curCd>USD</curCd>
        <valUSD>88.49000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FRANCHISE GROUP INC</name>
        <lei>549300MWCHSL8BSOMV77</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>BENCHMARK 2019-B13 MTG TR</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>WELLS FARGO COML MTG TR 2016-LC25</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II 4% 04/20/2047#784303</title>
        <cusip>3622A2X80</cusip>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>PEDIATRIX MEDICAL GROUP INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US91282CGE57"/>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <name>ARUBA INVESTMENT HOLDINGS LLC</name>
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        <title>ANGUS CHEMICAL TERM 1LN 11/24/2027</title>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 4/32 #643105</title>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <title>FEDERAL NAT MTG 2012-14 CLASS JS SOFR30A+653.552 12/25/2030</title>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>UPSTREAM NEWCO INC</name>
        <lei>549300Q4K2W4R1EBTH48</lei>
        <title>UPSTREAM REHABILITATION TERM 1LN INCR 11/20/2026</title>
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        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>1791756.50000000</valUSD>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BMO 2023-C4 MTG TR</name>
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        <name>TMK CAPITAL SA</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>COMM 2018-HCLV MTG TR</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BNP PARIBAS</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>BOEING CO</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>WEC ENERGY GROUP INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>VODAFONE GRP PLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>STATION CASINOS LLC</name>
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        <name>NEPTUNE BIDCO US INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>TRICON RESIDENTIAL 2022S-FR1 TR</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>KREDITANSTALT FUR WIEDERAUFB</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>VERIZON COMMUNICATIONS INC</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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        <cusip>92343VGH1</cusip>
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          <isin value="US92343VGH15"/>
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        <curCd>USD</curCd>
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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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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>TRANSDIGM INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.50% 8/33 #357415</title>
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        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/29 #422973</title>
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        <curCd>USD</curCd>
        <valUSD>734.79000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>J and J VENTURES GAMING LLC</name>
        <lei>549300BYPH8FLKS5ZS70</lei>
        <title>J and J VENTURES GAMING TERM B 1LN 04/26/2028</title>
        <cusip>46604BAD0</cusip>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>863675.00000000</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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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 7/41 #768127</title>
        <cusip>36176KD87</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NIGERIA REPUBLIC OF</name>
        <lei>549300GSBZD84TNEQ285</lei>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>NG</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31379EAY3</cusip>
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        <curCd>USD</curCd>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 2% 05/01/2036#BT0887</title>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/32 #569213</title>
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          <couponKind>Fixed</couponKind>
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        <name>ALTICE FRANCE SA</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>ALTICE FRANCE SA 5.125% 01/15/2029 144A</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <title>FEDERAL NAT MTG ASN GTD REM PA SOFR30A+652.552 12/25/2036</title>
        <cusip>31396LZK9</cusip>
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        <curCd>USD</curCd>
        <valUSD>6310.43000000</valUSD>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 9/39 #717956</title>
        <cusip>3620A3TM6</cusip>
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          <isin value="US3620A3TM64"/>
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        <curCd>USD</curCd>
        <valUSD>7589.14000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <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>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4% 11/01/2041#</title>
        <cusip>3132GK4R4</cusip>
        <identifiers>
          <isin value="US3132GK4R47"/>
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        <balance>32416.09700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30867.63000000</valUSD>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>INDONESIA REPUBLIC OF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>PROGRESS RESIDENTIAL 2022-SFR2 TR</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      </invstOrSec>
      <invstOrSec>
        <name>UKRAINE GOVERNMENT</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>BENCHMARK 2020-IG2 MTG TR</name>
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        <name>MACQUARIE AIRFINANCE HOLDINGS LTD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>ROCKIES EXPRESS PIPELINE LLC</name>
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        <name>GOLDMAN SACHS GROUP INC (THE)</name>
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        <name>NBK TIER 1 FINANCING 2 LTD</name>
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        <name>DELTA AIR LINES INC / SKYMILES IP LTD</name>
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        <name>LIFE 2021-BMR MTG TR</name>
        <lei>N/A</lei>
        <title>LIFE 2021-BMR MTG TR TSFR1M+81.448 03/15/2038 144A</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
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        <name>BARBADOS GOVT OF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>POLARIS NEWCO LLC</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>SOPHIA LP</name>
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        <name>MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C30</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>NATGASOLINE LLC</name>
        <lei>549300OHXDYMQYZOWC24</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 1.5% 06/01/2051#CB0788</title>
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        <name>CONSTANT CONTACT INC</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FRONTIER COMMUNICATIONS HOLDINGS LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>ASP LS ACQUISITION CORP</name>
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        <title>LASERSHIP TERM 1LN 05/07/2028</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>USI INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BX TR 2022-LBA6</name>
        <lei>N/A</lei>
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        <name>CVS HEALTH CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FIVE CORNERS FND TR II</name>
        <lei>N/A</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL</name>
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        <identifiers>
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        <invCountry>LU</invCountry>
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      <invstOrSec>
        <name>NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC</name>
        <lei>N/A</lei>
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        <cusip>67052NAB1</cusip>
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        <invCountry>AU</invCountry>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>BX COMMERCIAL MORTGAGE TRUST 2021-SOAR</name>
        <lei>N/A</lei>
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        <identifiers>
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        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4</name>
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        <title>STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 TSFR1M+450 05/17/2024 144A</title>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>PERFORMANCE FOOD GROUP INC</name>
        <lei>549300OMUOGBYK0FFO76</lei>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 03/01/2045#Q31974</title>
        <cusip>3132QNFQ7</cusip>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>SYNCHRONY BANK</name>
        <lei>549300UATVPGSLE43Z27</lei>
        <title>SYNCHRONY BANK 5.625% 08/23/2027</title>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MOOG INC</name>
        <lei>549300WM2I4U7OBAHG07</lei>
        <title>MOOG INC 4.25% 12/15/2027 144A</title>
        <cusip>615394AM5</cusip>
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          <isin value="US615394AM52"/>
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        <curCd>USD</curCd>
        <valUSD>259351.25000000</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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      <invstOrSec>
        <name>JPMDB COML MTG SECS TR 2016-C4</name>
        <lei>N/A</lei>
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        <cusip>46646RAB9</cusip>
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        <fairValLevel>3</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>COLUMBIA PIPELINES OPERATING CO LLC</name>
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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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132DWES8</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>BRIXMOR OPERATING PARTNERSHIP LP</name>
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      <invstOrSec>
        <name>ORACLE CORP</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 15YR 2.5% 05/01/2035#SB8045</title>
        <cusip>3132D55E8</cusip>
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          <isin value="US3132D55E83"/>
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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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3133L75R4</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>DBGS 2018-BIOD MORTGAGE TRUST</name>
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        <title>DBGS MORTGAGE TRUST 2018-BIOD G TSFR1M+279.601 05/15/2035 144A</title>
        <cusip>23306GAN7</cusip>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36297FWJ7</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <cusip>3138A1S69</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>BANK OF AMERICA, N.A.</name>
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        <name>ARES LV CLO LTD</name>
        <lei>N/A</lei>
        <title>ARES LV CLO LTD 2020-55A A1R TSFR3M+139.161 07/15/2034 144A</title>
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        <invCountry>KY</invCountry>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/28 #462883</title>
        <cusip>36208WFY4</cusip>
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          <isin value="US36208WFY49"/>
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        <curCd>USD</curCd>
        <valUSD>843.38000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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      </invstOrSec>
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        <name>WILLIAMS COS INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>HESS CORP</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
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        <name>ENTEGRIS INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>METHANEX CORP</name>
        <lei>549300TSJHRXT9QXRD13</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
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        <name>JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GREAT OUTDOORS GROUP LLC</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <issuerCat>USGA</issuerCat>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.50% 5/40 #AD7419</title>
        <cusip>31418VG55</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NATIXIS COML MTG SECS TR 2019-10K</name>
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        <cusip>63874UAL8</cusip>
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        <issuerCat>CORP</issuerCat>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 2135 JE 6% 3/29</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 6% 02/01/2029#</title>
        <cusip>31293KN36</cusip>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36208LLZ8</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP</name>
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          <couponKind>Fixed</couponKind>
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        <name>FILTRATION GROUP CORP</name>
        <lei>549300ZA0D9WN5ECE978</lei>
        <title>FILTRATION GROUP TERM 1LN 10/19/2028</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.09683130</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 10/39 #710924</title>
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        <curCd>USD</curCd>
        <valUSD>28054.30000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <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>
      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC 7.39%/VAR 11/03/2028</title>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>MJH HEALTHCARE HOLDINGS LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MADISON IAQ LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>ALTUS MIDSTREAM LP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>REGAL REXNORD CORP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>UBS GROUP AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
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        <invCountry>CH</invCountry>
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        <name>BANK 2023-BNK46</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>REPUBLIC OF COLOMBIA</name>
        <lei>549300MHDRBVRF6B9117</lei>
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        <issuerCat>NUSS</issuerCat>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 4.3% 11/20/2026</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>HILTON GRAND VACATIONS BORROWER ESCROW LLC</name>
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        <name>COLUMBIA PIPELINES OPERATING CO LLC</name>
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        <name>DISCOVERY PURCHASER CORP</name>
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        <title>BAYER ENVIRONMENTAL SCIENCE TERM 1LN 10/04/2029</title>
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        <fairValLevel>2</fairValLevel>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C31</name>
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        <name>KREDITANSTALT FUR WIEDERAUFB</name>
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        <name>OMEGA HEALTHCARE INVESTORS INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>ENLINK MIDSTRM PRTNRS LP</name>
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        <name>AMERICAN HOMES 4 RENT LP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>PROGRESS RESIDENTIAL 2019-SFR3 TR</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 9/31 #549588</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>91282CGL9</cusip>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132DVK79</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>10942846.35000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LAMB WESTON HOLDINGS INC</name>
        <lei>5493005SMYID1D2OY946</lei>
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        <cusip>513272AE4</cusip>
        <identifiers>
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        <balance>950000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>824528.75000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SASOL FING USA LLC</name>
        <lei>549300XRB1PFMESFEL85</lei>
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        <balance>490000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 3.5% 02/01/2035#CA5291</title>
        <cusip>3140QC2Z8</cusip>
        <identifiers>
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        <balance>2548026.73100000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORP</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
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        <cusip>674599DE2</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COMM 2014-UBS6 MTG TR</name>
        <lei>N/A</lei>
        <title>COMM 2014-UBS6 XA CSTR 12/47</title>
        <cusip>12592PBG7</cusip>
        <identifiers>
          <isin value="US12592PBG72"/>
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        <balance>69155321.25950000</balance>
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        <curCd>USD</curCd>
        <valUSD>459295.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00978401</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HEALTHPEAK OP LLC</name>
        <lei>N/A</lei>
        <title>HEALTHPEAK OP LLC 3.25% 07/15/2026</title>
        <cusip>40414LAQ2</cusip>
        <identifiers>
          <isin value="US40414LAQ23"/>
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        <balance>2056000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1944587.81000000</valUSD>
        <pctVal>0.006130866000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03250000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 7/24 #403195</title>
        <cusip>36205W3C8</cusip>
        <identifiers>
          <isin value="US36205W3C84"/>
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        <balance>41.54900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41.57000000</valUSD>
        <pctVal>0.000000131061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BWX TECHNOLOGIES INC</name>
        <lei>549300NP85N265KWMS58</lei>
        <title>BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A</title>
        <cusip>05605HAB6</cusip>
        <identifiers>
          <isin value="US05605HAB69"/>
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        <balance>5665000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5154951.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 6.50% 8/34 #629115</title>
        <cusip>36291H3Y8</cusip>
        <identifiers>
          <isin value="US36291H3Y89"/>
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        <balance>481.19280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>491.78000000</valUSD>
        <pctVal>0.000001550476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06500000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MED PARENTCO LP</name>
        <lei>549300660CLPRNK19Z91</lei>
        <title>MYEYEDR TERM 2LN 08/30/2027</title>
        <cusip>58401DAF1</cusip>
        <identifiers>
          <isin value="US58401DAF15"/>
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        <balance>810000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>695790.00000000</valUSD>
        <pctVal>0.002193675817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.13695540</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/32 #574980</title>
        <cusip>36200WXH9</cusip>
        <identifiers>
          <isin value="US36200WXH95"/>
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        <curCd>USD</curCd>
        <valUSD>176.43000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 8.00% 12/27 #436017</title>
        <cusip>36207MK62</cusip>
        <identifiers>
          <isin value="US36207MK623"/>
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        <curCd>USD</curCd>
        <valUSD>269.16000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FLEXERA SOFTWARE LLC</name>
        <lei>FHBIRN3K4PSRU4ZOQQ49</lei>
        <title>FLEXERA SOFTWARE TERM B 1LN 03/03/2028</title>
        <cusip>33937KAV6</cusip>
        <identifiers>
          <isin value="US33937KAV61"/>
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        <curCd>USD</curCd>
        <valUSD>2197873.32000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.09183130</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/30 #515294</title>
        <cusip>36211KNK6</cusip>
        <identifiers>
          <isin value="US36211KNK69"/>
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        <curCd>USD</curCd>
        <valUSD>2044.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>PETROLEOS DE VENEZUELA SA</name>
        <lei>549300YWR8TN1OFD4P06</lei>
        <title>PETROLEOS DE VENEZUELA SA 6% 05/16/2024 144A</title>
        <cusip>716558AG6</cusip>
        <identifiers>
          <isin value="US716558AG66"/>
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        <balance>3207669.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>177569.85000000</valUSD>
        <pctVal>0.000559839442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>PARKLAND CORP</name>
        <lei>549300UY5C6HUV0XLS53</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>INTESA SANPAOLO SPA</name>
        <lei>2W8N8UU78PMDQKZENC08</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD</name>
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        <cusip>3137H3SE3</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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        <name>MORGAN STANLEY CAP I TR 2017-HR2</name>
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        <cusip>61691NAE5</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>MORGAN STANLEY BK AMER MERRILL LYNCH TR 2013-C7</name>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3137B6MF5</cusip>
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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>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 2% 04/01/2041#CB0116</title>
        <cusip>3140QKDW5</cusip>
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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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        <name>MSC 2021-L6</name>
        <lei>N/A</lei>
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        <cusip>61692CBK3</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2011-C3</name>
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        <issuerCat>CORP</issuerCat>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.00% 2/42 #AK1110</title>
        <cusip>3138E5GU6</cusip>
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          <isin value="US3138E5GU62"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>OPTION CARE HEALTH INC</name>
        <lei>549300DI3Q5ACSYJRI17</lei>
        <title>OPTION CARE HEALTH INC 4.375% 10/31/2029 144A</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 9/28 #484261</title>
        <cusip>36209W5W8</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.0% 07/01/2045#Q34979</title>
        <cusip>3132QRQ94</cusip>
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        <curCd>USD</curCd>
        <valUSD>40942.45000000</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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 12/40#V82128</title>
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        <name>EXTENDED STAY AMER TR 2021-ESH</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CALIFORNIA RESOURCES CORPORATION</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>REPUBLIC OF COLOMBIA</name>
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        <name>EMERALD DEBT MERGER SUB LLC</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST 2019-IMC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>WHITBREAD GROUP PLC</name>
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        <name>DEUTSCHE BANK AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4% 05/01/2048#Q55992</title>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140QLP59</cusip>
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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>NATWEST GROUP PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>ROYAL BK SCOTLND GRP PLC(UNGTD) 3.622%/VAR 08/14/2030 REGS</title>
        <cusip>N/A</cusip>
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          <isin value="XS2172960481"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138ARFF6</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36208KNR6</cusip>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>JOHN LEWIS PLC</name>
        <lei>213800JSUFNZLZLCVJ25</lei>
        <title>JOHN LEWIS PLC 6.125% 01/21/2025</title>
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        <identifiers>
          <isin value="XS0527985583"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.5% 07/01/2045#AZ0862</title>
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        <identifiers>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 8/28 #464768</title>
        <cusip>36208YJM2</cusip>
        <identifiers>
          <isin value="US36208YJM21"/>
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        <curCd>USD</curCd>
        <valUSD>157.10000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 9/29 #516134</title>
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          <isin value="US31383XLP23"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>ORACLE CORP</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</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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        <name>CHG HEALTHCARE SERVICES INC</name>
        <lei>54930016Y1HPAVB9PZ54</lei>
        <title>CHG HEALTHCARE TERM 1LN 09/30/2028</title>
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        <identifiers>
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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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          <couponKind>Variable</couponKind>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <title>GOVERNMENT NAT MTG ASSN HECM 2016-H21 DF TSFR1M+76.448 05/20/2061</title>
        <cusip>38375BWC2</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>VEOLIA ENVIRONNEMENT SA</name>
        <lei>969500LENY69X51OOT31</lei>
        <title>VEOLIA ENVIRONNEMENT SA 2%/VAR PERP REGS</title>
        <cusip>N/A</cusip>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>EMBRAER NETHERLANDS FINANCE BV</name>
        <lei>724500PBR8LR26XBSP67</lei>
        <title>EMBRAER NETHERLANDS FINANCE BV 6.95% 01/17/2028 144A</title>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>PRIMA CAPITAL CRE SECURITIZATION 2020-VIII LTD</name>
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        <title>PRIMA CAPITAL CRE SECURITIZATION 2020-VIII LTD 3% 12/01/2070 144A</title>
        <cusip>74167UAE7</cusip>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CAST and CREW PAYROLL LLC</name>
        <lei>549300XE7OZGFGN5F466</lei>
        <title>CAST and CREW TERM B 1LN 02/07/2026</title>
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          <isin value="US14835JAN00"/>
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        <balance>5289674.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5172878.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>PROVINCIA DE BUENOS AIRES</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CELANESE US HLDGS LLC</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>ORGANON and CO</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 7/40 #729562</title>
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        <name>AT SECURITIES BV</name>
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        <name>WESTERN GAS PARTNERS LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 7/40 #719217</title>
        <cusip>3620A5AS8</cusip>
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        <curCd>USD</curCd>
        <valUSD>39990.67000000</valUSD>
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        <invCountry>US</invCountry>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>312945X52</cusip>
        <identifiers>
          <isin value="US312945X529"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>31288AFU4</cusip>
        <identifiers>
          <isin value="US31288AFU43"/>
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        <balance>7536.21240000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>UKRAINE GOVERNMENT</name>
        <lei>6354001WLTJXOMEXPY07</lei>
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        <cusip>903724AP7</cusip>
        <identifiers>
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        <balance>2254000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>750582.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07750000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ALL-STAR BIDCO AB</name>
        <lei>N/A</lei>
        <title>ANTICIMEX TERM B 1LN 11/16/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAW8189EAF77"/>
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        <balance>1485758.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1478329.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.09050000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TURKEY REPUBLIC OF</name>
        <lei>5493000PCHOG3B6S3Q85</lei>
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        <cusip>900123DF4</cusip>
        <identifiers>
          <isin value="US900123DF45"/>
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        <balance>3115000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3290717.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.00% 4/42 #AK9948</title>
        <cusip>3138EFBS4</cusip>
        <identifiers>
          <isin value="US3138EFBS45"/>
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        <curCd>USD</curCd>
        <valUSD>42714.85000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.0% 07/01/2043#Q19988</title>
        <cusip>3132JBRJ4</cusip>
        <identifiers>
          <isin value="US3132JBRJ43"/>
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        <balance>79087.18020000</balance>
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        <curCd>USD</curCd>
        <valUSD>74851.36000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP 4.875% 12/01/2024</title>
        <cusip>55336VAG5</cusip>
        <identifiers>
          <isin value="US55336VAG59"/>
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        <balance>8532000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8420919.59000000</valUSD>
        <pctVal>0.026549343433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</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>MILLICOM INTL CELLULAR SA</name>
        <lei>549300CTHC1CP86P2G96</lei>
        <title>MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A</title>
        <cusip>600814AR8</cusip>
        <identifiers>
          <isin value="US600814AR85"/>
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        <balance>7030000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5520940.20000000</valUSD>
        <pctVal>0.017406333819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HTA GROUP LTD/MAURITIUS</name>
        <lei>213800WEFU8O8X6EPU13</lei>
        <title>HTA GROUP LTD/MAURITIUS 7% 12/18/2025 144A</title>
        <cusip>40435WAB6</cusip>
        <identifiers>
          <isin value="US40435WAB63"/>
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        <balance>7547000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7132065.94000000</valUSD>
        <pctVal>0.022485865826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/32 #593188</title>
        <cusip>36201T6Z5</cusip>
        <identifiers>
          <isin value="US36201T6Z55"/>
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        <balance>728.53090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>751.42000000</valUSD>
        <pctVal>0.000002369065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 5.00% 9/25 #AE0552</title>
        <cusip>31419ATJ6</cusip>
        <identifiers>
          <isin value="US31419ATJ69"/>
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        <balance>12630.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12533.36000000</valUSD>
        <pctVal>0.000039514981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.05000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 5/41 #748080</title>
        <cusip>3620C4CR9</cusip>
        <identifiers>
          <isin value="US3620C4CR97"/>
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        <balance>9646.81380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9199.68000000</valUSD>
        <pctVal>0.000029004607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 12/28 #476127</title>
        <cusip>36209M4L5</cusip>
        <identifiers>
          <isin value="US36209M4L51"/>
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        <balance>665.04910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>676.29000000</valUSD>
        <pctVal>0.000002132196</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC</name>
        <lei>N/A</lei>
        <title>ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.25% 03/15/2026 144A</title>
        <cusip>013092AF8</cusip>
        <identifiers>
          <isin value="US013092AF88"/>
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        <balance>515000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>478677.77000000</valUSD>
        <pctVal>0.001509167778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03250000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ROLLS-ROYCE PLC</name>
        <lei>X57JK1U580XATGR67572</lei>
        <title>ROLLS-ROYCE PLC 3.375% 06/18/2026</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS0944831154"/>
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        <balance>3160000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78939059"/>
        <valUSD>3631121.07000000</valUSD>
        <pctVal>0.011448141655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03375000</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>RADIATE HOLDCO LLC / RADIATE FIN INC</name>
        <lei>N/A</lei>
        <title>RADIATE HOLDCO LLC / RADIATE FIN INC 4.5% 09/15/2026 144A</title>
        <cusip>75026JAC4</cusip>
        <identifiers>
          <isin value="US75026JAC45"/>
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        <balance>7020000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5471261.92000000</valUSD>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GS MTG SECS TR 2013-GC10</name>
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        <name>HUB INTERNATIONAL LTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>ICON LUXEMBOURG SARL</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2013-LC11</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>INDONESIA REPUBLIC OF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CABLE ONDA SA</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>MATTEL INC</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CUSHMAN and WAKEFIELD US BORROWER LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>VIA OUTLETS</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>AMERICAN HOMES 4 RENT LP</name>
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      <invstOrSec>
        <name>PANAMA REPUBLIC OF</name>
        <lei>549300SHS4T08CL0LP14</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>METALSA S A DE C V</name>
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        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>MX</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31374F5Z8</cusip>
        <identifiers>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.5% 05/01/2041#</title>
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        <identifiers>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CALI MTG TR 2019-101C</name>
        <lei>N/A</lei>
        <title>CALI MTG TR 2019-101C CSTR 03/10/2039 144A</title>
        <cusip>129890AQ2</cusip>
        <identifiers>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <title>GNMA 7.00% 5/32 #552576</title>
        <cusip>36213E2H8</cusip>
        <identifiers>
          <isin value="US36213E2H82"/>
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          <couponKind>Fixed</couponKind>
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        <name>FERRELLGAS L P /FERRELLGAS FIN</name>
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        <cusip>315289AA6</cusip>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>COLUMBIA CENT CLO 32 LTD / COLUMBIA CENT CLO 32 CORP</name>
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        <invCountry>KY</invCountry>
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        <name>MOFT TR 2020-ABC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>EAB GLOBAL INC</name>
        <lei>N/A</lei>
        <title>EAB TERM B 1LN 08/16/2028</title>
        <cusip>26835CAC3</cusip>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>ARCHKEY HOLDINGS INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CERIDIAN HCM HOLDING INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>MERCER INTERNATIONAL INC</name>
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        <name>BRAEMAR HOTELS and RESORTS TRUST 2018-PRIME</name>
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        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST 2023-SMRT</name>
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        <cusip>17291NAG6</cusip>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.06047503</annualizedRt>
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        <name>SEDGWICK CLAIMS MGMT SVCS INC</name>
        <lei>549300BIN4DWJG5VWF64</lei>
        <title>SEDGWICK TERM B 1LN 02/24/2028</title>
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        <identifiers>
          <isin value="US81527CAP23"/>
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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>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.09081060</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/32 #570022</title>
        <cusip>36200RG71</cusip>
        <identifiers>
          <isin value="US36200RG716"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 12/26 #323242</title>
        <cusip>31374TBK4</cusip>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>CELTIC RESOURCES HOLDINGS DAC</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <title>FEDERAL NAT MTG ASN GTD REM PA 21-59 H 2% 06/25/2048</title>
        <cusip>3136BGB34</cusip>
        <identifiers>
          <isin value="US3136BGB346"/>
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        <balance>2864681.17000000</balance>
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        <curCd>USD</curCd>
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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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <isin value="US3128M74W34"/>
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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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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>CVR PARTNERS LP / CVR NITROGEN FIN CORP</name>
        <lei>N/A</lei>
        <title>CVR PARTNERS LP / CVR NITROGEN FIN CORP 6.125% 06/15/2028 144A</title>
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        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MANCHESTER ACQUISITION SUB LLC</name>
        <lei>N/A</lei>
        <title>DRASLOVKA HOLDING TERM B 1LN 12/01/2026</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="DRAHOL"/>
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        <curCd>USD</curCd>
        <valUSD>1073847.00000000</valUSD>
        <pctVal>0.003385608007</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.11176650</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 5.0% 06/01/2035#310165</title>
        <cusip>31374CQS8</cusip>
        <identifiers>
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        <name>ILLINOIS ST</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>DB MASTER FIN LLC</name>
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        <name>PMHC II INC</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>SAUDI ARABIA KINGDOM OF</name>
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        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <name>STILLWATER MINING COMPANY</name>
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        <lei>N/A</lei>
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        <name>AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>SUN CMNTYS OPER LTD PRTNRSHP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>TANGER PROPERTIES LP</name>
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        <name>RC BUYER INC</name>
        <lei>549300ULXHJ9CR0QDU59</lei>
        <title>ROUGH COUNTRY TERM B 1LN 07/28/2028</title>
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        <fairValLevel>2</fairValLevel>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.50% 5/34 #772372</title>
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        <curCd>USD</curCd>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>MHC COML MTG TR 2021-MHC</name>
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        <name>STERICYCLE INC</name>
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        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>PROGRESS RESIDENTIAL 2022-SFR4 TR</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CITIGROUP GLOBAL MARKETS LIMITED</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>ENERGEAN ISRAEL FINANCE LTD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HESS MIDSTREAM PARTNERS LP</name>
        <lei>N/A</lei>
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        <name>TORY BURCH</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>PACKAGING COORDINATORS MIDCO INC</name>
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        <title>PCI PHARMA TERM B 1LN 11/30/2027</title>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>PLANET FITNESS MASTER ISSUER LLC 18-1A</name>
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        <name>LABL INC</name>
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        <name>LEGENDS HOSPITALITY HOLDING CO LLC / LEGENDS HOSPITALITY CO-ISSUER INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GALAXY PIPELINE ASSETS BIDCO LTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>COMM 2018-HCLV MTG TR</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <cusip>3140MB2W1</cusip>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>KAZMUAIGAZ NATIONAL CO JSC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140QKQX9</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>UBS-BAMLL TR 2012-WRM</name>
        <lei>N/A</lei>
        <title>UBSBM 2012-WRM D CSTR 6/30</title>
        <cusip>90269PAL5</cusip>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>BENCHMARK 2022-B36 MTG TR</name>
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        <issuerCat>CORP</issuerCat>
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        <name>CARNIVAL CORP</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>NEWELL BRANDS INC</name>
        <lei>549300LWGYFM1TVO1Z12</lei>
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          <couponKind>Fixed</couponKind>
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        <name>MORGAN STANLEY BK OF AMER MERRILL LYNCH TR 2013-C12</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <title>FEDERAL HOME LN MTG MLT CTF GT 1.5% 11/25/2044</title>
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        <name>PARK PL SECS INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 2.5% 07/01/2041#CB1076</title>
        <cusip>3140QLFS0</cusip>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>EOS US FINCO LLC</name>
        <lei>N/A</lei>
        <title>ETC GROUP TERM 1LN 10/06/2029</title>
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          <isin value="US26877MAC01"/>
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        <curCd>USD</curCd>
        <valUSD>1938695.40000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>FANNIE MAE</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>XPO INC</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>PLAINS ALL AMERN PIPELINE MLP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>SPRINT CORP</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>AMWINS GROUP INC</name>
        <lei>549300SJE7MUB8NMRG61</lei>
        <title>AMWINS TERM B 1LN 02/19/2028</title>
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        <name>AVANTOR FUNDING INC</name>
        <lei>5493003VM0XB4U8YD238</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 2/28 #458859</title>
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        <issuerCat>USGA</issuerCat>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II 3.5% 06/20/2046#AR3124</title>
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          <couponKind>Fixed</couponKind>
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        <name>MDGH GMTN RSC LTD</name>
        <lei>213800WRY6FRL9IXLT77</lei>
        <title>MDGH GMTN RSC LTD 5.5% 04/28/2033 144A</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>AE</invCountry>
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        <name>BANK 2017-BNK8</name>
        <lei>N/A</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.50% 7/33 #594354</title>
        <cusip>36201VH70</cusip>
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        <curCd>USD</curCd>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.0% 03/01/2041#AH7495</title>
        <cusip>3138A9KH6</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 03/01/2046#BM4548</title>
        <cusip>3140J9BS9</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CAMB COML MTG TR 2019-LIFE</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES</name>
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        <name>NOVA CHEMICALS CORP</name>
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        <name>VM CONSOLIDATED INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>WINDSTREAM SERVICES LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>CLARIVATE SCIENCE HLDGS CORP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36296JR31</cusip>
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        <name>HANESBRANDS INC</name>
        <lei>GX5LWVWZLL5S4W1L2F20</lei>
        <title>HANESBRANDS TERM B 1LN 03/08/2030</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>91282CHR5</cusip>
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        <curCd>USD</curCd>
        <valUSD>49406250.00000000</valUSD>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CORPOARATE OFFICE PPTYS LP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31371HTB4</cusip>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>NISOURCE INC</name>
        <lei>549300D8GOWWH0SJB189</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>MEDCO OAK TREE PTE LTD</name>
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        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>RING CONTAINER TECHNOLOGIES GROUP LLC</name>
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        <title>RING CONTAINER TERM B 1LN 08/12/2028</title>
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        <identifiers>
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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>Variable</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>COSTA RICA REPUBLIC OF</name>
        <lei>549300S1EK2VN6XVJP58</lei>
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        <invCountry>CR</invCountry>
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      <invstOrSec>
        <name>NATIONAL STORAGE AFFILIATES TRUST</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <issuerCat>USGA</issuerCat>
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        <name>ELANCO ANIMAL HEALTH INC</name>
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        <title>ELANCO ANIMAL HEALTH TERM B 1LN 08/01/2027</title>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 15YR 3% 01/01/2033#J38387</title>
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        <name>MEXICO UNITED MEXICAN STATES</name>
        <lei>254900EGTWEU67VP6075</lei>
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        <name>PETCO HEALTH AND WELLNESS CO INC</name>
        <lei>2549007TYGV6RVSE9M61</lei>
        <title>PETCO TERM B 1LN 03/04/2028</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 2/33 #693335</title>
        <cusip>31400PHL2</cusip>
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        <curCd>USD</curCd>
        <valUSD>2433.62000000</valUSD>
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        <name>QATAR ST</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BBCMS MTG TR 2022-C16</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3133B0Y56</cusip>
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        <name>VICI PROPERTIES LP</name>
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        <name>STWD TR 2021-LIH</name>
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        <name>JANUS INTERNATIONAL GROUP LLC</name>
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        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
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        <name>NATIXIS COML MTG SECS TR 2020-2PAC</name>
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        <name>RAND PARENT LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 5% 10/01/2052#CB4893</title>
        <cusip>3140QQNK7</cusip>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 2947 XZ 6% 3/35</title>
        <cusip>31395RA81</cusip>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CORPORACION NACIONAL DEL COBRE DE CHILE</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CHARTER NEXT GENERATION INC</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>MEDCO PLATINUM ROAD PTE LTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FORD MOTOR CREDIT CO LLC</name>
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        <name>CONNECTWISE LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>JORDAN KINGDOM OF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>LSF11 TRINITY BIDCO INC</name>
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        <name>SEALED AIR CORP/SEALED AIR CORP US</name>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>DANSKE BANK A/S</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BAUSCH HEALTH COS INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>PETROLEOS MEXICANOS</name>
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        <name>HOME PARTNERS AMER 2019-1 TR</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>PROGRESS RESIDENTIAL 2020-SFR1 TR</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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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>PROOFPOINT INC</name>
        <lei>529900C5FODDK0WSR085</lei>
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        <identifiers>
          <isin value="US74345HAB78"/>
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        <curCd>USD</curCd>
        <valUSD>8229982.16000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-31</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AJAX MTG LN TR 2021-E</name>
        <lei>N/A</lei>
        <title>AJAX MTG LN TR 2021-E 1.74% 12/25/2060 144A</title>
        <cusip>009740AA9</cusip>
        <identifiers>
          <isin value="US009740AA95"/>
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        <balance>11348235.78000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9448804.39000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-12-25</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/32 #563581</title>
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          <isin value="US36213TCS06"/>
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        <curCd>USD</curCd>
        <valUSD>183.54000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>MEXICO UNITED MEXICAN STATES</name>
        <lei>254900EGTWEU67VP6075</lei>
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          <isin value="US91087BAX82"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <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>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <cusip>N/A</cusip>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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                <indexName>CMBX BBB- CDSI S16 PRC CORP</indexName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FRONERI US INC</name>
        <lei>N/A</lei>
        <title>FRONERI TERM B 1LN 01/29/2027</title>
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        <identifiers>
          <isin value="XAG3679YAC66"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2922106.05000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 6.50% 9/34 #574764</title>
        <cusip>36200WQR5</cusip>
        <identifiers>
          <isin value="US36200WQR50"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 11/25 #406650</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FRONTIER COMMUNICATIONS HOLDINGS LLC</name>
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        <title>FRONTIER TERM B 1LN 05/01/2028</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 9/31 #622547</title>
        <cusip>31389DTC1</cusip>
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          <isin value="US31389DTC10"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <title>FNMA 30YR 3.0% 11/01/2042#AQ2116</title>
        <cusip>3138MHK69</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BENCHMARK 2023-B39 C MTG TR</name>
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        <title>BENCHMARK 2023-B39 C MTG TR 6.79412% 07/15/2056</title>
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          <isin value="US081925AH29"/>
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        <curCd>USD</curCd>
        <valUSD>1474144.47000000</valUSD>
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        <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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LIMETREE BAY CAYMAN, LTD.</name>
        <lei>N/A</lei>
        <title>LIMETREE BAY CAYMAN LTD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="IGI058000"/>
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        <balance>809.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31939.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <name>MORGAN STANLEY CAPITAL I TRUST 2018-H4</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>PATHWAY VET ALLIANCE LLC</name>
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        <name>MATCH GROUP HOLDINGS II LLC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>INVITATION HOMES OPERATING PARTNERSHIP LP</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST 2021-VINO</name>
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        <name>BRANDYWINE OPER PARTNERSHIP LP</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>ENTAIN HOLDINGS GIBRALTAR LTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>WESTERN ALLIANCE BANCORPORATN</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 02/01/2048#Q54449</title>
        <cusip>3132XW5K3</cusip>
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        <curCd>USD</curCd>
        <valUSD>6747.57000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-02-01</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TELENET FINANCE LUXEMBOURG NOTES SARL</name>
        <lei>2138007RI9GLJPCC3E25</lei>
        <title>TELENET FINANCE LUXEMBOURG NOTES SARL 5.5% 03/01/2028 144A</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BE6300372289"/>
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        <balance>1800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1643400.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>COLUMBIA PIPELINES OPERATING CO LLC</name>
        <lei>N/A</lei>
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          <isin value="US19828TAE64"/>
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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>
      <invstOrSec>
        <name>BERMUDA GOVERNMENT OF</name>
        <lei>549300FP5PUZXX9FVJ40</lei>
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        <cusip>085209AG9</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132QPWH3</cusip>
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          <isin value="US3132QPWH35"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36205GFQ9</cusip>
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          <isin value="US36205GFQ91"/>
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        <curCd>USD</curCd>
        <valUSD>88.87000000</valUSD>
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        <name>AMERICAN EXPRESS CR ACC MST TR</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36208MXA8</cusip>
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          <isin value="US36208MXA88"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NEXSTAR MEDIA INC</name>
        <lei>5493006PK6I4I2OOT688</lei>
        <title>NEXSTAR BROADCASTING TERM B4 1LN 09/19/2026</title>
        <cusip>65336RAW8</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>LON</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>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 1/27 #256630</title>
        <cusip>31371NA70</cusip>
        <identifiers>
          <isin value="US31371NA704"/>
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        <balance>5045.99630000</balance>
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        <curCd>USD</curCd>
        <valUSD>5083.23000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>LIBERTY MUTUAL GROUP INC</name>
        <lei>QUR0DG15Z6FFGYCHH861</lei>
        <title>LIBERTY MUTUAL GROUP INC 4.569% 02/01/2029 144A</title>
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        <identifiers>
          <isin value="US53079EBG89"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HESS MIDSTREAM PARTNERS LP</name>
        <lei>N/A</lei>
        <title>HESS MIDSTREAM PARTNERS LP 5.5% 10/15/2030 144A</title>
        <cusip>428102AF4</cusip>
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          <isin value="US428102AF45"/>
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        <curCd>USD</curCd>
        <valUSD>889361.50000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.0% 03/01/2043#AR9089</title>
        <cusip>3138W7C36</cusip>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 5% 11/01/2052#QF3572</title>
        <cusip>3133BQ6H4</cusip>
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          <isin value="US3133BQ6H43"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HEALTHPEAK OP LLC</name>
        <lei>N/A</lei>
        <title>HEALTHPEAK OP LLC 3.5% 07/15/2029</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 6.00% 2/29 #C22365</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4% 02/01/2046#Q38914</title>
        <cusip>3132QV3Y5</cusip>
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          <isin value="US3132QV3Y52"/>
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        <balance>167626.63770000</balance>
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        <curCd>USD</curCd>
        <valUSD>157736.40000000</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>0.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>VASA TR 2021-VASA</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      </invstOrSec>
      <invstOrSec>
        <name>OMEGA HEALTHCARE INVESTORS INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BALL CORP</name>
        <lei>0BGI85ALH27ZJP15DY16</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>WESTERN GAS PARTNERS LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
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        <cusip>958254AF1</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138ADJ97</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3133KYWB1</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>SRI LANKA GOVT DEMOCRATIC SOCIALIST REP</name>
        <lei>254900HXCCIOHM74FA02</lei>
        <title>SRI LANKA GOVT DEMOC SOCIA REP 7.55% 03/28/2030 144A</title>
        <cusip>85227SBB1</cusip>
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        <balance>615000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>LK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 4/33 #611489</title>
        <cusip>36202WKA6</cusip>
        <identifiers>
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        <balance>2825.93470000</balance>
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        <curCd>USD</curCd>
        <valUSD>2793.37000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 1/28 #251410</title>
        <cusip>31371GGT1</cusip>
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        <balance>522.32610000</balance>
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        <curCd>USD</curCd>
        <valUSD>533.08000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>ARCIS GOLF LLC</name>
        <lei>N/A</lei>
        <title>ARCIS GOLF TERM DD 1LN 11/24/2028</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>KAZMUAIGAZ NATIONAL CO JSC</name>
        <lei>2138001H1M69RFJCSH88</lei>
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        <cusip>48126PAA0</cusip>
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          <isin value="US48126PAA03"/>
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        <curCd>USD</curCd>
        <valUSD>686991.15000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AVANTOR FUNDING INC</name>
        <lei>5493003VM0XB4U8YD238</lei>
        <title>AVANTOR FUNDING INC 4.625% 07/15/2028 144A</title>
        <cusip>05352TAA7</cusip>
        <identifiers>
          <isin value="US05352TAA79"/>
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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>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/28 #456151</title>
        <cusip>36208NWL3</cusip>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 5/27 #432484</title>
        <cusip>36207HM95</cusip>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 20YR 3.5% 02/34#G30703</title>
        <cusip>3132J4AD1</cusip>
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        <curCd>USD</curCd>
        <valUSD>5312087.57000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 3% 12/01/2032#BM5109</title>
        <cusip>3140J9VB4</cusip>
        <identifiers>
          <isin value="US3140J9VB42"/>
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        <balance>4520599.63000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4270536.33000000</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>0.03000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KENYA REPUBLIC OF</name>
        <lei>549300VVURQQYU45PR87</lei>
        <title>KENYA REPUBLIC OF 6.3% 01/23/2034 144A</title>
        <cusip>491798AL8</cusip>
        <identifiers>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      </invstOrSec>
      <invstOrSec>
        <name>HANESBRANDS INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CLEAR CHANNEL OUTDOOR HOLDINGS INC</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>HOLOGIC INC</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BANK AMER MERRILL LYNCH COML MTG TR 2016-UBS10</name>
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        <name>SSE PLC</name>
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        <name>ARGENTINA REPUBLIC OF</name>
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        <name>NCL FINANCE LTD</name>
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        <name>LIGHT and WONDER INTERNATIONAL INC</name>
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        <title>SCIENTIFIC GAMES TERM B 1LN 04/14/2029</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GO DADDY OPERATING CO LLC / GD FINANCE CO INC</name>
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        <name>CARVANA CO</name>
        <lei>5493003WEAK2PJ5WS063</lei>
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        <cusip>146869AH5</cusip>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140J8JX2</cusip>
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        <name>COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR</name>
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        <name>MFA FINANCIAL INC</name>
        <lei>YW72IMH2RRC8Z1TGLG58</lei>
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        <name>ALLY FINANCIAL INC</name>
        <lei>549300JBN1OSM8YNAI90</lei>
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        <name>PETROLEOS MEXICANOS</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS 6.875% 10/16/2025</title>
        <cusip>71654QDH2</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GS MTG SECS TR 2019-GC38</name>
        <lei>N/A</lei>
        <title>GS MTG SECS TR 2019-GC38 3% 02/10/2052 144A</title>
        <cusip>36252SAA5</cusip>
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          <isin value="US36252SAA50"/>
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          <couponKind>Fixed</couponKind>
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        <name>REPUBLIC OF COLOMBIA</name>
        <lei>549300MHDRBVRF6B9117</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4.00% 9/41 #005174</title>
        <cusip>36202FXB7</cusip>
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          <isin value="US36202FXB74"/>
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        <curCd>USD</curCd>
        <valUSD>334534.30000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>IVORY COAST (COTE D'IVOIRE)</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>COMM 2014-UBS2 MTG TR</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BMO 2022-C1 MORTGAGE TRUST</name>
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        <cusip>05609MDE2</cusip>
        <identifiers>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-17</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHS/CMNTY HEALTH SYSTEMS INC</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>HILTON DOMESTIC OPERATING CO INC</name>
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          <isin value="US432833AL52"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3% 10/01/2051#QD0642</title>
        <cusip>3133AWWB6</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>J P MORGAN CHASE COML MTG SECS TR 2011-C3</name>
        <lei>N/A</lei>
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        <cusip>46635TBN1</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>SEAGATE HDD CAYMAN</name>
        <lei>529900BD50TRWEG1SF63</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.00% 11/40 #AE8539</title>
        <cusip>31419KPZ2</cusip>
        <identifiers>
          <isin value="US31419KPZ20"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>BEECHWOOD PARK CLO LTD</name>
        <lei>N/A</lei>
        <title>BEECHWOOD PARK CLO LTD 19-1A A1R TSFR3M+130 01/17/2035 144A</title>
        <cusip>07355TAU6</cusip>
        <identifiers>
          <isin value="US07355TAU60"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Variable</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>3620AVQW5</cusip>
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        <invCountry>US</invCountry>
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        <name>CEMEX SAB DE CV</name>
        <lei>549300RIG2CXWN6IV731</lei>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 1/28 #413862</title>
        <cusip>31379AWX9</cusip>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <title>GNR 2011-H05 FA TSFR1M+61.448 12/60</title>
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        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 5.5% 06/01/2053#CB6642</title>
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        <curCd>USD</curCd>
        <valUSD>5367698.38000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>ALTRIA GROUP INC</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
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        <name>POLAND REPUBLIC OF</name>
        <lei>259400R9L8QEP0TPXS31</lei>
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        <invCountry>PL</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>VERICAST CORP</name>
        <lei>549300J73P7FL8TVF308</lei>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-06-16</maturityDt>
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        <name>LAMB WESTON HOLDINGS INC</name>
        <lei>5493005SMYID1D2OY946</lei>
        <title>LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A</title>
        <cusip>513272AD6</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 3% 11/01/2034#FS1799</title>
        <cusip>3140XG7M5</cusip>
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        <curCd>USD</curCd>
        <valUSD>1750401.34000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 6.00% 11/31 #003160</title>
        <cusip>36202DQM6</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>10413.86000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-11-20</maturityDt>
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      <invstOrSec>
        <name>WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP</name>
        <lei>N/A</lei>
        <title>WYNN RESORTS FIN LLC / CAP CORP 7.125% 02/15/2031 144A</title>
        <cusip>983133AC3</cusip>
        <identifiers>
          <isin value="US983133AC37"/>
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        <balance>950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>933570.96000000</valUSD>
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        <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>0.07125000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
        <title>FNR 2002-63 FN SOFR30A+111.448 10/32</title>
        <cusip>31392ED23</cusip>
        <identifiers>
          <isin value="US31392ED232"/>
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        <curCd>USD</curCd>
        <valUSD>10613.21000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>WP GLIMCHER MALL TR 15-WPG</name>
        <lei>N/A</lei>
        <title>JPMDB 2015-WPG PR1 CSTAR 6/5/35 144A</title>
        <cusip>92939VAL8</cusip>
        <identifiers>
          <isin value="US92939VAL80"/>
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        <curCd>USD</curCd>
        <valUSD>424813.01000000</valUSD>
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        <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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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/32 #579429</title>
        <cusip>36201CVW1</cusip>
        <identifiers>
          <isin value="US36201CVW18"/>
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        <curCd>USD</curCd>
        <valUSD>513.03000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 8% 07/01/2025#</title>
        <cusip>31335GLB9</cusip>
        <identifiers>
          <isin value="US31335GLB94"/>
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        <curCd>USD</curCd>
        <valUSD>29.06000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 6.00% 11/39 #719739</title>
        <cusip>3620A5S42</cusip>
        <identifiers>
          <isin value="US3620A5S426"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12010.43000000</valUSD>
        <pctVal>0.000037866295</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CARNELIAN POINT HOLDINGS LP</name>
        <lei>N/A</lei>
        <title>CARNELIAN POINT HOLDINGS LP WT 06/30/27</title>
        <cusip>155371529</cusip>
        <identifiers>
          <ticker value="2114577D"/>
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        <balance>1766.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5156.72000000</valUSD>
        <pctVal>0.000016258026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.50% 8/33 #727117</title>
        <cusip>31402EYN2</cusip>
        <identifiers>
          <isin value="US31402EYN20"/>
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        <balance>18315.60350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17824.95000000</valUSD>
        <pctVal>0.000056198223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>SMRT 2022-MINI</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>HOME PARTNERS AMER 2021-3 TR</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>AIB GROUP PLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>INEOS US FINANCE LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>SREIT TR 2021-MFP</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36193YPG5</cusip>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>KERING SA</name>
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        <invCountry>FR</invCountry>
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        <name>BANK 2022-BNK39</name>
        <lei>N/A</lei>
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        <cusip>06539VAJ7</cusip>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>RACKSPACE HOSTING INC</name>
        <lei>549300QTYCKLMFSE8I97</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <cusip>3132WDWH3</cusip>
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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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132DVLC7</cusip>
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          <isin value="US3132DVLC71"/>
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        <curCd>USD</curCd>
        <valUSD>21434024.56000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
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          <isin value="US097023CV59"/>
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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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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.50% 8/33 #737855</title>
        <cusip>31402TWQ4</cusip>
        <identifiers>
          <isin value="US31402TWQ48"/>
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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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        <name>APOLLO AVIATION SECURITIZATION EQUITY TRUST</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2.5% 05/01/2046#CB0573</title>
        <cusip>3140QKT73</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>98286.30000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC</name>
        <lei>N/A</lei>
        <title>DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC TSFR3M+141.161 10/15/2035 144A</title>
        <cusip>26246BAL8</cusip>
        <identifiers>
          <isin value="US26246BAL80"/>
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        <curCd>USD</curCd>
        <valUSD>20949747.07000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>91282CFQ9</cusip>
        <identifiers>
          <isin value="US91282CFQ96"/>
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        <balance>23200000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ADMIRAL GROUP PLC</name>
        <lei>213800FGVM7Z9EJB2685</lei>
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          <isin value="XS2643776680"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</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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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.5% 01/01/2052#</title>
        <cusip>31418EAQ3</cusip>
        <identifiers>
          <isin value="US31418EAQ35"/>
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        <curCd>USD</curCd>
        <valUSD>622237.56000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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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>TEGNA INC</name>
        <lei>549300YC5EDBGX85AO10</lei>
        <title>TEGNA INC 4.625% 03/15/2028</title>
        <cusip>87901JAJ4</cusip>
        <identifiers>
          <isin value="US87901JAJ43"/>
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        <balance>1005000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>897629.03000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04625000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS</name>
        <lei>549300CAZKPF4HKMPX17</lei>
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        <cusip>71654QDC3</cusip>
        <identifiers>
          <isin value="US71654QDC33"/>
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        <balance>71806000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>56540044.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</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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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CLOUD SOFTWARE GROUP INC</name>
        <lei>04EEB871XLHVNY4RZJ65</lei>
        <title>CITRIX TERM A 1LN 09/30/2028</title>
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          <isin value="US88632NAX84"/>
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        <curCd>USD</curCd>
        <valUSD>1033730.75000000</valUSD>
        <pctVal>0.003259130123</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OMAN SULTANATE</name>
        <lei>549300SZ20F0QTKNQC75</lei>
        <title>OMAN SULTANATE 7% 01/25/2051 144A</title>
        <cusip>68205LAT0</cusip>
        <identifiers>
          <isin value="US68205LAT08"/>
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        <balance>185000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183253.60000000</valUSD>
        <pctVal>0.000577759080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>OM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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 GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 9/26 #351873</title>
        <cusip>31376C2E3</cusip>
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        <name>COMM 2012-CCRE1 MTG TR</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BRASKEM IDESA SAPI</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>SAUDI ARABIAN OIL COMPANY</name>
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        <name>BAMLL COML MTG SECS TR 2021-JACX</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3133GDDD9</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-05-01</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>VENTAS RLTY LTD PARTNERSHIP</name>
        <lei>32SXKSJ72K64GM3HOU64</lei>
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        <cusip>92277GAG2</cusip>
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        <curCd>USD</curCd>
        <valUSD>3404421.96000000</valUSD>
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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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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</annualizedRt>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <cusip>31402LLF7</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/28 #454037</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132JMYC7</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36206HNT1</cusip>
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        <curCd>USD</curCd>
        <valUSD>339.18000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>GS MTG SECS TR 2017-GS5</name>
        <lei>N/A</lei>
        <title>GS MTG SECS TR 2017-GS5 CSTR 03/10/2050</title>
        <cusip>36252HAK7</cusip>
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        <balance>1155000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>761337.89000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-10</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>MISC CAPITAL TWO LABUAN LIMITED</name>
        <lei>9845000ED8376T875113</lei>
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        <cusip>60475DAA9</cusip>
        <identifiers>
          <isin value="US60475DAA90"/>
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        <balance>915000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>880559.40000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03625000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>TURKEY REPUBLIC OF</name>
        <lei>5493000PCHOG3B6S3Q85</lei>
        <title>TURKEY REPUBLIC OF 6.625% 02/17/2045</title>
        <cusip>900123CG3</cusip>
        <identifiers>
          <isin value="US900123CG37"/>
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        <balance>1020000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>816846.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MAGNETITE XXI LTD 2019-21A A</name>
        <lei>N/A</lei>
        <title>MAGNETITE XXI LTD 2019-21A A TSFR3M+128.161 04/20/2034 144A</title>
        <cusip>55954PAN4</cusip>
        <identifiers>
          <isin value="US55954PAN42"/>
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        <balance>23008000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22746882.21000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-20</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC</name>
        <lei>N/A</lei>
        <title>RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC FRN 6ML+562.5 10/15/2026 144A</title>
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          <isin value="US76954LAA70"/>
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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>Variable</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4% 12/01/2045#Q38088</title>
        <cusip>3132QU7A5</cusip>
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          <isin value="US3132QU7A58"/>
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        <curCd>USD</curCd>
        <valUSD>337710.70000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/32 #590306</title>
        <cusip>36201QYB3</cusip>
        <identifiers>
          <isin value="US36201QYB30"/>
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        <balance>479.06190000</balance>
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        <curCd>USD</curCd>
        <valUSD>491.41000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      <invstOrSec>
        <name>ESKOM HLDGS LTD</name>
        <lei>3789001900ED06F65111</lei>
        <title>ESKOM HLDGS LTD 7.125% 02/11/2025 144A</title>
        <cusip>29646AAB2</cusip>
        <identifiers>
          <isin value="US29646AAB26"/>
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        <balance>2370000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2335208.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07125000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OMAN SULTANATE</name>
        <lei>549300SZ20F0QTKNQC75</lei>
        <title>OMAN SULTANATE 6.5% 03/08/2047 144A</title>
        <cusip>682051AF4</cusip>
        <identifiers>
          <isin value="US682051AF48"/>
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        <balance>325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>304492.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>OM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NOSTRUM OIL and GAS FINANCE BV</name>
        <lei>213800SGF6UKA42KSB50</lei>
        <title>NOSTRUM OIL and GAS FINANCE BV PIK VAR 06/30/2026 144A</title>
        <cusip>66978CAD4</cusip>
        <identifiers>
          <isin value="US66978CAD48"/>
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        <balance>2340420.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>561700.80000000</valUSD>
        <pctVal>0.001770921487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.14000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CSC HOLDINGS LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>REYNOLDS AMERICAN INC</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
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          <couponKind>Fixed</couponKind>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <issuerCat>UST</issuerCat>
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        <name>GENERATION BRIDGE NORTHEAST LLC</name>
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        <name>RH</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>BPR TRUST 2022</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GABONESE REPUBLIC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.0% 11/01/2042#Q13654</title>
        <cusip>3132HQBX9</cusip>
        <identifiers>
          <isin value="US3132HQBX97"/>
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        <balance>44844.17030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42458.67000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="5805748"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-36134.86000000</valUSD>
        <pctVal>-0.00011392542</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>ROYAL BANK OF CANADA</counterpartyName>
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            <amtCurSold>6946771.65000000</amtCurSold>
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            <amtCurPur>6370000.00000000</amtCurPur>
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            <unrealizedAppr>-36134.86000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>YUM BRANDS INC</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>YUM BRANDS INC 3.625% 03/15/2031</title>
        <cusip>988498AN1</cusip>
        <identifiers>
          <isin value="US988498AN16"/>
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        <balance>950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>805623.84000000</valUSD>
        <pctVal>0.002539958228</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03625000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 6.00% 9/35 #838762</title>
        <cusip>31407RZ31</cusip>
        <identifiers>
          <isin value="US31407RZ316"/>
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        <balance>406.62440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>407.72000000</valUSD>
        <pctVal>0.000001285453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</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>T-MOBILE USA INC</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC 2.25% 11/15/2031</title>
        <cusip>87264ABX2</cusip>
        <identifiers>
          <isin value="US87264ABX28"/>
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        <balance>35000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27815183.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02250000</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>HILTON DOMESTIC OPERATING CO INC</name>
        <lei>5493003EG7H0N1E4XV50</lei>
        <title>HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A</title>
        <cusip>432833AJ0</cusip>
        <identifiers>
          <isin value="US432833AJ07"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>660747.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03750000</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>VODAFONE GRP PLC</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>VODAFONE GROUP PLC 6.25%/VAR 10/03/2078 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1888180640"/>
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        <balance>739000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>726141.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2078-10-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06250000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BALL CORP</name>
        <lei>0BGI85ALH27ZJP15DY16</lei>
        <title>BALL CORP 6% 06/15/2029</title>
        <cusip>058498AZ9</cusip>
        <identifiers>
          <isin value="US058498AZ97"/>
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        <balance>1210000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1191979.59000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 6% 01/01/2032#</title>
        <cusip>31287NUQ9</cusip>
        <identifiers>
          <isin value="US31287NUQ95"/>
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        <balance>3737.20770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3788.18000000</valUSD>
        <pctVal>0.000011943314</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4% 06/01/2041#</title>
        <cusip>3132GEQM5</cusip>
        <identifiers>
          <isin value="US3132GEQM56"/>
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        <balance>7556.80900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7244.51000000</valUSD>
        <pctVal>0.000022840377</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 5.0% 07/15/2035#643292</title>
        <cusip>36292AUR7</cusip>
        <identifiers>
          <isin value="US36292AUR75"/>
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        <balance>54865.74400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54307.72000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TENET HEALTHCARE CORP</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
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        <cusip>88033GDH0</cusip>
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          <isin value="US88033GDH02"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04625000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 2.5% 11/01/2041#MA4475</title>
        <cusip>31418D6M9</cusip>
        <identifiers>
          <isin value="US31418D6M91"/>
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        <curCd>USD</curCd>
        <valUSD>3241437.08000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JAZZ FINANCING LUX SARL</name>
        <lei>635400WUEO2NSG5OIU34</lei>
        <title>JAZZ PHARMACEUTICALS TERM B 1LN 05/05/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAG5080AAF93"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8402435.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</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>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3% 11/01/2051#BU2708</title>
        <cusip>3140M4AJ7</cusip>
        <identifiers>
          <isin value="US3140M4AJ71"/>
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        <curCd>USD</curCd>
        <valUSD>1314739.16000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4% 11/15/2042#AB9201</title>
        <cusip>36178WGJ2</cusip>
        <identifiers>
          <isin value="US36178WGJ27"/>
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        <balance>18881.74890000</balance>
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        <curCd>USD</curCd>
        <valUSD>17943.20000000</valUSD>
        <pctVal>0.000056571040</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC</name>
        <lei>N/A</lei>
        <title>EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC TSFR3M+151.161 01/15/2034 144A</title>
        <cusip>27830BBN3</cusip>
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          <isin value="US27830BBN38"/>
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        <balance>6600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6552651.60000000</valUSD>
        <pctVal>0.020659097367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT 5.5% 10/15/2033</title>
        <cusip>31394KF41</cusip>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <cusip>3140QLFQ4</cusip>
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        <curCd>USD</curCd>
        <valUSD>1178272.25000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/28 #460810</title>
        <cusip>36208T3T5</cusip>
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          <isin value="US36208T3T51"/>
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        <curCd>USD</curCd>
        <valUSD>71.02000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TRANSDIGM INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
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          <isin value="US893647BP15"/>
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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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      <invstOrSec>
        <name>ZF NORTH AMER CAP INC</name>
        <lei>529900JYGMS9CW9IQX78</lei>
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        <cusip>98877DAC9</cusip>
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          <isin value="US98877DAC92"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL I TRUST 2014-150E</name>
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        <title>MORGAN STANLEY CAPITAL I TRUST 2014-150E C CSTR 09/09/32 144A</title>
        <cusip>61764BAL7</cusip>
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          <isin value="US61764BAL71"/>
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        <curCd>USD</curCd>
        <valUSD>274410.19000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>SOUTH AFRICA REPUBLIC OF</name>
        <lei>378900AAFB4F17004C49</lei>
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        <cusip>836205AV6</cusip>
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          <isin value="US836205AV60"/>
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        <balance>1065000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>702197.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4.0% 10/15/2040#705890</title>
        <cusip>36297AF73</cusip>
        <identifiers>
          <isin value="US36297AF736"/>
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        <balance>175090.19890000</balance>
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        <curCd>USD</curCd>
        <valUSD>166524.75000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COLUMBIA PIPELINES OPERATING CO LLC</name>
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        <title>COLUMBIA PIPELINES OPERATING CO LLC 6.714% 08/15/2063 144A</title>
        <cusip>19828TAD8</cusip>
        <identifiers>
          <isin value="US19828TAD81"/>
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        <balance>3206000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3277184.61000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06714000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OLYMPUS WATER US HOLDING CORPORATION</name>
        <lei>549300YU2GGVCBN3MY89</lei>
        <title>OLYMPUS WATER US HOLDING CORPORATION 4.25% 10/01/2028 144A</title>
        <cusip>681639AA8</cusip>
        <identifiers>
          <isin value="US681639AA87"/>
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        <balance>2755000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2261797.34000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
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      <invstOrSec>
        <name>VIATRIS INC</name>
        <lei>254900ZZTSW7NL773X71</lei>
        <title>VIATRIS INC 4% 06/22/2050</title>
        <cusip>92556VAF3</cusip>
        <identifiers>
          <isin value="US92556VAF31"/>
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        <balance>14216000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9416713.09000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>PRIMO WATER HOLDINGS INC</name>
        <lei>9845008F9A5F2E1D4832</lei>
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          <isin value="US74168LAA44"/>
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        <curCd>USD</curCd>
        <valUSD>3505612.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FLUTTER FINANCING BV</name>
        <lei>635400VFWPBIKJK6GN11</lei>
        <title>FLUTTER ENTERTAINMENT TERM B 1LN 07/04/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAN8233BAE29"/>
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        <curCd>USD</curCd>
        <valUSD>2223066.61000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
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        <title>US 5YR NOTE (CBT) FUT DEC23 FVZ3</title>
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          <ticker value="FVZ3"/>
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        <curCd>USD</curCd>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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                <issuerName>UST NOTES</issuerName>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 7/27 #445661</title>
        <cusip>36207YB66</cusip>
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          <isin value="US36207YB668"/>
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        <curCd>USD</curCd>
        <valUSD>410.79000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>UNIVISION COMMUNICATIONS INC</name>
        <lei>549300YQDE2JSGTL8V47</lei>
        <title>UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A</title>
        <cusip>914906AX0</cusip>
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          <isin value="US914906AX08"/>
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        <curCd>USD</curCd>
        <valUSD>2724437.23000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CHART INDUSTRIES INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <name>DBGS 2018-C1 MTG TR</name>
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        <name>CGDB COML MTG TR 2017-BIO</name>
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        <name>CAMELOT FIN S A</name>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
        <title>FEDERAL NAT MTG ASN GTD REM PA 5.5% 08/25/2035</title>
        <cusip>31394EWW4</cusip>
        <identifiers>
          <isin value="US31394EWW47"/>
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        <balance>611927.87640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>609333.73000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BENCHMARK 2019-B12 MTG TR</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2019-B12 MTG TR 3.5702% 08/15/2052</title>
        <cusip>08162FAH6</cusip>
        <identifiers>
          <isin value="US08162FAH64"/>
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        <balance>840000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>676056.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03570200</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>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
        <lei>N/A</lei>
        <title>GNR 2010-H18 AF TSFR1M+41.448 9/60</title>
        <cusip>38375BER9</cusip>
        <identifiers>
          <isin value="US38375BER96"/>
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        <balance>194073.70490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>192551.10000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-09-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05555260</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 10/31 #555999</title>
        <cusip>36213JUY9</cusip>
        <identifiers>
          <isin value="US36213JUY99"/>
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        <balance>577.74390000</balance>
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        <curCd>USD</curCd>
        <valUSD>594.83000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 2% 11/01/2041#FS0106</title>
        <cusip>3140XFDL2</cusip>
        <identifiers>
          <isin value="US3140XFDL27"/>
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        <balance>7680006.93200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6401638.29000000</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>2041-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</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>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 12/01/2044#AW5937</title>
        <cusip>3138XVS35</cusip>
        <identifiers>
          <isin value="US3138XVS356"/>
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        <balance>2639.01520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2565.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 3.5% 04/15/2043#AA6309</title>
        <cusip>36178EAJ8</cusip>
        <identifiers>
          <isin value="US36178EAJ82"/>
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        <balance>146374.31770000</balance>
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        <curCd>USD</curCd>
        <valUSD>135206.59000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 11/39 #678648</title>
        <cusip>36295R5H7</cusip>
        <identifiers>
          <isin value="US36295R5H70"/>
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        <balance>101732.00760000</balance>
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        <curCd>USD</curCd>
        <valUSD>98891.57000000</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>
          <annualizedRt>0.04500000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MESQUITE ENERGY INC</name>
        <lei>549300SB0HTIM17TVR61</lei>
        <title>SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2055</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="FFI687000"/>
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        <curCd>USD</curCd>
        <valUSD>0.09000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LBM ACQUISITION LLC</name>
        <lei>549300FAEB3VWZL4NI86</lei>
        <title>US LBM TERM B 1LN 12/18/2027</title>
        <cusip>50179JAB4</cusip>
        <identifiers>
          <isin value="US50179JAB44"/>
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        <balance>11709022.58100000</balance>
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        <curCd>USD</curCd>
        <valUSD>11377657.24000000</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>Variable</couponKind>
          <annualizedRt>0.09181060</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 5.0% 08/15/2040#747723</title>
        <cusip>3620C3VQ2</cusip>
        <identifiers>
          <isin value="US3620C3VQ21"/>
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        <balance>11844.28940000</balance>
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        <curCd>USD</curCd>
        <valUSD>11781.56000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 2/28 #251500</title>
        <cusip>31371GKM1</cusip>
        <identifiers>
          <isin value="US31371GKM14"/>
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        <curCd>USD</curCd>
        <valUSD>113.21000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GALAXY US OPCO INC</name>
        <lei>N/A</lei>
        <title>VIALTO TERM 1LN 04/29/2029</title>
        <cusip>36321DAB3</cusip>
        <identifiers>
          <isin value="US36321DAB38"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 9/25 #413425</title>
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        <issuerCat>USGA</issuerCat>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 1/28 #313947</title>
        <cusip>31374GWG8</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4% 06/47#BH4269</title>
        <cusip>3140GSW73</cusip>
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        <balance>131162.30300000</balance>
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        <curCd>USD</curCd>
        <valUSD>123307.48000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>EMBECTA CORP</name>
        <lei>549300RPG8GXVDHNXZ62</lei>
        <title>EMBECTA CORP 5% 02/15/2030 144A</title>
        <cusip>29082KAA3</cusip>
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          <isin value="US29082KAA34"/>
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        <balance>1560000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1267500.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>MEDCO LAUREL TREE PTE LTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>DAE FDG LLC</name>
        <lei>635400SZTPQL3Y1P2C76</lei>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OLEODUCTO CENTRAL SA</name>
        <lei>254900W4CPYCQFVH5E92</lei>
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        <invCountry>CO</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NOVA CHEMICALS CORP</name>
        <lei>549300ZOD6N7RI2FJP09</lei>
        <title>NOVA CHEMICALS CORP 5.25% 06/01/2027 144A</title>
        <cusip>66977WAR0</cusip>
        <identifiers>
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        <balance>4900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4356376.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ACCESS BANK NIGERIA PLC</name>
        <lei>029200328C3N9YI2D660</lei>
        <title>ACCESS BANK NIGERIA PLC 6.125% 09/21/2026 144A</title>
        <cusip>00434G2B5</cusip>
        <identifiers>
          <isin value="US00434G2B53"/>
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        <balance>1530000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1300194.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>NG</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MICHAELS COS INC</name>
        <lei>549300H9LWMBP7HYLR98</lei>
        <title>MICHAELS COS INC 7.875% 05/01/2029 144A</title>
        <cusip>55916AAB0</cusip>
        <identifiers>
          <isin value="US55916AAB08"/>
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        <balance>1530000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 9/28 #476632</title>
        <cusip>36209NPR7</cusip>
        <identifiers>
          <isin value="US36209NPR79"/>
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        <curCd>USD</curCd>
        <valUSD>67.46000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>FX Forward: USD/EUR settle 2023-09-15</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="5840547"/>
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        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>4317.04000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WHATABRANDS LLC</name>
        <lei>254900HMMX4HTWIP0085</lei>
        <title>WHATABURGER TERM B 1LN 08/03/2028</title>
        <cusip>96244UAF4</cusip>
        <identifiers>
          <isin value="US96244UAF49"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6857760.70000000</valUSD>
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        <assetCat>LON</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>JPMORGAN SECURITIES LLC</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>MNGT SWAP CY873248 04/17/65 B</title>
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          <other otherDesc="Bloomberg" value="COSPGK0FIL"/>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <title>FNR 2010-139 NI 4.5% 2/40</title>
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          <isin value="US31398SVQ38"/>
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        <curCd>USD</curCd>
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        <name>TURKEY REPUBLIC OF</name>
        <lei>5493000PCHOG3B6S3Q85</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GS MTG SECS CORP TR 2018-HART</name>
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        <title>GS MTG SECS CORP TR 2018-HART TSFR1M+114.301 10/15/2031 144A</title>
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        <issuerCat>CORP</issuerCat>
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        <name>NEWELL BRANDS INC</name>
        <lei>549300LWGYFM1TVO1Z12</lei>
        <title>NEWELL BRANDS INC STEP 04/01/2046</title>
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          <isin value="US651229AY21"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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        <name>ESKOM HLDGS LTD</name>
        <lei>3789001900ED06F65111</lei>
        <title>ESKOM HLDGS LTD 8.45% 08/10/2028 144A</title>
        <cusip>29646AAD8</cusip>
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        <curCd>USD</curCd>
        <valUSD>624682.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ZA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC</name>
        <lei>2549002HARR1VE257O76</lei>
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        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>769897.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AZ</invCountry>
        <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>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER LP 5.25% 04/15/2029</title>
        <cusip>29278NAG8</cusip>
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        <balance>6576000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6424945.01000000</valUSD>
        <pctVal>0.020256466029</pctVal>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES</name>
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      <invstOrSec>
        <name>KENYA REPUBLIC OF</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY CAP I TR 2011-C3</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>UNITED STATES TREASURY BOND</name>
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        <issuerCat>UST</issuerCat>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GREYSTAR REAL ESTATE PARTNERS LLC</name>
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        <name>HOME PARTNERS AMER 2019-2 TR</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BOSTON PPTY LTD PARTNERSHIP</name>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <title>FHR 2101 PD 6% 11/28</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>MORGAN STANLEY CAPITAL I TRUST 2014-150E</name>
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        <title>MORGAN STANLEY CAPITAL I TRUST 2014-150E F CSTR 09/09/2032 144A</title>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.00% 2/41 #AE6390</title>
        <cusip>31419HC42</cusip>
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        <curCd>USD</curCd>
        <valUSD>803117.27000000</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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>CREDIT SUISSE GRP AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>CREDIT SUISSE AG 7.5%/VAR PERP REGS</title>
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      </invstOrSec>
      <invstOrSec>
        <name>LIQUID TELECOMMUNICATIONS FINANCING PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>COVANTA HLDG CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SABRA HEALTH CARE LP</name>
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      <invstOrSec>
        <name>PNC FINANCIAL SERVICES GRP INC</name>
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      <invstOrSec>
        <name>BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL</name>
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        <cusip>N/A</cusip>
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        <invCountry>LU</invCountry>
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        <name>PT PERTAMINA (PERSERO)</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31371FEM0</cusip>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FOX CORPORATION</name>
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        <name>CAMPOSOL SA RGS</name>
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        <name>THUNDERBOLT III AIRCRAFT LEASE LTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 5% 11/01/2052#FS3295</title>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.5% 06/01/2041#Q01212</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4.0% 08/15/2043#AD5680</title>
        <cusip>36180HJZ2</cusip>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>TRONOX INC</name>
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        <name>PERTAMINA GEOTHERMAL ENERGY PT</name>
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        <name>CENTENE CORP DEL</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31419L2D4</cusip>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36178TSJ6</cusip>
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        <name>AP CORE HOLDINGS II LLC</name>
        <lei>N/A</lei>
        <title>YAHOO MEDIA TERM B1 1LN 09/01/2027</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR</name>
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        <name>CORPORACION NACIONAL DEL COBRE DE CHILE</name>
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        <cusip>21987BBB3</cusip>
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        <name>FIRSTKEY HOMES 2020-SFR1 TR</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132GJTS8</cusip>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/29 #781019</title>
        <cusip>36225BDY1</cusip>
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        <curCd>USD</curCd>
        <valUSD>100.01000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>VOLCAN CIA MINERA SAA</name>
        <lei>549300XKJ91C4SZLG750</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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        <name>SHRIRAM FINANCE LTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>OCCIDENTAL PETROLEUM CORP</name>
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        <name>VTR FINANCE BV</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>LIFE 2021-BMR MTG TR</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>ZEKELMAN INDUSTRIES INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AHLSTROM-MUNKSJO OYJ</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UNIVISION COMMUNICATIONS INC</name>
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        <name>SEQUOIA MTG TR</name>
        <lei>N/A</lei>
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          <isin value="US81744FCU93"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY CAP I TR 2017-HR2</name>
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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>CTR PARTNERSHIP LP / CARETRUST CAP CORP</name>
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        <title>CTR PARTNERSHIP LP / CARETRUST CAP CORP 3.875% 06/30/2028 144A</title>
        <cusip>126458AE8</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ALLIED UNIVERSAL HOLDCO LLC</name>
        <lei>98450038B4549046D794</lei>
        <title>ALLIED UNIVERSAL TERM B 1LN 05/04/2028</title>
        <cusip>01957TAU1</cusip>
        <identifiers>
          <isin value="US01957TAU16"/>
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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>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2% 03/01/2052#BU6868</title>
        <cusip>3140M8T25</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>2015996.96000000</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>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ARM 3.228% 7/41#AI3469</title>
        <cusip>3138AG2B3</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>NRG ENERGY INC</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG ENERGY INC 3.625% 02/15/2031 144A</title>
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          <isin value="US629377CR16"/>
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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>Fixed</couponKind>
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        <name>SEADRILL FINANCE LTD</name>
        <lei>213800WMN3OHFUDHD642</lei>
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        <cusip>81172QAA2</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 6/39 #720064</title>
        <cusip>3620A55Z8</cusip>
        <identifiers>
          <isin value="US3620A55Z80"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>BX COMMERCIAL MORTGAGE TRUST 2020-VKNG</name>
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        <title>BX COMMERCIAL MORTGAGE TRUST 2020-VKNG E TSFR1M+221.448 10/15/2037 144A</title>
        <cusip>12433YAN7</cusip>
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        <curCd>USD</curCd>
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          <couponKind>Variable</couponKind>
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        <name>COHERENT CORP</name>
        <lei>549300O5C25A0MMHHU33</lei>
        <title>II-VI TERM B 1LN 07/01/2029</title>
        <cusip>45173JAQ7</cusip>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>VLS COMMERCIAL MORTGAGE TRUST 2020</name>
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        <title>VLS COMMERCIAL MORTGAGE TRUST 2020-LAB X CSTR 10/10/2042 144A</title>
        <cusip>92858TAL0</cusip>
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          <isin value="US92858TAL08"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MATTEL INC</name>
        <lei>549300VELLG24KHTJ564</lei>
        <title>MATTEL INC 3.75% 04/01/2029 144A</title>
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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>

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        <name>BX TR 2019-OC11</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>PROGRESS RESIDENTIAL TRUST 2021-SFR6</name>
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        <name>PG and E CORP</name>
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        <name>SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC</name>
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        <name>NIGERIA REPUBLIC OF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>UNITED NATURAL FOODS INC</name>
        <lei>549300GKGW6WPZ282D40</lei>
        <title>UNITED NATURAL FOODS INC 6.75% 10/15/2028 144A</title>
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      <invstOrSec>
        <name>HESS CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>SIRIUS XM RADIO INC</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <curCd>N/A</curCd>
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        <name>GACI FIRST INVESTMENT</name>
        <lei>558600TU1PWGNLZ3XM88</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <balance>585000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3128E35Z3</cusip>
        <identifiers>
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        <balance>4781.08460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4797.57000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06500000</annualizedRt>
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      <invstOrSec>
        <name>AUSNET SERVICES HOLDINGS PTY LTD</name>
        <lei>TTMIG9TE1S0X3ZPDHD61</lei>
        <title>AUSNET SERVICES HOLDINGS PTY LTD 1.625%/VAR 03/11/2081 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2308313860"/>
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        <balance>1050000.00000000</balance>
        <units>PA</units>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>TULLOW OIL PLC</name>
        <lei>2138003EYHWO75RKS857</lei>
        <title>TULLOW OIL PLC 7% 03/01/2025 144A</title>
        <cusip>899415AE3</cusip>
        <identifiers>
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        <balance>470000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 07/01/2047#BH3707</title>
        <cusip>3140GSDM1</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>MARKS and SPENCER PLC</name>
        <lei>213800CN1RI3UCIZWB95</lei>
        <title>MARKS and SPENCER PLC 3.75% 05/19/2026 REGS</title>
        <cusip>N/A</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 6.50% 10/34 #605721</title>
        <cusip>36200N4E8</cusip>
        <identifiers>
          <isin value="US36200N4E81"/>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 4/40 #723739</title>
        <cusip>3620AABG2</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 04/40#V81744</title>
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          <couponKind>Fixed</couponKind>
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        <name>VISTRA OPERATIONS CO LLC</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
        <title>VISTRA OPERATIONS CO LLC 5.5% 09/01/2026 144A</title>
        <cusip>92840VAA0</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ROBLOX CORP</name>
        <lei>N/A</lei>
        <title>ROBLOX CORP 3.875% 05/01/2030 144A</title>
        <cusip>771049AA1</cusip>
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          <isin value="US771049AA15"/>
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        <curCd>USD</curCd>
        <valUSD>4793269.99000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03875000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>UNICREDIT SPA</name>
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        <name>BOSTON PPTY LTD PARTNERSHIP</name>
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      <invstOrSec>
        <name>BBCMS MTG TR 2022-C17</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>TRANSDIGM INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>EL SALVADOR REPUBLIC OF</name>
        <lei>529900AKDMUSFSDOM949</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>JP MORGAN CHASE COML MTG SECS TR 2012-CIBX</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>NRG ENERGY INC</name>
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        <name>DRYDEN SENIOR LOAN FUND 2018</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BRANDYWINE OPER PARTNERSHIP LP</name>
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        <name>JDE PEETS BV</name>
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        <name>TELEFONICA CELULAR DEL PARAGUAY SA</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BENCHMARK 2020-B21 MTG TR</name>
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        <name>Standard Industries Inc/NJ</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>BAMLL COML MTG SECS TR 2019</name>
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        <issuerCat>CORP</issuerCat>
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      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TRICON RESIDENTIAL 2021-SFR1 TR</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ROYAL CARIBBEAN CRUISES LTD</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
        <title>FNR 2013-133 IB 3% 04/32</title>
        <cusip>3136AHQ94</cusip>
        <identifiers>
          <isin value="US3136AHQ948"/>
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        <balance>185523.82780000</balance>
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        <curCd>USD</curCd>
        <valUSD>4369.42000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2032-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31402XZC3</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <invCountry>US</invCountry>
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        <name>NOSTRUM OIL and GAS PLC</name>
        <lei>2138007VWEP4MM3J8B29</lei>
        <title>NOSTRUM OIL and GAS PLC WT</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>UBS GROUP AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS GROUP AG 4.282% 01/09/2028 144A</title>
        <cusip>225401AC2</cusip>
        <identifiers>
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        <balance>6700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6267608.06000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04282000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 2.5% 01/01/2028#FS3867</title>
        <cusip>3140XKJM3</cusip>
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        <balance>9044325.16700000</balance>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 6% 09/01/2033#</title>
        <cusip>31283HX75</cusip>
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        <curCd>USD</curCd>
        <valUSD>58632.02000000</valUSD>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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      <invstOrSec>
        <name>BANK 2023-BNK45</name>
        <lei>N/A</lei>
        <title>BANK 2023-BNK45 CSTR 02/15/2056</title>
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          <isin value="US06541BCC00"/>
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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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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 8/28 #482687</title>
        <cusip>36209VF41</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 10/29 #520559</title>
        <cusip>31384DJC7</cusip>
        <identifiers>
          <isin value="US31384DJC74"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER</name>
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        <title>PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 7.5% 06/01/2025 144A</title>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <isin value="US36176W2N02"/>
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        <valUSD>104373.82000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 1.5% 08/01/2051#QC6742</title>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>PETROLEOS DE VENEZUELA SA</name>
        <lei>549300YWR8TN1OFD4P06</lei>
        <title>PETROLEOS DE VENEZUELA SA 12.75% 12/31/2049 144A</title>
        <cusip>716558AC5</cusip>
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          <isin value="US716558AC52"/>
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        <balance>172000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10094.36000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 7/24 #388655</title>
        <cusip>36205EWQ5</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>73.00000000</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>
          <annualizedRt>0.07500000</annualizedRt>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132JBF81</cusip>
        <identifiers>
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        <balance>146082.63630000</balance>
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        <curCd>USD</curCd>
        <valUSD>138415.21000000</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>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 6.00% 5/32 #643194</title>
        <cusip>31390DRP1</cusip>
        <identifiers>
          <isin value="US31390DRP14"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNITED PF HOLDINGS LLC</name>
        <lei>2549002AF6PASVP2G486</lei>
        <title>UNITED PLANET FITNESS TERM B 1LN 12/30/2026</title>
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        <identifiers>
          <isin value="US91132UAK97"/>
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        <curCd>USD</curCd>
        <valUSD>640634.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.14130730</annualizedRt>
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      <invstOrSec>
        <name>BBCMS MTG TR 2023-C19</name>
        <lei>N/A</lei>
        <title>BBCMS MTG TR 2023-C19 C CSTR 04/15/2056</title>
        <cusip>05553RAJ9</cusip>
        <identifiers>
          <isin value="US05553RAJ95"/>
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        <balance>1159000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 6.50% 5/27 #256738</title>
        <cusip>31371NEK7</cusip>
        <identifiers>
          <isin value="US31371NEK72"/>
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        <balance>7250.27940000</balance>
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        <curCd>USD</curCd>
        <valUSD>7273.18000000</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>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 04/01/2039#AO3525</title>
        <cusip>3138LT4K1</cusip>
        <identifiers>
          <isin value="US3138LT4K18"/>
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        <balance>94383.78830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91743.62000000</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>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>CCO HLDGS LLC/CCO HLDGS CAP CORP</name>
        <lei>N/A</lei>
        <title>CCO HLDGS LLC/CAP CORP 4.75% 02/01/2032 144A</title>
        <cusip>1248EPCQ4</cusip>
        <identifiers>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>248250.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IPALCO ENTERPRISES INC</name>
        <lei>5493000YFVK2DZX0JV43</lei>
        <title>IPALCO ENTERPRISES INC 3.7% 09/01/2024</title>
        <cusip>462613AM2</cusip>
        <identifiers>
          <isin value="US462613AM21"/>
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        <balance>6665000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6485396.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 7/28 #416921</title>
        <cusip>31379ED20</cusip>
        <identifiers>
          <isin value="US31379ED205"/>
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        <balance>86.81440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89.31000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 3.5% 12/15/2041#778657</title>
        <cusip>36176WZW4</cusip>
        <identifiers>
          <isin value="US36176WZW45"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 3.0% 08/20/2043#MA1520</title>
        <cusip>36179NVM7</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II 3.5% 06/46#AS7008</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 4/40 #723743</title>
        <cusip>3620AABL1</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>27764.53000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 6.50% 2/27 #256628</title>
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        <identifiers>
          <isin value="US31371NA548"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4012.78000000</valUSD>
        <pctVal>0.000012651429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DUQUESNE LIGHT HLDGS INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>SEAGATE HDD CAYMAN</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GGAM FINANCE LTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>BROWN BROTHERS HARRIMAN and CO.</name>
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        <name>FORD MOTOR CREDIT CO LLC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>INDEPENDENCE PLAZA TR 2018-INDP</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>AEROPUERTO INTERNACIONAL DE TOCUMEN SA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <name>ALTICE FING SA</name>
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        <name>KOBE US MIDCO 2 INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CITIGROUP INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FORD MOTOR CREDIT CO LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>COMMSCOPE INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BX COML MTG TR 2021-MC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>TULLOW OIL PLC</name>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>UKRAINE GOVERNMENT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>ALTRIA GROUP INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR CREDIT CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MTR CR CO LLC 4.063% 11/01/2024</title>
        <cusip>345397ZX4</cusip>
        <identifiers>
          <isin value="US345397ZX44"/>
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        <balance>77591000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75177275.89000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04063000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3% 08/01/2042#Q10217</title>
        <cusip>3132HLG23</cusip>
        <identifiers>
          <isin value="US3132HLG234"/>
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        <balance>23458.82720000</balance>
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        <curCd>USD</curCd>
        <valUSD>21018.59000000</valUSD>
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        <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>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>RAND PARENT LLC</name>
        <lei>N/A</lei>
        <title>RAND PARENT LLC 8.5% 02/15/2030 144A</title>
        <cusip>753272AA1</cusip>
        <identifiers>
          <isin value="US753272AA11"/>
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        <balance>8890000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8463336.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/32 #582105</title>
        <cusip>36201FU62</cusip>
        <identifiers>
          <isin value="US36201FU629"/>
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        <balance>1390.59400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1433.29000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDEN ENTERTAINMENT INC</name>
        <lei>549300P8YYCKQVJ0Y638</lei>
        <title>GOLDEN ENTERTAINMENT INC 7.625% 04/15/2026 144A</title>
        <cusip>381013AA9</cusip>
        <identifiers>
          <isin value="US381013AA98"/>
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        <balance>3736000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3707980.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07625000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TEVA PHARMACEUTICAL FIN NETH III B V</name>
        <lei>5493004T21MOAFINJP35</lei>
        <title>TEVA PHARMACEUTICAL FIN NETH III B V 7.875% 09/15/2029</title>
        <cusip>88167AAS0</cusip>
        <identifiers>
          <isin value="US88167AAS06"/>
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        <balance>2120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2208323.44000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07875000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SYSCO CORP</name>
        <lei>5RGWIFLMGH3YS7KWI652</lei>
        <title>SYSCO CORP 5.95% 04/01/2030</title>
        <cusip>871829BL0</cusip>
        <identifiers>
          <isin value="US871829BL07"/>
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        <balance>8801000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9114890.39000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05950000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CCO HLDGS LLC/CCO HLDGS CAP CORP</name>
        <lei>N/A</lei>
        <title>CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A</title>
        <cusip>1248EPCK7</cusip>
        <identifiers>
          <isin value="US1248EPCK74"/>
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        <balance>7995000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6558170.58000000</valUSD>
        <pctVal>0.020676497520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</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>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4.0% 11/20/2044#MA2372</title>
        <cusip>36179QT50</cusip>
        <identifiers>
          <isin value="US36179QT501"/>
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        <balance>454760.74180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>433238.55000000</valUSD>
        <pctVal>0.001365907717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 2/40 #711174</title>
        <cusip>36297GCK4</cusip>
        <identifiers>
          <isin value="US36297GCK40"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31341.02000000</valUSD>
        <pctVal>0.000098811477</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 8/25 #319563</title>
        <cusip>31374N5Y4</cusip>
        <identifiers>
          <isin value="US31374N5Y43"/>
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        <balance>154.29510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>158.73000000</valUSD>
        <pctVal>0.000000500441</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.07000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 20YR 7.00% 11/26 #C91010</title>
        <cusip>3128P7DP5</cusip>
        <identifiers>
          <isin value="US3128P7DP59"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>911.41000000</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>0.07000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2% 04/01/2052#RA7142</title>
        <cusip>3133KN5B5</cusip>
        <identifiers>
          <isin value="US3133KN5B55"/>
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        <curCd>USD</curCd>
        <valUSD>3490893.44000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 8/27 #446830</title>
        <cusip>36208CLK1</cusip>
        <identifiers>
          <isin value="US36208CLK17"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>638.70000000</valUSD>
        <pctVal>0.000002013683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SM ENERGY CO</name>
        <lei>84BUTVXV5ODI6BXNMH43</lei>
        <title>SM ENERGY CO 5.625% 06/01/2025</title>
        <cusip>78454LAL4</cusip>
        <identifiers>
          <isin value="US78454LAL45"/>
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        <balance>1645000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1620111.15000000</valUSD>
        <pctVal>0.005107861067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COVANTA HLDG CORP</name>
        <lei>40XIFLS8XDQGGHGPGC04</lei>
        <title>COVANTA HLDG CORP 4.875% 12/01/2029 144A</title>
        <cusip>22303XAA3</cusip>
        <identifiers>
          <isin value="US22303XAA37"/>
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        <balance>2575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2214500.00000000</valUSD>
        <pctVal>0.006981840926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</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>LABL INC</name>
        <lei>5493004FUZN8R6Y3VB98</lei>
        <title>LABL INC 9.5% 11/01/2028 144A</title>
        <cusip>50168QAE5</cusip>
        <identifiers>
          <isin value="US50168QAE52"/>
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        <balance>385000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>396268.97000000</valUSD>
        <pctVal>0.001249350604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.09500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US17323AAD37"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140QFD55</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VERITAS US INC</name>
        <lei>549300RFUWCPWS8FQ104</lei>
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        <identifiers>
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        <curCd>USD</curCd>
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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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>J P MORGAN CHASE COML MTG SECS TR 2013-C10</name>
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        <title>JP MORGAN CHASE COML MTG SECS TR 2013-C10 D CSTR 06/05/2039 144A</title>
        <cusip>46651EAL8</cusip>
        <identifiers>
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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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        <securityLending>
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      <invstOrSec>
        <name>ENEL SPA</name>
        <lei>WOCMU6HCI0OJWNPRZS33</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1713463559"/>
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        <units>PA</units>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2199-12-31</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>EQM MIDSTREAM PARTNERS LP</name>
        <lei>549300NELT611CL6XM83</lei>
        <title>EQM MIDSTREAM PARTNERS LP 4% 08/01/2024</title>
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        <identifiers>
          <isin value="US26885BAA89"/>
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        <balance>2515000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2453307.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4.0% 06/15/2043#AD5663</title>
        <cusip>36180HJG4</cusip>
        <identifiers>
          <isin value="US36180HJG48"/>
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        <balance>11666.19540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11061.85000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 8/31 #253895</title>
        <cusip>31371J7G3</cusip>
        <identifiers>
          <isin value="US31371J7G39"/>
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        <balance>123.60430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>128.21000000</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>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 10/27 #451506</title>
        <cusip>36208HR32</cusip>
        <identifiers>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112.47000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.5% 07/01/2040#C03486</title>
        <cusip>31292K2T3</cusip>
        <identifiers>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>GCM MINING CORP</name>
        <lei>5493001GJ5TILX6L1F82</lei>
        <title>GCM MINING CORP 6.875% 08/09/2026 144A</title>
        <cusip>38501DAR6</cusip>
        <identifiers>
          <isin value="US38501DAR61"/>
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        <balance>1890000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1503731.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06875000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NORDSTROM INC</name>
        <lei>549300S3IZB5P35KNV16</lei>
        <title>NORDSTROM INC 4.375% 04/01/2030</title>
        <cusip>655664AT7</cusip>
        <identifiers>
          <isin value="US655664AT70"/>
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        <balance>1505000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1202457.38000000</valUSD>
        <pctVal>0.003791088800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04375000</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.0% 10/01/2043#Q22677</title>
        <cusip>3132JP6N7</cusip>
        <identifiers>
          <isin value="US3132JP6N75"/>
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        <balance>81572.90160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77346.28000000</valUSD>
        <pctVal>0.000243856140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.5% 07/01/2043#AU1335</title>
        <cusip>3138X0PV4</cusip>
        <identifiers>
          <isin value="US3138X0PV40"/>
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        <balance>79574.33460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72919.83000000</valUSD>
        <pctVal>0.000229900498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>COREBRIDGE FINANCIAL INC</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140QMP81</cusip>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ACRISURE LLC / ACRISURE FINANCE INC</name>
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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>MOODYS CORP</name>
        <lei>549300GCEDD8YCF5WU84</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>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MFA 2022-RPL1 TR</name>
        <lei>N/A</lei>
        <title>MFA 2022-RPL1 TR 3.3% 08/25/2061 144A</title>
        <cusip>55285TAA4</cusip>
        <identifiers>
          <isin value="US55285TAA43"/>
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        <balance>7935540.71000000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31402NRL4</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 15YR 2% 08/01/2035#RC1535</title>
        <cusip>3133L7V46</cusip>
        <identifiers>
          <isin value="US3133L7V464"/>
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        <balance>2128289.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1881488.06000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <cusip>38375BMB5</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>403299.68000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.5% 11/01/2046#BC9014</title>
        <cusip>3140F5AQ6</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>TAH 2017</name>
        <lei>N/A</lei>
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          <isin value="US89613FAF53"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>VIRGIN MEDIA BRISTOL LLC</name>
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        <title>VIRGIN MEDIA TERM Y 1LN 03/06/2031</title>
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        <identifiers>
          <isin value="XAG9368PBH64"/>
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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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        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
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        <title>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.875% 08/14/2024</title>
        <cusip>00774MAM7</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>DBJPM 2020-C9</name>
        <lei>N/A</lei>
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          <isin value="US233063BS40"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4% 11/01/2040#AE8185</title>
        <cusip>31419KCX1</cusip>
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          <isin value="US31419KCX19"/>
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        <curCd>USD</curCd>
        <valUSD>37394.63000000</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>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 6.00% 8/35 #735744</title>
        <cusip>31402RLZ0</cusip>
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          <isin value="US31402RLZ00"/>
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        <balance>3879.26330000</balance>
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        <curCd>USD</curCd>
        <valUSD>3970.62000000</valUSD>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>REGAL REXNORD CORP</name>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
        <valUSD>118.14000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>AIT WORLDWIDE LOGISTICS HOLDINGS INC</name>
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        <cusip>00145AAB9</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <curCd>USD</curCd>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>DISCOVER CARD EXECUTION NT TR</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FANNIE MAE</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <identifiers>
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        <balance>9723566.71000000</balance>
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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>HOLLY EN PART LP/ HOL FIN CORP</name>
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        <identifiers>
          <isin value="US435765AH53"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>DLLAA 2023-1A</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US23292HAB78"/>
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        <balance>6810000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6815483.41000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.50% 8/33 #737369</title>
        <cusip>31402TFJ9</cusip>
        <identifiers>
          <isin value="US31402TFJ97"/>
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        <balance>36979.82580000</balance>
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        <valUSD>35984.87000000</valUSD>
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        <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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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4% 12/01/2045#G61829</title>
        <cusip>31335CA61</cusip>
        <identifiers>
          <isin value="US31335CA611"/>
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        <curCd>USD</curCd>
        <valUSD>544068.03000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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        <name>COSTA RICA REPUBLIC OF</name>
        <lei>549300S1EK2VN6XVJP58</lei>
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        <cusip>221597CR6</cusip>
        <identifiers>
          <isin value="US221597CR65"/>
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        <curCd>USD</curCd>
        <valUSD>578415.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>FORD MOTOR CO</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
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          <isin value="US345370BR09"/>
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        <curCd>USD</curCd>
        <valUSD>774019.72000000</valUSD>
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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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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.00% 10/40 #AE4645</title>
        <cusip>31419FET9</cusip>
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          <isin value="US31419FET93"/>
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        <balance>60474.14800000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GS MTG SECS TR 2011-GC5</name>
        <lei>N/A</lei>
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        <cusip>36191YAQ1</cusip>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PANAMA REPUBLIC OF</name>
        <lei>549300SHS4T08CL0LP14</lei>
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        <cusip>698299BR4</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-19</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 3.50% 12/40 #004881</title>
        <cusip>36202FM60</cusip>
        <identifiers>
          <isin value="US36202FM608"/>
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        <balance>1658059.09500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1542707.76000000</valUSD>
        <pctVal>0.004863824870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>HEIMSTADEN AB</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BARCLAYS BANK PLC</name>
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        <name>JP MORGAN CHASE COML MTG SECS TR 2012-CIBX</name>
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        <name>BLACKSTONE PRIVATE CREDIT FUND</name>
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        <name>BAYER US FINANCE II LLC</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>QATAR ST</name>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>Red Planet Borrower LLC</name>
        <lei>254900LGTHBRY5NA0C90</lei>
        <title>LIFTOFF TERM B 1LN 09/30/2028</title>
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      <invstOrSec>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BUILDERS FIRSTSOURCE INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>NAKED JUICE LLC</name>
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        <name>NAGACORP LTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>AEA INTERNATIONAL HOLDINGS LUXEMBOURG SARL</name>
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        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA/FHLG TBA ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
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        <name>REXFORD INDL RLTY INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CT TRUST</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>MED TR 2021-MDLN</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST 2021-VINO</name>
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        <name>POSCO</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>PHILIPPINES REPUBLIC OF</name>
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        <name>ROCKETMTGE C0-ISSUER INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>UST NOTES</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>TOYOTA LEASE OWNER TRUST 2023-A</name>
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        <name>AES CORP</name>
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        <name>MOLINA HEALTHCARE INC</name>
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        <name>FORD MOTOR CREDIT CO LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>UNITED RENTALS NORTH AMER INC</name>
        <lei>NGIZXNT70J2LYT3FBI09</lei>
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        <name>PROGRESS RESIDENTIAL 2023-SFR1 TR</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>LIMETREE BAY TERMINALS LLC</name>
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        <name>ALLY FINANCIAL INC</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>ENTAIN HOLDINGS GIBRALTAR LTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>PROGRESS RESIDENTIAL 2019-SFR3 TR</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>DRYDEN 76 CLO LTD</name>
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        <name>GHANA REPUBLIC OF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>BANCO ESPIRITO SANTO SA</name>
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        <name>GEO GROUP INC/THE</name>
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        <name>PETROLEOS MEXICANOS</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CITIGROUP COML MTG TR 2015-GC33</name>
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        <name>ANGLIAN WATER (OSPREY) FINANCING PLC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>OCCIDENTAL PETROLEUM CORP</name>
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        <name>ENGIE SA</name>
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        <name>BBCMS MTG TR 2023-C19</name>
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        <name>WFRBS COML MTG TR 2011-C4</name>
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        <name>NATIXIS COML MTG SECS TR 2018-FL1</name>
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        <title>NATIXIS COML MTG SECS TR 2018-FL1 WAN2 TSFR1M+386.448 06/15/2035 144A</title>
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        <name>CHG HEALTHCARE SERVICES INC</name>
        <lei>54930016Y1HPAVB9PZ54</lei>
        <title>CHG HEALTHCARE TERM 1LN 09/30/2028</title>
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        <curCd>USD</curCd>
        <valUSD>499375.00000000</valUSD>
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        <assetCat>LON</assetCat>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>SG COML MTG SECS TR 2019-PRES</name>
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        <name>EG AMERICA LLC</name>
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        <name>MEDLINE BORROWER LP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CEDAR FDG XVII CLO LTD</name>
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      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
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      </invstOrSec>
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        <name>ANHEUSER BUSCH INBEV WORLDWIDE INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>INTELSAT JACKSON HLDGS S A</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06500000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 3.5% 06/15/2043#AD5457</title>
        <cusip>36180HB23</cusip>
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          <isin value="US36180HB233"/>
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        <balance>22217.94230000</balance>
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        <curCd>USD</curCd>
        <valUSD>20507.52000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>0.03500000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>BX TRUST 2022-GPA</name>
        <lei>N/A</lei>
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        <cusip>05608UAN8</cusip>
        <identifiers>
          <isin value="US05608UAN81"/>
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        <balance>2549000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2537811.93000000</valUSD>
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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>Variable</couponKind>
          <annualizedRt>0.09371480</annualizedRt>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.50% 9/33 #740221</title>
        <cusip>31402WLA4</cusip>
        <identifiers>
          <isin value="US31402WLA44"/>
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        <balance>48124.33900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46850.03000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP</name>
        <lei>N/A</lei>
        <title>TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A</title>
        <cusip>87470LAJ0</cusip>
        <identifiers>
          <isin value="US87470LAJ08"/>
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        <balance>14120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12631668.83000000</valUSD>
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        <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>0.06000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>CORPOARATE OFFICE PPTYS LP</name>
        <lei>H0TWO5VRNEP6CQAWPX27</lei>
        <title>CORPORATE OFFICE PPTYS LP 2.75% 04/15/2031</title>
        <cusip>22003BAM8</cusip>
        <identifiers>
          <isin value="US22003BAM81"/>
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        <balance>6131000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4725366.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/32 #582151</title>
        <cusip>36201FWL7</cusip>
        <identifiers>
          <isin value="US36201FWL74"/>
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        <balance>829.71030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>853.00000000</valUSD>
        <pctVal>0.000002689325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 9/36 #782939</title>
        <cusip>36241LHQ2</cusip>
        <identifiers>
          <isin value="US36241LHQ23"/>
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        <balance>13588.73470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13440.08000000</valUSD>
        <pctVal>0.000042373673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>FX Forward: USD/GBP settle 2023-09-15</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="5824151"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>11091.50000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>NATURA COSMETICOS SA</name>
        <lei>N/A</lei>
        <title>NATURA COSMETICOS SA 4.125% 05/03/2028 144A</title>
        <cusip>63883KAB1</cusip>
        <identifiers>
          <isin value="US63883KAB17"/>
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        <balance>510000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>443419.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.00% 11/41 #AJ5385</title>
        <cusip>3138AW6X6</cusip>
        <identifiers>
          <isin value="US3138AW6X67"/>
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        <balance>352816.90030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>334414.04000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.50% 12/40 #AE8843</title>
        <cusip>31419KZH1</cusip>
        <identifiers>
          <isin value="US31419KZH12"/>
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        <balance>9376.12710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9116.30000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 5.0% 05/01/2041#Q00557</title>
        <cusip>3132GDTN2</cusip>
        <identifiers>
          <isin value="US3132GDTN20"/>
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        <balance>9722.70800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9728.02000000</valUSD>
        <pctVal>0.000030670349</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2041-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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      <invstOrSec>
        <name>NATWEST GROUP PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>NATWEST GRP PLC(UNGTD) 3.619%/VAR 03/29/2029 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2449910921"/>
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        <balance>2995000.00000000</balance>
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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>COSTA RICA REPUBLIC OF</name>
        <lei>549300S1EK2VN6XVJP58</lei>
        <title>COSTA RICA REPUBLIC OF 5.625% 04/30/2043 144A</title>
        <cusip>221597BT3</cusip>
        <identifiers>
          <isin value="US221597BT31"/>
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        <balance>680000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>589294.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05625000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
        <title>FNR 2006-12 BO 0% 10/35</title>
        <cusip>31394VS43</cusip>
        <identifiers>
          <isin value="US31394VS438"/>
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        <balance>114464.71490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97776.06000000</valUSD>
        <pctVal>0.000308266831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>VENTAS RLTY LTD PARTNERSHIP</name>
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        <name>APX GROUP INC</name>
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        <name>GS MTG SECS TR 2021</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GENM CAPITAL LABUAN LTD</name>
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        <name>GGAM FINANCE LTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>DRYDEN 58 CLO LTD / DRYDEN 58 CLO LLC</name>
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        <name>HCA INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>LIFE 2021-BMR MTG TR</name>
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        <name>NOVA CHEMICALS CORP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>LCPR LOAN FINANCING LLC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>DT MIDSTREAM INC</name>
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        <name>BOEING CO</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 8/31 #468593</title>
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        <name>VOYA CLO 2020-3 LTD / VOYA CLO 2020-3 LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>AVOLON HOLDINGS FUNDING LTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>EXTENDED STAY AMER TR 2021-ESH</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GS MTG SECS TR 2016-GS2</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>INVITATION HOMES OPERATING PARTNERSHIP LP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>AOT PACKAGING PRODUCTS ACQUISITIONCO LLC</name>
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        <name>FAIR ISAAC CORPORATION</name>
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        <name>UNITED STATES TREASURY BOND</name>
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        <issuerCat>UST</issuerCat>
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        <name>AIR CANADA INC</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>SPECIALTY BUILDING PRODUCTS HOLDINGS LLC</name>
        <lei>549300ICFD46O3KMJC06</lei>
        <title>SPECIALTY BUILDING TERM B 1LN 10/15/2028</title>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140N4R58</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TRIVIUM PACKAGING FINANCE BV</name>
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        <cusip>89686QAB2</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HEALTHCARE TRUST OF AMERICA HOLDINGS LP</name>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AIMCO CLO 11 LTD</name>
        <lei>549300VLRW0CEQ83RF89</lei>
        <title>AIMCO CLO 11 LTD TSFR3M+139.161 10/17/2034 144A</title>
        <cusip>00140NAN0</cusip>
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          <isin value="US00140NAN03"/>
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        <curCd>USD</curCd>
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        <invCountry>KY</invCountry>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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          <couponKind>Fixed</couponKind>
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        <name>SAUDI ARABIA KINGDOM OF</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>SA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>VTR COMUNICACIONES SPA</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA/FHLG TBA ISSUER</name>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36208WNF6</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST 2019-IMC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>IVORY COAST (COTE D'IVOIRE)</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4% 04/01/2042#AK9692</title>
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        <name>CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC</name>
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        <cusip>12657QAB9</cusip>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>MHC COML MTG TR 2021-MHC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <identifiers>
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        <fairValLevel>2</fairValLevel>
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        <name>MSCI INC</name>
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      <invstOrSec>
        <name>CCO HLDGS LLC/CCO HLDGS CAP CORP</name>
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      <invstOrSec>
        <name>COLOMBIA TELECOMUNICACIONES S A ESP</name>
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        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BRIXMOR OPERATING PARTNERSHIP LP</name>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31418EBE9</cusip>
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        <curCd>USD</curCd>
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        <name>JORDAN KINGDOM OF</name>
        <lei>5493000JZ4MYPVMBVN50</lei>
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        <cusip>41809JAA3</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MILOS CLO LTD</name>
        <lei>254900GFWI4EEB8IJS18</lei>
        <title>MILOS CLO LTD TSFR3M+133.161 10/20/2030 144A</title>
        <cusip>60162PAE2</cusip>
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          <isin value="US60162PAE25"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ARM 5.48% 6/47 #939994</title>
        <cusip>31413AXX6</cusip>
        <identifiers>
          <isin value="US31413AXX61"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <cusip>3133KRFA7</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36202FKN5</cusip>
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          <isin value="US36202FKN59"/>
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        <issuerCat>USGA</issuerCat>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.50% 11/39 #AC5442</title>
        <cusip>31417SBL3</cusip>
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          <isin value="US31417SBL34"/>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>OPG TR 2021-PORT</name>
        <lei>N/A</lei>
        <title>OPG TR 2021-PORT G TSFR1M+251.248 10/15/2036 144A</title>
        <cusip>67118AAS4</cusip>
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          <isin value="US67118AAS42"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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        <name>GS MTG SECS CORP TR 2023-SHIP</name>
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        <title>GS MTG SECS CORP TR 2023-SHIP CSTR 09/15/2038 144A</title>
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          <isin value="US36270GAG64"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.5% 01/01/2046#BC6383</title>
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          <isin value="US3140F2CV04"/>
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        <curCd>USD</curCd>
        <valUSD>33308.25000000</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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 7/26 #256384</title>
        <cusip>31371MXM4</cusip>
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          <isin value="US31371MXM45"/>
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        <balance>790.87150000</balance>
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        <curCd>USD</curCd>
        <valUSD>792.81000000</valUSD>
        <pctVal>0.000002499558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MSJP 2015-HAUL</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>SURGERY CENTER HLDGS INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SOUTHERN WTR SERVICES FIN LTD</name>
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        <name>WESTERN GAS PARTNERS LP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>QATAR PETROLEUM</name>
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        <name>T-MOBILE USA INC</name>
        <lei>549300V2JRLO5DIFGE82</lei>
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        <name>WFRBS COML MTG TR 2014-LC14</name>
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        <name>WELLS FARGO COML MTG TR 2017-RB1</name>
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        <cusip>95000TAC0</cusip>
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        <name>DUQUESNE LIGHT HLDGS INC</name>
        <lei>4CUJ1D8WDXK9X7QI6B93</lei>
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        <name>CEMEX SAB DE CV</name>
        <lei>549300RIG2CXWN6IV731</lei>
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        <invCountry>MX</invCountry>
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        <name>BARINGS CLO LTD 2020-IV</name>
        <lei>549300Q89L7I93JSRH83</lei>
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        <invCountry>KY</invCountry>
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        <name>KNS ACQUISITIONS INC</name>
        <lei>984500B138MS5CF9RB14</lei>
        <title>NUTRISYSTEM TERM B 1LN 04/21/2027</title>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 15YR 2.5% 05/01/2033#G18687</title>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 12/39 #710513</title>
        <cusip>36297FK27</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2% 12/01/2051#CB2346</title>
        <cusip>3140QMTC8</cusip>
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        <curCd>USD</curCd>
        <valUSD>3139971.73000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>INVESCO CLO LTD</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UST NOTES</name>
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      <invstOrSec>
        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
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        <name>SWEETWATER BORROWER LLC</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>JPMCC 2019</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>JPMORGAN SECURITIES LLC</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 6/39 #713471</title>
        <cusip>36297JT46</cusip>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 05/01/2045#Q33801</title>
        <cusip>3132QQGK2</cusip>
        <identifiers>
          <isin value="US3132QQGK21"/>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>TRANSOCEAN INC</name>
        <lei>DOL4HJ22ADYSIWES4H94</lei>
        <title>TRANSOCEAN INC 7.5% 01/15/2026 144A</title>
        <cusip>893830BF5</cusip>
        <identifiers>
          <isin value="US893830BF55"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 5% 12/01/2035#</title>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 7/34 #781765</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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          <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>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
        <title>FEDERAL NAT MTG ASN GTD REM PA 2012-149 GA 1.75% 06/25/2042</title>
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        <identifiers>
          <isin value="US3136AA2T18"/>
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        <balance>1557500.76580000</balance>
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        <curCd>USD</curCd>
        <valUSD>1395373.35000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
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      <invstOrSec>
        <name>MAGNETITE XXIX LTD / MAGNETITE XXIX LLC</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FRONTIER COMMUNICATIONS HOLDINGS LLC</name>
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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>HOWARD HUGHES CORP</name>
        <lei>549300BVHY25JZC1KI49</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 2802 OB 6% 5/34</title>
        <cusip>31394YPA6</cusip>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BANK 2018-BNK13</name>
        <lei>549300664283JRAXM588</lei>
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        <identifiers>
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        <balance>3700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3452283.89000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 6.00% 10/35 #745000</title>
        <cusip>31403CUZ2</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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        <name>APPLIED SYS INC</name>
        <lei>549300NSKGF0SY5SWQ62</lei>
        <title>APPLIED SYSTEMS TERM B 1LN 09/19/2026</title>
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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>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <name>THE BANK OF NOVA SCOTIA</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BANK NOVA SCOTIA BC 4.9/VAR PERP</title>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>NOVA CHEMICALS CORP</name>
        <lei>549300ZOD6N7RI2FJP09</lei>
        <title>NOVA CHEMICALS CORP 4.875% 06/01/2024 144A</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 8/41 #748183</title>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 6.50% 3/35 #637122</title>
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        <curCd>USD</curCd>
        <valUSD>833.64000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>ESSEX PORTFOLIO LP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>TELECOM ITALIA CAP</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2% 11/01/2050#CA7616</title>
        <cusip>3140QFPA1</cusip>
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        <name>PLAINS ALL AM PIPELN/PAA FIN C</name>
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        <identifiers>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/29 #495896</title>
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        <curCd>USD</curCd>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140QCS56</cusip>
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        <name>QATAR ST</name>
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        <title>QATAR ST 4% 03/14/2029 144A</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>QA</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>BANK 2018-BNK10</name>
        <lei>N/A</lei>
        <title>BANK 2018-BNK10 VAR 02/15/2061</title>
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          <isin value="US065404BE40"/>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 12/32 #254613</title>
        <cusip>31371KYJ4</cusip>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP</name>
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        <title>TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A</title>
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          <couponKind>Fixed</couponKind>
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        <name>TRAVIS PERKINS PLC</name>
        <lei>2138001I27OUBAF22K83</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 3/32 #254240</title>
        <cusip>31371KLV1</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>DP WORLD CRESCENT LTD</name>
        <lei>21380096JRTWB8TL9236</lei>
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        <curCd>USD</curCd>
        <valUSD>756580.80000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GHANA REPUBLIC OF</name>
        <lei>213800PP4399SNNXZ126</lei>
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        <identifiers>
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        <issuerCat>NUSS</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DISCOVER FINANCIAL SVS</name>
        <lei>Z1YLO2USPORE63VVUL20</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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        <name>ING GROEP NV</name>
        <lei>549300NYKK9MWM7GGW15</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2624977554"/>
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        <balance>8000000.00000000</balance>
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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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/26 #429349</title>
        <cusip>36207D5J1</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>KREDITANSTALT FUR WIEDERAUFB</name>
        <lei>549300GDPG70E3MBBU98</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000A289RK2"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 11/31 #554210</title>
        <cusip>36213GVB4</cusip>
        <identifiers>
          <isin value="US36213GVB49"/>
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        <curCd>USD</curCd>
        <valUSD>97.96000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.00% 8/39 #AC2519</title>
        <cusip>31417LYR0</cusip>
        <identifiers>
          <isin value="US31417LYR04"/>
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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>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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        <name>CHILE REPUBLIC OF</name>
        <lei>549300FLZTJM5YJF8D34</lei>
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        <identifiers>
          <isin value="US168863DP09"/>
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        <curCd>USD</curCd>
        <valUSD>2975429.55000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC</name>
        <lei>549300ITBBGKJ651R879</lei>
        <title>ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A</title>
        <cusip>04916WAA2</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2% 10/01/2051#CB1799</title>
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        <curCd>USD</curCd>
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        <name>UNIVERSAL MUSIC GROUP NV</name>
        <lei>724500GJBUL3D9TW9Y18</lei>
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        <issuerCat>CORP</issuerCat>
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        <name>EMERA US FINANCE LP</name>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>CITY FOOTBALL GROUP LTD</name>
        <lei>213800K6VVWALRH9UJ69</lei>
        <title>CITY FOOTBALL GROUP TERM B 1LN 07/21/2028</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>CAMEROON REPUBLIC OF</name>
        <lei>54930021BO6NHYGBBV24</lei>
        <title>CAMEROON REPUBLIC OF 9.5% 11/19/2025 144A</title>
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        <curCd>USD</curCd>
        <valUSD>1137425.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TENET HEALTHCARE CORP</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
        <title>TENET HEALTHCARE CORP 6.125% 06/15/2030</title>
        <cusip>88033GDQ0</cusip>
        <identifiers>
          <isin value="US88033GDQ01"/>
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        <curCd>USD</curCd>
        <valUSD>4089136.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>NOVAE LLC</name>
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        <name>SASOL FING USA LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SEG HLD LLC/SEG FIN CORP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <title>FNMA 4.00% 9/41 #AJ4287</title>
        <cusip>3138AVXR1</cusip>
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        <name>STORE CAPITAL CORP</name>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 5% 03/01/2033#AB0066</title>
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        <curCd>USD</curCd>
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        <name>OCEANVIEW TRUST 2021-EB01</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>ACADEMY LTD</name>
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        <name>BX 2021-LBA</name>
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        <issuerCat>CORP</issuerCat>
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        <name>GOLDMAN SACHS GROUP INC (THE)</name>
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        <curCd>USD</curCd>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>UST NOTES</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>OCP SA</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>CENTENE CORP DEL</name>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC</name>
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        <issuerCat>CORP</issuerCat>
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        <name>CENTRAL PARENT LLC / CDK GLO</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>MEDLINE BORROWER LP</name>
        <lei>N/A</lei>
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        <name>BCP RENAISSANCE PARENT LLC</name>
        <lei>549300GVXMQFQZDSJR97</lei>
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        <assetCat>LON</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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        <name>ALIXPARTNERS LLP</name>
        <lei>5493005G2MHUFTGARL57</lei>
        <title>ALIXPARTNERS TERM B 1LN 02/04/2028</title>
        <cusip>01642PBB1</cusip>
        <identifiers>
          <isin value="US01642PBB13"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>ACNR HOLDINGS INC</name>
        <lei>N/A</lei>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HARBOURVEST PARTNERS LP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>CSMC 2018-SITE</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>SPRINT CORP</name>
        <lei>549300ZTTY7CXOLJ6539</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 8% 01/01/2031#</title>
        <cusip>31298FZT2</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD</name>
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        <cusip>3137BE3R3</cusip>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 5.0% 11/15/2035#782523</title>
        <cusip>36241KYU6</cusip>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 6% 03/01/2029#</title>
        <cusip>31293LSQ8</cusip>
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        <name>ELASTIC NV</name>
        <lei>2549003I48WHHH937I59</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST</name>
        <lei>N/A</lei>
        <title>HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST 4.93% 11/15/2027</title>
        <cusip>437927AC0</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</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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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 20YR 3.5% 05/01/2033#K90513</title>
        <cusip>3132J2SA2</cusip>
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        <balance>97970.73030000</balance>
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        <curCd>USD</curCd>
        <valUSD>93096.50000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-01</maturityDt>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2014-DSTY</name>
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        <name>TOWD PT MTG TR 2022</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>AMERICAN AIRLINES INC</name>
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        <name>WFRBS COML MTG TR 2011-C4</name>
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        <name>CITIGROUP INC</name>
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        <name>SYMPHONY CLO XIX LTD / SYMPHONY CLO XIX LLC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>UNIVISION COMMUNICATIONS INC</name>
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        <title>TELEVISAUNIVISION TERM 1LN 06/24/2029</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>CITIGROUP COML MTG TR 2023-PRM3</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>TENET HEALTHCARE CORP</name>
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        <name>PETROLEOS MEXICANOS</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 12/25 #421411</title>
        <cusip>36206UDQ9</cusip>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 3.50% 7/42 #AA8273</title>
        <cusip>36178GFN9</cusip>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>CENOVUS ENERGY INC</name>
        <lei>549300F4XPHJ7NOSP309</lei>
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        <cusip>15135UAX7</cusip>
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        <valUSD>2575622.55000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ELP COMMERCIAL MORTGAGE TRUST 2021-ELP</name>
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        <title>ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A</title>
        <cusip>26863LAA2</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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        <name>TELEFLEX INC</name>
        <lei>UUL85LWXB4NGSWWXIQ25</lei>
        <title>TELEFLEX INC 4.25% 06/01/2028 144A</title>
        <cusip>879369AG1</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
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        <name>CABLEVISION LIGHTPATH LLC</name>
        <lei>5493002ZVBLRLGES1R71</lei>
        <title>CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A</title>
        <cusip>12687GAA7</cusip>
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          <isin value="US12687GAA76"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 20YR 7.00% 2/27 #D97194</title>
        <cusip>3128E37F5</cusip>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 8/28 #323297</title>
        <cusip>31374TDA4</cusip>
        <identifiers>
          <isin value="US31374TDA43"/>
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        <curCd>USD</curCd>
        <valUSD>56.88000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2011-94 SA TSFR1M+598.552 07/41</title>
        <cusip>38377WN83</cusip>
        <identifiers>
          <isin value="US38377WN831"/>
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        <curCd>USD</curCd>
        <valUSD>19694.88000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.00671540</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 8/25 #303450</title>
        <cusip>31373UBT3</cusip>
        <identifiers>
          <isin value="US31373UBT34"/>
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        <balance>613.81430000</balance>
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        <curCd>USD</curCd>
        <valUSD>631.45000000</valUSD>
        <pctVal>0.000001990825</pctVal>
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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>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>DAVE and BUSTERS INC</name>
        <lei>549300JAVWTAY1FT5Z45</lei>
        <title>DAVE and BUSTER'S TERM B 1LN 06/29/2029</title>
        <cusip>23833EAW4</cusip>
        <identifiers>
          <isin value="US23833EAW49"/>
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        <balance>2995487.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2994738.63000000</valUSD>
        <pctVal>0.009441765062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.09187500</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>PROGRESS RESIDENTIAL 2022-SFR5</name>
        <lei>N/A</lei>
        <title>PROGRESS RESIDENTIAL 2022-SFR5 6.863% 06/17/2039 144A</title>
        <cusip>74332YAL3</cusip>
        <identifiers>
          <isin value="US74332YAL39"/>
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        <balance>1544000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1489377.45000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOUTH AFRICA REPUBLIC OF</name>
        <lei>378900AAFB4F17004C49</lei>
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        <cusip>836205BC7</cusip>
        <identifiers>
          <isin value="US836205BC70"/>
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        <balance>1065000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>940480.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3128MJCD0</cusip>
        <identifiers>
          <isin value="US3128MJCD07"/>
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        <balance>56531.05120000</balance>
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        <curCd>USD</curCd>
        <valUSD>56227.21000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SREIT TR 2021-PALM</name>
        <lei>N/A</lei>
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        <cusip>85237AAN3</cusip>
        <identifiers>
          <isin value="US85237AAN37"/>
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        <balance>798000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>756091.91000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-10-15</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>HIGHTOWER HOLDING LLC</name>
        <lei>254900MKOSB7RTMA9K12</lei>
        <title>HIGHTOWER TERM B 1LN 04/21/2028</title>
        <cusip>43117LAG8</cusip>
        <identifiers>
          <isin value="US43117LAG86"/>
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        <balance>1965000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1937155.95000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-21</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>EQM MIDSTREAM PARTNERS LP</name>
        <lei>549300NELT611CL6XM83</lei>
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        <cusip>26885BAL4</cusip>
        <identifiers>
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        <balance>780000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 5% 11/01/2052#BX2072</title>
        <cusip>3140N6JS2</cusip>
        <identifiers>
          <isin value="US3140N6JS28"/>
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        <curCd>USD</curCd>
        <valUSD>87634.98000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>MICROSTRATEGY INC</name>
        <lei>549300WQTWEJUEHXQX21</lei>
        <title>MICROSTRATEGY INC 6.125% 06/15/2028 144A</title>
        <cusip>594972AF8</cusip>
        <identifiers>
          <isin value="US594972AF82"/>
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        <balance>5135000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4596978.83000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CARVANA CO</name>
        <lei>5493003WEAK2PJ5WS063</lei>
        <title>CARVANA CO 5.5% 04/15/2027 144A</title>
        <cusip>146869AF9</cusip>
        <identifiers>
          <isin value="US146869AF95"/>
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        <balance>3025000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 6.00% 10/35 #836456</title>
        <cusip>31407PH92</cusip>
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        <curCd>USD</curCd>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 1.5% 11/01/2050#QB6612</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 5% 01/01/2053#SD2186</title>
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          <isin value="US3132DPNB03"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 8.00% 6/25 #409861</title>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/32 #581935</title>
        <cusip>36201FPU5</cusip>
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        <curCd>USD</curCd>
        <valUSD>750.64000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMGEN INC</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGEN INC 5.25% 03/02/2030</title>
        <cusip>031162DQ0</cusip>
        <identifiers>
          <isin value="US031162DQ06"/>
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        <balance>12184000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12200868.02000000</valUSD>
        <pctVal>0.038466705659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>GS MTG SECS TR 2010-C1</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>HSBC HOLDINGS PLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BROWN BROTHERS HARRIMAN and CO.</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>KINDER MORGAN INC DEL</name>
        <lei>549300WR7IX8XE0TBO16</lei>
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        <name>BX COML MTG TR 2019</name>
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        <name>MATCH GROUP HOLDINGS II LLC</name>
        <lei>N/A</lei>
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        <name>TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA/FHLG TBA ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>CITGO PETROLEUM CORP</name>
        <lei>YX52P86PXMLYDOTUQ225</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>MSWF COML MTG TR 2023-1</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>CSAIL 2019-C16 COML MTG TR</name>
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        <name>BENCHMARK 2018-B7 MTG TR</name>
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        <name>ROCKIES EXPRESS PIPELINE LLC</name>
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        <name>BX TRUST 2017-APPL</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>POST HOLDINGS INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>VISTRA OPERATIONS CO LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>XPO INC</name>
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        <name>FANNIE MAE</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <name>BRASKEM IDESA SAPI</name>
        <lei>YH0V7ZHY352ITDGEYB83</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 6.00% 7/35 #787578</title>
        <cusip>31405E6P5</cusip>
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          <isin value="US31405E6P51"/>
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          <couponKind>Fixed</couponKind>
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        <name>OIL AND GAS HOLDING CO BSCC/THE</name>
        <lei>549300OBH16L6TS6IW50</lei>
        <title>OIL AND GAS HOLDING CO BSCC/THE 8.375% 11/07/2028 144A</title>
        <cusip>67778M2D1</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>BH</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHEMOURS CO</name>
        <lei>549300M1BOLNXL8DOV14</lei>
        <title>CHEMOURS CO 5.375% 05/15/2027</title>
        <cusip>163851AE8</cusip>
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          <isin value="US163851AE83"/>
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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>PHILIPPINES REPUBLIC OF</name>
        <lei>529900RAHBALMYIJ3T08</lei>
        <title>PHILIPPINES REPUBLIC OF 5% 07/17/2033</title>
        <cusip>718286CW5</cusip>
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          <isin value="US718286CW51"/>
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        <curCd>USD</curCd>
        <valUSD>569373.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BX TR 2019-OC11</name>
        <lei>N/A</lei>
        <title>BX TR 2019-OC11 4.075457% 12/09/2041 144A</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/32 #585381</title>
        <cusip>36201KJ23</cusip>
        <identifiers>
          <isin value="US36201KJ234"/>
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        <balance>147.65900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152.42000000</valUSD>
        <pctVal>0.000000480547</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HALLIBURTON CO</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>SABINE PASS LIQUEFACTION LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>RR 7 LTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CEDAR FUNDING LTD 2022</name>
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        <name>JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GLOVES BUYER INC</name>
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          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>EXELON CORP</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>EXELON CORP 4.05% 04/15/2030</title>
        <cusip>30161NAX9</cusip>
        <identifiers>
          <isin value="US30161NAX93"/>
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        <balance>6798000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4.0% 08/15/2040#721759</title>
        <cusip>3620A7ZY4</cusip>
        <identifiers>
          <isin value="US3620A7ZY43"/>
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        <balance>8406.15020000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHILE REPUBLIC OF</name>
        <lei>549300FLZTJM5YJF8D34</lei>
        <title>CHILE REPUBLIC OF 3.1% 01/22/2061</title>
        <cusip>168863DQ8</cusip>
        <identifiers>
          <isin value="US168863DQ81"/>
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        <balance>2425000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>OMNIA PARTNERS LLC</name>
        <lei>549300SMECQREC3K2B56</lei>
        <title>OMNIA PARTNERS TERM 1LN 07/25/2030</title>
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        <identifiers>
          <ticker value="NATIPA"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-25</maturityDt>
          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>CITYCON OYJ</name>
        <lei>549300P8N0P6KDGTJ206</lei>
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        <identifiers>
          <isin value="XS2079413527"/>
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        <balance>2550000.00000000</balance>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PLANET FITNESS MASTER ISSUER LLC 18-1A</name>
        <lei>N/A</lei>
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        <cusip>72703PAE3</cusip>
        <identifiers>
          <isin value="US72703PAE34"/>
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        <balance>16546550.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04008000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>ICU MEDICAL INC</name>
        <lei>5493003NRW7LS2QZRH60</lei>
        <title>ICU MEDICAL TERM B 1LN 01/06/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ICUI"/>
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        <balance>2345312.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2340715.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</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>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ARM 0.0% 01/01/2042#AJ8357</title>
        <cusip>3138E1JB4</cusip>
        <identifiers>
          <isin value="US3138E1JB41"/>
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        <balance>83340.03670000</balance>
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        <curCd>USD</curCd>
        <valUSD>84433.27000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04055000</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 6% 06/01/2031#</title>
        <cusip>31292HJ70</cusip>
        <identifiers>
          <isin value="US31292HJ705"/>
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        <balance>1268.38140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1286.55000000</valUSD>
        <pctVal>0.000004056214</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC</name>
        <lei>N/A</lei>
        <title>ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 4.125% 08/15/2026 144A</title>
        <cusip>03969AAN0</cusip>
        <identifiers>
          <isin value="US03969AAN00"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2335393.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 5/27 #432499</title>
        <cusip>36207HNQ6</cusip>
        <identifiers>
          <isin value="US36207HNQ64"/>
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        <balance>138.66400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141.03000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC</name>
        <lei>N/A</lei>
        <title>VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 6.375% 02/01/2030 144A</title>
        <cusip>92840JAB5</cusip>
        <identifiers>
          <isin value="US92840JAB52"/>
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        <balance>4555000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3735019.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06375000</annualizedRt>
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      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
        <lei>N/A</lei>
        <title>UMBS 30YR 2% 10/01/2053 #TBA</title>
        <cusip>01F0206A2</cusip>
        <identifiers>
          <isin value="US01F0206A20"/>
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        <balance>311350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>248207379.36000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.0% 07/01/2043#Q19764</title>
        <cusip>3132JBJJ3</cusip>
        <identifiers>
          <isin value="US3132JBJJ35"/>
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        <balance>44723.35940000</balance>
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        <curCd>USD</curCd>
        <valUSD>42308.41000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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      <invstOrSec>
        <name>BANK 2019-BNK21</name>
        <lei>N/A</lei>
        <title>BANK 2019-BN21 A5 2.851% 10/17/2052</title>
        <cusip>06540BBD0</cusip>
        <identifiers>
          <isin value="US06540BBD01"/>
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        <balance>2606000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2243991.16000000</valUSD>
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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>Fixed</couponKind>
          <annualizedRt>0.02851000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNICREDIT SPA</name>
        <lei>549300TRUWO2CD2G5692</lei>
        <title>UNICREDIT SPA 5.861%/VAR 06/19/2032 144A</title>
        <cusip>904678AF6</cusip>
        <identifiers>
          <isin value="US904678AF64"/>
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        <balance>4900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4509754.98000000</valUSD>
        <pctVal>0.014218284889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05861000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 10/28 #485009</title>
        <cusip>36209XYE4</cusip>
        <identifiers>
          <isin value="US36209XYE48"/>
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        <balance>372.40200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>377.50000000</valUSD>
        <pctVal>0.000001190176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>VENTURE GLOBAL CALCASIEU</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>ASURION LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CHARLES RIVER LABORATORIES INTERNATIONAL INC</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>UBS GROUP AG</name>
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        <name>TIME WARNER CABLE LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>SITE CENTERS CORP</name>
        <lei>W2AVA6SODOQ1LCYJQR54</lei>
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      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EUROPEAN UNION</name>
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      <invstOrSec>
        <name>MAJORDRIVE HOLDINGS IV LLC</name>
        <lei>25490044R1FR5N8FIT62</lei>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3137H9AA7</cusip>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BENCHMARK 2018-B4 MTG TR</name>
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        <cusip>08161HAF7</cusip>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SAUDI ARABIA KINGDOM OF</name>
        <lei>54930044PULMORCKB765</lei>
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        <cusip>80413TAC3</cusip>
        <identifiers>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>
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      <invstOrSec>
        <name>PROAMPAC PG BORROWER LLC</name>
        <lei>549300ZI6LTXYFEY1578</lei>
        <title>PROAMPAC TERM B 1LN 11/18/2025</title>
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        <identifiers>
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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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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <cusip>3138MGJ30</cusip>
        <identifiers>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 9/31 #560801</title>
        <cusip>36213QAA7</cusip>
        <identifiers>
          <isin value="US36213QAA76"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <name>UFC HOLDINGS LLC</name>
        <lei>549300JEOTH7UMZ3C491</lei>
        <title>UFC TERM B 1LN 04/29/2026</title>
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        <name>CMG MEDIA CORP</name>
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        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CENTRAL PARENT INC</name>
        <lei>N/A</lei>
        <title>CDK GLOBAL TERM 1LN 07/06/2029</title>
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          <isin value="US15477BAB36"/>
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        <curCd>USD</curCd>
        <valUSD>5052064.12000000</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>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 3/36 #602552</title>
        <cusip>36200JL99</cusip>
        <identifiers>
          <isin value="US36200JL994"/>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>MHP COML MTG TR 2021-STOR</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>LLOYDS BANKING GROUP PLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GS MTG SECS CORP TR 2019-70P</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138A8F43</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36295VGY9</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BRAZIL, FEDERATIVE REPUBLIC OF</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AUTONATION INC DEL</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 3.5% 01/15/2043#AC3938</title>
        <cusip>36179DLT5</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/31 #424092</title>
        <cusip>36206XC50</cusip>
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        <curCd>USD</curCd>
        <valUSD>669.81000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GS MTG SECS TR 2018-GS9</name>
        <lei>N/A</lei>
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        <cusip>36255NAA3</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 3.50% 9/41 #005181</title>
        <cusip>36202FXJ0</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <name>CENTENE CORP DEL</name>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>BOSCH (ROBERT) GMBH</name>
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        <invCountry>DE</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>GS MTG SECS TR 2010-C1</name>
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        <title>GSMS 2010-C1 X CSTR 8/43</title>
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        <name>MDGH GMTN RSC LTD</name>
        <lei>213800WRY6FRL9IXLT77</lei>
        <title>MDGH GMTN RSC LTD 5.084% 05/22/2053 144A</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>AE</invCountry>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 2/40 #678654</title>
        <cusip>36295R5P9</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>MED TR 2021-MDLN</name>
        <lei>N/A</lei>
        <title>MED TR 2021-MDLN TSFR1M+536.448 11/15/2026 144A</title>
        <cusip>58403YBA3</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>US FOODS INC</name>
        <lei>5493000JOOFAOUY1JZ87</lei>
        <title>US FOODS INC 4.75% 02/15/2029 144A</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ELANCO ANIMAL HEALTH INC</name>
        <lei>549300SHPNDCE059M934</lei>
        <title>ELANCO ANIMAL HEALTH INC VAR 08/28/2028</title>
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        <balance>4279000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4220163.75000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-08-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06650000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3% 11/01/2051#RA6347</title>
        <cusip>3133KNBQ5</cusip>
        <identifiers>
          <isin value="US3133KNBQ51"/>
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        <balance>5849421.92100000</balance>
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        <curCd>USD</curCd>
        <valUSD>5054042.68000000</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>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</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>VIRGIN MONEY UK PLC</name>
        <lei>213800ZK9VGCYYR6O495</lei>
        <title>VIRGIN MONEY UK PLC 7.625%/VAR 08/23/2029 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2667626233"/>
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        <balance>3270000.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.78939059"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.07625000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4.0% 08/20/2043#MA1225</title>
        <cusip>36179NLE6</cusip>
        <identifiers>
          <isin value="US36179NLE66"/>
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        <balance>278743.15800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265468.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 5/29 #494945</title>
        <cusip>31382WZJ4</cusip>
        <identifiers>
          <isin value="US31382WZJ43"/>
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        <balance>5932.50900000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY BOND 4% 11/15/2042</title>
        <cusip>912810TM0</cusip>
        <identifiers>
          <isin value="US912810TM09"/>
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        <balance>5140000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 6.00% 12/38 #970918</title>
        <cusip>31414NDX9</cusip>
        <identifiers>
          <isin value="US31414NDX93"/>
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        <balance>50185.78890000</balance>
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        <curCd>USD</curCd>
        <valUSD>51667.85000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NATWEST GROUP PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>ROYAL BK SCOTLND GRP PLC(UNGTD) 3.073/VAR 05/22/2028</title>
        <cusip>780097BP5</cusip>
        <identifiers>
          <isin value="US780097BP50"/>
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        <balance>17464000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15746327.06000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03073000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AP CORE HOLDINGS II LLC</name>
        <lei>N/A</lei>
        <title>YAHOO MEDIA TERM B2 1LN 09/01/2027</title>
        <cusip>00187GAD1</cusip>
        <identifiers>
          <isin value="US00187GAD16"/>
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        <balance>3520000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3414400.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.10945540</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>LEVIATHAN BOND LTD</name>
        <lei>254900D9T8VKYVQNZ220</lei>
        <title>LEVIATHAN BOND LTD 6.5% 06/30/2027 144A REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IL0011677825"/>
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        <balance>240000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DENBURY INC</name>
        <lei>549300KCWA5W52MS5559</lei>
        <title>DENBURY INC</title>
        <cusip>24790A101</cusip>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2476414.78000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>GIP III STETSON I LP</name>
        <lei>549300MLKSDQYN3TMQ54</lei>
        <title>STETSON MIDSTREAM TERM B 07/18/25</title>
        <cusip>36173DAB2</cusip>
        <identifiers>
          <isin value="US36173DAB29"/>
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        <balance>4117751.51000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4116886.78000000</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>Variable</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLM ARM 12M+1.75 9/1/41 #1B8787</title>
        <cusip>3128UHEK7</cusip>
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          <isin value="US3128UHEK73"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>HEIMSTADEN BOSTAD AB</name>
        <lei>549300TJR3PR8EXILG79</lei>
        <title>HEIMSTADEN BOSTAD AB 3.625/VAR PERP REGS</title>
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        <identifiers>
          <isin value="XS2397251807"/>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 11/40 #667594</title>
        <cusip>36295DUT4</cusip>
        <identifiers>
          <isin value="US36295DUT44"/>
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        <balance>7347.96920000</balance>
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        <curCd>USD</curCd>
        <valUSD>7001.49000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2% 03/01/2052#CB3038</title>
        <cusip>3140QNLU4</cusip>
        <identifiers>
          <isin value="US3140QNLU41"/>
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        <balance>2412522.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1931787.06000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
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      <invstOrSec>
        <name>EATON VANCE CLO 2020-2 LTD</name>
        <lei>N/A</lei>
        <title>EATON VANCE CLO 2020-2 LTD TSFR3M+141.161 01/15/2035 144A</title>
        <cusip>27829PAL0</cusip>
        <identifiers>
          <isin value="US27829PAL04"/>
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        <balance>36609000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>36309538.38000000</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>Variable</couponKind>
          <annualizedRt>0.06719570</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 7/29 #505740</title>
        <cusip>31383KZD2</cusip>
        <identifiers>
          <isin value="US31383KZD26"/>
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        <balance>2050.14970000</balance>
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        <curCd>USD</curCd>
        <valUSD>2109.05000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FORD MOTOR CREDIT CO LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>VIRGIN MEDIA VENDOR FINANCING NOTES IV DAC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FILTRATION GROUP CORP</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST 2020-VKNG</name>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>DEUTSCHE BANK AG</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CAESARS ENTERTAINMENT INC</name>
        <lei>5299000BKFWWVND5L441</lei>
        <title>CAESARS ENTERTAINMENT INC 7% 02/15/2030 144A</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TRANSDIGM INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TRANSDIGM INC 6.375% 06/15/2026</title>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>HEALTHEQUITY INC</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>WILLIAMS COS INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BENCHMARK 2022-B37 MTG TR</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>PETROLEOS MEXICANOS</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>TRANSOCEAN INC</name>
        <lei>DOL4HJ22ADYSIWES4H94</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4% 11/47#Q52377</title>
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        <name>FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC</name>
        <lei>N/A</lei>
        <title>FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC 4% 07/31/2029 144A</title>
        <cusip>337120AA7</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
        <valUSD>456.05000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>LUCALI CLO LTD</name>
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        <name>FNMA/FHLG TBA ISSUER</name>
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        <name>LAMAR FDG LTD</name>
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        <name>CSC HOLDINGS LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>ALTICE USA TERM B6 1LN 01/18/2028</title>
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        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <issuerCat>USGA</issuerCat>
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        <name>UBS GROUP AG</name>
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        <invCountry>CH</invCountry>
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        <name>DELL INTERNATIONAL LLC / EMC CORP</name>
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        <name>PACIFIC BELLS LLC</name>
        <lei>549300VGOQXINYVBJF37</lei>
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        <name>MOODYS CORP</name>
        <lei>549300GCEDD8YCF5WU84</lei>
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        <name>OPTIV SECURITY INC</name>
        <lei>549300EMRBO1UNORKL53</lei>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>KENNEDY-WILSON INC</name>
        <lei>5EA4464UK7FM5QNNKL62</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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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2020-NNN</name>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
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        <name>LEVEL 3 FINANCING INC</name>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 4.00% 5/42 #Q08167</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FOCUS FINANCIAL PARTNERS LLC</name>
        <lei>5493007L0E0VKRC2CP39</lei>
        <title>FOCUS FINANCIAL TERM B5 1LN 06/30/2028</title>
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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>Variable</couponKind>
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      <invstOrSec>
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        <name>PRUDENTIAL FINL INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>SAUDI ARABIA KINGDOM OF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BRAZIL, FEDERATIVE REPUBLIC OF</name>
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        <name>NOSTRUM OIL and GAS FINANCE BV</name>
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        <name>ANTOFAGASTA PLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>BALLYS CORP</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST 2021-PAC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BROADCOM INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>ABU DHABI NATL ENERGY CO PJSC</name>
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        <name>AT HOME GROUP INC</name>
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        <name>PIKE CORP</name>
        <lei>549300P4EKEP6HK0NC58</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2% 02/52#RA6820</title>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>DRIVEN HOLDINGS LLC</name>
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        <name>EGYPT, (ARAB) REPUBLIC OF</name>
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        <name>GLOBAL IID PARENT LLC</name>
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        <name>TEVA PHARMACEUTICAL FIN NETH III B V</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA/FHLG TBA ISSUER</name>
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        <name>DISCOVER FINANCIAL SVS</name>
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        <name>ELDORADO GOLD CORP NEW</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BROWN BROTHERS HARRIMAN and CO.</name>
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      <invstOrSec>
        <name>BX TR 2021-ACNT</name>
        <lei>N/A</lei>
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        <name>DPL INC</name>
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        <name>COSAN OVERSEAS LTD</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ILLINOIS ST</name>
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        <name>BARCLAYS PLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>THORNBURG MTG SECS TR</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BLOCK INC</name>
        <lei>549300OHIIUWSTIZME52</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="Bloomberg" value="COSPOK0MOZ"/>
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        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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                <issuerName>INTESA SANPAOLO SPA</issuerName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 3.0% 04/15/2045#777595</title>
        <cusip>36176VUU5</cusip>
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          <isin value="US36176VUU50"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT 3.01% 07/25/2025</title>
        <cusip>3137BLMZ8</cusip>
        <identifiers>
          <isin value="US3137BLMZ80"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03010000</annualizedRt>
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      <invstOrSec>
        <name>UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC</name>
        <lei>N/A</lei>
        <title>UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A</title>
        <cusip>91327BAA8</cusip>
        <identifiers>
          <isin value="US91327BAA89"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 12/31 #556294</title>
        <cusip>36213J7F6</cusip>
        <identifiers>
          <isin value="US36213J7F62"/>
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        <balance>3176.26900000</balance>
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        <curCd>USD</curCd>
        <valUSD>3269.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 5/29 #484858</title>
        <cusip>31382KTP3</cusip>
        <identifiers>
          <isin value="US31382KTP39"/>
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        <balance>138.88340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>142.87000000</valUSD>
        <pctVal>0.000000450438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.07000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 10/25 #387165</title>
        <cusip>36205DCA4</cusip>
        <identifiers>
          <isin value="US36205DCA46"/>
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        <curCd>USD</curCd>
        <valUSD>91.76000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
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      <invstOrSec>
        <name>ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO</name>
        <lei>N/A</lei>
        <title>ASHTON WOODS USA LLC/FIN CO 4.625% 08/01/2029 144A</title>
        <cusip>045086AM7</cusip>
        <identifiers>
          <isin value="US045086AM71"/>
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        <balance>1345000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04625000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 2/40 #711491</title>
        <cusip>36297GNG1</cusip>
        <identifiers>
          <isin value="US36297GNG19"/>
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        <balance>135513.84260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>128857.21000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CARNIVAL CORP</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
        <title>CARNIVAL CORP 5.75% 03/01/2027 144A</title>
        <cusip>143658BN1</cusip>
        <identifiers>
          <isin value="US143658BN13"/>
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        <balance>7395000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6947484.18000000</valUSD>
        <pctVal>0.021903919343</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/32 #589934</title>
        <cusip>36201QLP6</cusip>
        <identifiers>
          <isin value="US36201QLP62"/>
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        <balance>1356.75380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1401.31000000</valUSD>
        <pctVal>0.000004418028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
        <lei>N/A</lei>
        <title>GNR 2013-H07 BA TSFR1M+36 03/63</title>
        <cusip>38375BQ54</cusip>
        <identifiers>
          <isin value="US38375BQ543"/>
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        <balance>357825.56700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>355045.37000000</valUSD>
        <pctVal>0.001119381483</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.05615260</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 2/32 #555696</title>
        <cusip>36213JKH7</cusip>
        <identifiers>
          <isin value="US36213JKH76"/>
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        <balance>300.71040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>309.61000000</valUSD>
        <pctVal>0.000000976133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>BBVA BANCOMER SA TEXAS BRANCH</name>
        <lei>549300WIWQK5Q9MCUN92</lei>
        <title>BBVA BANCOMER S A INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA BANCOMER 5.125/VAR 01/18/2033 144A</title>
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          <isin value="US05533UAF57"/>
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        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>777384.00000000</valUSD>
        <pctVal>0.002450924103</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SPRINT CORP</name>
        <lei>549300ZTTY7CXOLJ6539</lei>
        <title>SPRINT CORP 7.625% 03/01/2026</title>
        <cusip>85207UAK1</cusip>
        <identifiers>
          <isin value="US85207UAK16"/>
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        <balance>4405000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4565905.84000000</valUSD>
        <pctVal>0.014395316442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07625000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36176HTF1</cusip>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SBA TOWER TR</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SCIH SALT HLDGS INC</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.50% 9/33 #737827</title>
        <cusip>31402TVU6</cusip>
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        <curCd>USD</curCd>
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        <name>WINDSTREAM ESCROW LLC</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31377KG41</cusip>
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        <name>HUDBAY MINERALS INC</name>
        <lei>549300WI524AL577IX21</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SREIT TRUST</name>
        <lei>N/A</lei>
        <title>SREIT TRUST TSFR1M+308.198 74 11/15/2036 144A</title>
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        <identifiers>
          <isin value="US85236WCS35"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4% 02/01/2048#Q54499</title>
        <cusip>3132XW7M7</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>TIMES SQUARE HOTEL TR</name>
        <lei>N/A</lei>
        <title>TIMES SQUARE HOTEL TR 8.528% 08/01/2026 144A</title>
        <cusip>887367AA8</cusip>
        <identifiers>
          <isin value="US887367AA88"/>
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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>AMERICAN HOMES 4 RENT 2014-SFR3 TR</name>
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        <title>AH4R 2014-SFR3 E 6.418% 12/36</title>
        <cusip>02665XAE9</cusip>
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          <isin value="US02665XAE94"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.5% 07/01/2051#CB1157</title>
        <cusip>3140QLJB3</cusip>
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          <isin value="US3140QLJB32"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ARM 5.349% 12/34 #843013</title>
        <cusip>31407WSA2</cusip>
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          <isin value="US31407WSA26"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2% 11/01/2051#RA6308</title>
        <cusip>3133KNAH6</cusip>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4% 11/01/2040#AE8186</title>
        <cusip>31419KCY9</cusip>
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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>
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          <couponKind>Fixed</couponKind>
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        <name>OMEGA HEALTHCARE INVESTORS INC</name>
        <lei>549300OJ7ENK42CZ8E73</lei>
        <title>OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031</title>
        <cusip>681936BM1</cusip>
        <identifiers>
          <isin value="US681936BM17"/>
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        <balance>13097000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10578570.14000000</valUSD>
        <pctVal>0.033351950304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03375000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>QATAR ST</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OCP SA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CREDIT AGRICOLE SA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>BIDVEST GROUP UK PLC/THE</name>
        <lei>984500A80C777F496830</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>UBER TECHNOLOGIES INC</name>
        <lei>549300B2FTG34FILDR98</lei>
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          <couponKind>Fixed</couponKind>
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        <name>AROUNDTOWN SA</name>
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        <assetCat>EP</assetCat>
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        <invCountry>LU</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <cusip>31411WPK7</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>LIFE FINANCIAL SERVICES TRUST 2022</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>IHS NETHERLANDS HOLDCO BV</name>
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        <name>OSMOSE UTILITIES SERVICES INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>OOREDOO INTERNATIONAL FINANCE LTD</name>
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        <name>DELEK US HOLDINGS INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>MERRILL LYNCH CAPITAL SERVICES , INC.</name>
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        <name>BA CR CARD TR</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CPI PROPERTY GROUP SA</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>PANAMA REPUBLIC OF</name>
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        <name>WERFENLIFE SA</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>ENLINK MIDSTREAM LLC</name>
        <lei>54930000GY1H533OBE23</lei>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>SYDNEY FUTURES EXCHANGE LTD</name>
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        <name>GRIFOLS SA</name>
        <lei>959800HSSNXWRKBK4N60</lei>
        <title>GRIFOLS SA 4.75% 10/15/2028 144A</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GREENEDEN US HLDGS II LLC</name>
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        <name>GUARA NORTE SARL</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>OPEN TEXT CORPORATION</name>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>BX COMMERCIAL MORTGAGE TRUST 2020-VIVA</name>
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        <cusip>12433XAJ8</cusip>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>ASURION LLC</name>
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          <couponKind>Variable</couponKind>
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        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/31 #560279</title>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>BAHAMAS COMWLTH</name>
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        <name>MATTEL INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FREEPORT INDONESIA PT</name>
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        <name>HAH GROUP HOLDING CO LLC</name>
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        <name>VONOVIA SE</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BOMBARDIER INC</name>
        <lei>W7L3VLU8EHQY34Z36697</lei>
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        <cusip>097751BT7</cusip>
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          <isin value="US097751BT78"/>
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        <balance>6280000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6268262.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE COM MTG TR 2021</name>
        <lei>N/A</lei>
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        <cusip>12657VAQ5</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST 2021-SOAR</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31378XZJ8</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>BLACKSTONE PRIVATE CREDIT FUND</name>
        <lei>549300ORP3TTCNXSYO43</lei>
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        <cusip>09261HBA4</cusip>
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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>VICI PROPERTIES LP / VICI NOTE CO INC</name>
        <lei>N/A</lei>
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        <cusip>92564RAA3</cusip>
        <identifiers>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211966.56000000</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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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
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        <cusip>3136BKJA1</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>2382250.16000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
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        <identifiers>
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        <balance>3241000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3205325.11000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05040000</annualizedRt>
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        <name>CSC HOLDINGS LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC HOLDINGS LLC 4.5% 11/15/2031 144A</title>
        <cusip>126307BH9</cusip>
        <identifiers>
          <isin value="US126307BH94"/>
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        <balance>950000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>675513.37000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/28 #433774</title>
        <cusip>36207J2F9</cusip>
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          <isin value="US36207J2F93"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
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        <cusip>292480AH3</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.5% 03/01/2041#</title>
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          <isin value="US312946BR61"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CSMC 2019-ICE4</name>
        <lei>N/A</lei>
        <title>CSMC 2019-ICE4 TSFR1M+102.701 535 05/15/2036 144A</title>
        <cusip>12653VAA4</cusip>
        <identifiers>
          <isin value="US12653VAA44"/>
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        <balance>5586102.46900000</balance>
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        <curCd>USD</curCd>
        <valUSD>5579703.03000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Variable</couponKind>
          <annualizedRt>0.06338010</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BENCHMARK 2019-B14 MTG TR</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2019-B14 MTG TR VAR 12/15/2062 144A</title>
        <cusip>08162YBP6</cusip>
        <identifiers>
          <isin value="US08162YBP60"/>
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        <balance>485000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49121.67000000</valUSD>
        <pctVal>0.000154870032</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03404110</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C25</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>PKHL COML MTG TR 2021-MF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>BARCLAYS PLC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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          <isin value="US01749WAA18"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>OMAN SULTANATE</name>
        <lei>549300SZ20F0QTKNQC75</lei>
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        <cusip>68205LAS2</cusip>
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        <balance>895000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>OM</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>ELECTRICITE DE FRANCE</name>
        <lei>549300X3UK4GG3FNMO06</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP</name>
        <lei>N/A</lei>
        <title>CRESTWOOD MIDSTRM PTN/FIN CORP 5.625% 05/01/2027 144A</title>
        <cusip>226373AQ1</cusip>
        <identifiers>
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        <balance>18087000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17544390.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05625000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 3949 MK 4.5% 10/34</title>
        <cusip>3137AFZS4</cusip>
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          <isin value="US3137AFZS42"/>
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        <balance>124417.46810000</balance>
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        <curCd>USD</curCd>
        <valUSD>122061.88000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2034-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 9/28 #468222</title>
        <cusip>36209DD35</cusip>
        <identifiers>
          <isin value="US36209DD359"/>
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        <balance>793.96670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>808.50000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
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      <invstOrSec>
        <name>BERRY GLOBAL INC</name>
        <lei>549300AP2Q7ERHX6RI89</lei>
        <title>BERRY GLOBAL INC 4.875% 07/15/2026 144A</title>
        <cusip>085770AA3</cusip>
        <identifiers>
          <isin value="US085770AA31"/>
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        <balance>2605000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2514316.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ON SEMICONDUCTOR CORP</name>
        <lei>ZV20P4CNJVT8V1ZGJ064</lei>
        <title>ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A</title>
        <cusip>682189AQ8</cusip>
        <identifiers>
          <isin value="US682189AQ81"/>
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        <balance>2785000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2479151.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03875000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAMLL COML MTG SECS TR 2019</name>
        <lei>N/A</lei>
        <title>BAMLL COML MTG SECS TR 2019 3.465% 11/05/2032 144A</title>
        <cusip>05492PAE8</cusip>
        <identifiers>
          <isin value="US05492PAE88"/>
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        <balance>3196000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2608271.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-11-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03465000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 6% 02/01/2029#</title>
        <cusip>31292GZX7</cusip>
        <identifiers>
          <isin value="US31292GZX77"/>
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        <balance>202.66610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203.99000000</valUSD>
        <pctVal>0.000000643136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 11/39 #728315</title>
        <cusip>3620AFDU8</cusip>
        <identifiers>
          <isin value="US3620AFDU89"/>
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        <balance>30076.86870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29228.97000000</valUSD>
        <pctVal>0.000092152638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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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>
        <name>JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC</name>
        <lei>N/A</lei>
        <title>JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 3.625% 01/15/2032</title>
        <cusip>46590XAU0</cusip>
        <identifiers>
          <isin value="US46590XAU00"/>
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        <balance>9085000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7455895.06000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03625000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 2/30 #477030</title>
        <cusip>36209N4P4</cusip>
        <identifiers>
          <isin value="US36209N4P48"/>
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        <balance>730.97640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>747.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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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>
        <name>MICHAELS COS INC</name>
        <lei>549300H9LWMBP7HYLR98</lei>
        <title>MICHAELS TERM 1LN 04/15/2028</title>
        <cusip>59408UAB3</cusip>
        <identifiers>
          <isin value="US59408UAB35"/>
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        <balance>4120623.89600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3812978.12000000</valUSD>
        <pctVal>0.012021497715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.09753480</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 06/01/2033#724811</title>
        <cusip>31402CGU0</cusip>
        <identifiers>
          <isin value="US31402CGU09"/>
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        <balance>20972.23230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20421.27000000</valUSD>
        <pctVal>0.000064383860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CLARIOS GLOBAL LP</name>
        <lei>549300474L1ZLXZY2P98</lei>
        <title>CLARIOS TERM B 1LN 04/20/2030</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAC8000CAK99"/>
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        <balance>4685000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4671835.15000000</valUSD>
        <pctVal>0.014729288712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.09081060</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 7/27 #447688</title>
        <cusip>36208DJ97</cusip>
        <identifiers>
          <isin value="US36208DJ978"/>
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        <balance>96.33180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97.21000000</valUSD>
        <pctVal>0.000000306482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>MHP 2022-MHIL F</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>HESS CORP</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BENCHMARK 2023-B38 MTG TR</name>
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        <name>IBERDROLA FINANZAS SAU</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>ENERGO-PRO AS</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>CAMB COML MTG TR 2019-LIFE</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CONSOLIDATED COMMUNICATIONS INC</name>
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        <name>CLOVERIE PLC</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
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        <name>IMPERIAL BRANDS FINANCE PLC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.00% 8/39 #931836</title>
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        <name>QBE INS GROUP LTD</name>
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        <name>BERMUDA GOVERNMENT OF</name>
        <lei>549300FP5PUZXX9FVJ40</lei>
        <title>BERMUDA GOVERNMENT OF 4.75% 02/15/2029 144A</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 07/46#AS7568</title>
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      <invstOrSec>
        <name>NCL CORP LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SA GLOBAL SUKUK LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36208N2L6</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>JAMAICA GOVT OF</name>
        <lei>529900Y93KNSXZI8KK56</lei>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>JM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY CAP I TR 2015-MS1</name>
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          <isin value="US61765DAZ15"/>
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        <name>UBS GROUP AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
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        <cusip>3136BNE69</cusip>
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        <name>PG and E CORP</name>
        <lei>8YQ2GSDWYZXO2EDN3511</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>WH BORROWER LLC</name>
        <lei>N/A</lei>
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          <couponKind>Variable</couponKind>
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        <name>VERIZON COMMUNICATIONS INC</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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        <name>KEYBANK NATL ASSN</name>
        <lei>HUX2X73FUCYHUVH1BK78</lei>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 9/39 #706762</title>
        <cusip>36297BFB2</cusip>
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        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2013-C10</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138LQSB1</cusip>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>ALI GROUP NORTH AMERICA CORP</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2022-NXSS</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>DIVERSIFIED HEALTHCARE TR</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 3.50% 10/42 #AP9735</title>
        <cusip>3138MDY97</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <valUSD>10853.41000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COMISION FEDERAL DE ELECTRICIDAD</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>RAILWORKS HOLDINGS LP/R</name>
        <lei>N/A</lei>
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        <identifiers>
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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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        <name>BAIDU INC</name>
        <lei>254900AL64IANZYI1E02</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01720000</annualizedRt>
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      <invstOrSec>
        <name>BANK 2020-BNK30</name>
        <lei>N/A</lei>
        <title>BANK 2020-BN30 MCDG CSTR 12/53</title>
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        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 08/01/2033#723124</title>
        <cusip>31402ALD6</cusip>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>JPMBB COML MTG SECS TR 2014-C19</name>
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        <title>JPMBB COML MTG SES TR 2014-C19 VAR 04/15/2047</title>
        <cusip>46641WAX5</cusip>
        <identifiers>
          <isin value="US46641WAX56"/>
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        <curCd>USD</curCd>
        <valUSD>8854.13000000</valUSD>
        <pctVal>0.000027915162</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Variable</couponKind>
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        <name>VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC</name>
        <lei>N/A</lei>
        <title>VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 7.875% 05/01/2027 144A</title>
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        <curCd>USD</curCd>
        <valUSD>687800.00000000</valUSD>
        <pctVal>0.002168485070</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07875000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>OWENS BROCKWAY GLASS CONT INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>HOWARD MIDSTREAM ENERGY PARTNERS LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>312944H79</cusip>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132QQYH9</cusip>
        <identifiers>
          <isin value="US3132QQYH99"/>
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        <balance>4484455.93870000</balance>
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        <curCd>USD</curCd>
        <valUSD>4099985.14000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SREIT TR 2021-MFP</name>
        <lei>N/A</lei>
        <title>SREIT TR 2021-MFP D TSFR1M+169.268 82 11/15/2038 144A</title>
        <cusip>78472UAG3</cusip>
        <identifiers>
          <isin value="US78472UAG31"/>
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        <balance>6964000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>REGIONALCARE HOSPITAL PARTNERS HOLDINGS INC / LIFEPOINT HEALTH INC</name>
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        <title>REGIONALCARE HOSPITAL PARTNERS HOLDINGS INC / LIFEPOINT HEALTH INC 9.75% 12/01/2026 144A</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.09750000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140XDGU4</cusip>
        <identifiers>
          <isin value="US3140XDGU41"/>
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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>
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          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WELLS FARGO COML MTG TR 2015-NXS4</name>
        <lei>549300RD723OFH36TP29</lei>
        <title>WELLS FARGO COML MTG TR 2015-NXS4 VAR 12/15/2048</title>
        <cusip>94989XBL8</cusip>
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        <balance>861000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>714918.44000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-15</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 05/01/2046#G60603</title>
        <cusip>31335AU48</cusip>
        <identifiers>
          <isin value="US31335AU480"/>
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        <balance>2663592.65330000</balance>
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        <curCd>USD</curCd>
        <valUSD>2431902.44000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>EQM MIDSTREAM PARTNERS LP</name>
        <lei>549300NELT611CL6XM83</lei>
        <title>EQM MIDSTREAM PARTNERS LP 6.5% 07/01/2027 144A</title>
        <cusip>26885BAH3</cusip>
        <identifiers>
          <isin value="US26885BAH33"/>
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        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>645887.32000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 8% 07/01/2030#</title>
        <cusip>31297XWP5</cusip>
        <identifiers>
          <isin value="US31297XWP58"/>
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        <balance>769.39510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>809.56000000</valUSD>
        <pctVal>0.000002552368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VTR COMUNICACIONES SPA</name>
        <lei>213800XDZJKMC1AEUV94</lei>
        <title>VTR COMUNICACIONES SPA 4.375% 04/15/2029 144A</title>
        <cusip>918367AC7</cusip>
        <identifiers>
          <isin value="US918367AC71"/>
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        <balance>565000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>344158.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04375000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/31 #529791</title>
        <cusip>36212CRL7</cusip>
        <identifiers>
          <isin value="US36212CRL71"/>
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        <balance>1740.07300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1787.59000000</valUSD>
        <pctVal>0.000005635885</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INDONESIA REPUBLIC OF</name>
        <lei>254900G208H6Q0L5B953</lei>
        <title>INDONESIA REPUBLIC OF 4.35% 01/11/2048</title>
        <cusip>455780CE4</cusip>
        <identifiers>
          <isin value="US455780CE46"/>
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        <balance>1225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1048722.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04350000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NEXUS BUYER LLC</name>
        <lei>N/A</lei>
        <title>INTRAFI NETWORK TERM 2LN 11/01/2029</title>
        <cusip>65343UAE2</cusip>
        <identifiers>
          <isin value="US65343UAE29"/>
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        <balance>1555000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1424768.75000000</valUSD>
        <pctVal>0.004491988606</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.11681060</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WESTERN GAS PARTNERS LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>WESTERN GAS PARTNERS LP 5.5% 08/15/2048</title>
        <cusip>958254AL8</cusip>
        <identifiers>
          <isin value="US958254AL80"/>
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        <balance>570000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>474153.19000000</valUSD>
        <pctVal>0.001494902753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 4/41 #738229</title>
        <cusip>3620ASEA3</cusip>
        <identifiers>
          <isin value="US3620ASEA38"/>
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        <balance>4134.32840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4107.14000000</valUSD>
        <pctVal>0.000012948926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</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>FRONTIER COMMUNICATIONS HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>FRONTIER COMMUNICATIONS HOLDINGS LLC 8.75% 05/15/2030 144A</title>
        <cusip>35908MAD2</cusip>
        <identifiers>
          <isin value="US35908MAD20"/>
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        <balance>2730000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2653379.82000000</valUSD>
        <pctVal>0.008365534351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BW GAS and CONVENIENCE HLDGS LLC</name>
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        <name>CARNIVAL CORP</name>
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        <name>RACKSPACE TECHNOLOGY GLOBAL INC</name>
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        <name>SERBIA REPUBLIC OF</name>
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        <name>COMMERCIAL METALS CO</name>
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        <issuerCat>CORP</issuerCat>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>ENTERGY CORP NEW</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>UKRAINE GOVERNMENT</name>
        <lei>6354001WLTJXOMEXPY07</lei>
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        <name>REALOGY GROUP LLC / REALOGY CO-ISSUER CORP</name>
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      </invstOrSec>
      <invstOrSec>
        <name>AGNC INVESTMENT CORP</name>
        <lei>5TRACI5HRMELWV32OF39</lei>
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        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CHEMOURS CO</name>
        <lei>549300M1BOLNXL8DOV14</lei>
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        <curCd>USD</curCd>
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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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2.5% 11/01/2051#FM9501</title>
        <cusip>3140XDRX6</cusip>
        <identifiers>
          <isin value="US3140XDRX60"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 7/25 #780194</title>
        <cusip>36225AGB0</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>8.17000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 9/41 #754197</title>
        <cusip>36230NUW3</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 5.00% 4/35 #A32122</title>
        <cusip>31297MLB2</cusip>
        <identifiers>
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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>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
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        <balance>16335000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.5% 2/1/43 #AR5859</title>
        <cusip>3138W3QM8</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>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</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>TECHNIP ENERGIES NV</name>
        <lei>724500FLODI49NSCIP70</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2347284742"/>
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        <balance>2725000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92221146"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AGPS BONDCO PLC</name>
        <lei>89450071QI2G8XS48K39</lei>
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        <currencyConditional curCd="EUR" exchangeRt="0.92221146"/>
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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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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/28 #465748</title>
        <cusip>36209AL57</cusip>
        <identifiers>
          <isin value="US36209AL572"/>
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        <curCd>USD</curCd>
        <valUSD>247.20000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>MURPHY OIL USA INC</name>
        <lei>N32S6DTR2ZZ5222WHV58</lei>
        <title>MURPHY OIL USA INC 3.75% 02/15/2031 144A</title>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 2/31 #689547</title>
        <cusip>31400KBQ8</cusip>
        <identifiers>
          <isin value="US31400KBQ85"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2248.30000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMYNTA AGENCY BORROWER INC</name>
        <lei>5493000GP6HBRVTWBO85</lei>
        <title>AMYNTA TERM B 1LN 02/28/2028</title>
        <cusip>57810JAG3</cusip>
        <identifiers>
          <isin value="US57810JAG31"/>
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        <balance>2635000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2629361.10000000</valUSD>
        <pctVal>0.008289808507</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.10431060</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 GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.00% 3/42 #AK5316</title>
        <cusip>3138E94A5</cusip>
        <identifiers>
          <isin value="US3138E94A59"/>
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        <balance>38402.11150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36321.27000000</valUSD>
        <pctVal>0.000114513131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</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>DOMINICAN REPUBLIC</name>
        <lei>254900EHU7Q8FGVPI369</lei>
        <title>DOMINICAN REPUBLIC 6% 07/19/2028 144A</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>HESS MIDSTREAM PARTNERS LP</name>
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        <name>US ANESTHESIA PARTNERS INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP</name>
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        <name>TESCO CORPORATE TREASURY SERVICES PLC</name>
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        <name>FKH 2021-SFR1 F1</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD</name>
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        <name>CHEMOURS CO</name>
        <lei>549300M1BOLNXL8DOV14</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <couponKind>Fixed</couponKind>
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        <name>INGERSOLL-RAND SERVICES CO</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CSMC 2018-SITE</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>TEVA PHARMACEUTICAL FIN NETH III B V</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31388QUW7</cusip>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36230SKB9</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
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        <identifiers>
          <isin value="US01F0226914"/>
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        <balance>64800000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AERCAP GLOBAL AVIATION TR</name>
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        <cusip>00773HAA5</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <identifiers>
          <isin value="US3620AMJQ64"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 11/23 #246330</title>
        <cusip>31371AST1</cusip>
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          <isin value="US31371AST15"/>
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        <balance>46.58770000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 8/29 #510166</title>
        <cusip>31383QW34</cusip>
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          <isin value="US31383QW342"/>
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        <curCd>USD</curCd>
        <valUSD>952.25000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAMLL COML MTG SECS TR 2019</name>
        <lei>N/A</lei>
        <title>BAMLL COML MTG SECS TR 2019-BPR CNM CSTR 11/05/2032 144A</title>
        <cusip>05492PAG3</cusip>
        <identifiers>
          <isin value="US05492PAG37"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-05</maturityDt>
          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC (UNGTD) 7.125/VAR PERP</title>
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        <identifiers>
          <isin value="XS1998799792"/>
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        <currencyConditional curCd="GBP" exchangeRt="0.78939059"/>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 6/27 #436794</title>
        <cusip>36207NGB4</cusip>
        <identifiers>
          <isin value="US36207NGB47"/>
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        <curCd>USD</curCd>
        <valUSD>95.70000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LEBANON REPUBLIC OF</name>
        <lei>529900QPC4K9S1KHL354</lei>
        <title>LEBANON REPUBLIC OF 6.375% 12/31/2049</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS0493540297"/>
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        <balance>1956000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153643.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES</name>
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        <title>FNS 351 13 6% 3/34</title>
        <cusip>3136FCJC1</cusip>
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          <isin value="US3136FCJC15"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 6.00% 5/40 #AL2129</title>
        <cusip>3138EJLK2</cusip>
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          <isin value="US3138EJLK21"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALLEN MEDIA LLC</name>
        <lei>549300ERNJNM4RN5JP79</lei>
        <title>ALLEN MEDIA TERM B 1LN 02/10/2027</title>
        <cusip>01771JAG8</cusip>
        <identifiers>
          <isin value="US01771JAG85"/>
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        <balance>8156454.67800000</balance>
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        <curCd>USD</curCd>
        <valUSD>7066997.03000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.10891870</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WESTERN POWER DISTRIBUTION PLC</name>
        <lei>549300HFCD0G1TPU4N09</lei>
        <title>WESTERN POWER DISTRIBUTION PLC 3.625% 11/06/2023 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1315962602"/>
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        <currencyConditional curCd="GBP" exchangeRt="0.78939059"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</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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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 15YR 4.50% 7/25 #G13844</title>
        <cusip>3128MCP58</cusip>
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          <isin value="US3128MCP588"/>
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        <balance>56323.78190000</balance>
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        <curCd>USD</curCd>
        <valUSD>55685.05000000</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>0.04500000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 6.00% 11/39 #680497</title>
        <cusip>36295T7J7</cusip>
        <identifiers>
          <isin value="US36295T7J72"/>
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        <balance>1766.94230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1816.70000000</valUSD>
        <pctVal>0.000005727663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.50% 1/36 #849216</title>
        <cusip>31408EN99</cusip>
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        <curCd>USD</curCd>
        <valUSD>2759.15000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK AMER MERRILL LYNCH COML MTG TR 2016-UBS10</name>
        <lei>N/A</lei>
        <title>BANK AMER MERRILL LYNCH COML MTG TR 2016-UBS10 3% 06/15/2049 144A</title>
        <cusip>06054MAW3</cusip>
        <identifiers>
          <isin value="US06054MAW38"/>
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        <balance>2108000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1570829.53000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140H4JT2</cusip>
        <identifiers>
          <isin value="US3140H4JT21"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.00% 9/40 #AE4923</title>
        <cusip>31419FPH3</cusip>
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          <isin value="US31419FPH37"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/29 #459211</title>
        <cusip>36208SDQ2</cusip>
        <identifiers>
          <isin value="US36208SDQ21"/>
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        <curCd>USD</curCd>
        <valUSD>608.94000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2.5% 06/01/2050#CA5966</title>
        <cusip>3140QDTY0</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>
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          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER LP 5.8% 06/15/2038</title>
        <cusip>29278NAD5</cusip>
        <identifiers>
          <isin value="US29278NAD57"/>
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        <balance>7006000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6641009.89000000</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>2038-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05800000</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>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 2% 09/01/2041#FM8862</title>
        <cusip>3140XCZ43</cusip>
        <identifiers>
          <isin value="US3140XCZ431"/>
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        <balance>4638146.08500000</balance>
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        <curCd>USD</curCd>
        <valUSD>3847265.18000000</valUSD>
        <pctVal>0.012129597421</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VICI PROPERTIES LP</name>
        <lei>254900X4QE7SGKQLLN38</lei>
        <title>VICI PROPERTIES LP 4.75% 02/15/2028</title>
        <cusip>925650AB9</cusip>
        <identifiers>
          <isin value="US925650AB99"/>
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        <balance>21253000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20210268.31000000</valUSD>
        <pctVal>0.063718617487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC</name>
        <lei>N/A</lei>
        <title>JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.5% 01/15/2030</title>
        <cusip>46590XAL0</cusip>
        <identifiers>
          <isin value="US46590XAL01"/>
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        <balance>6505000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6298430.47000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 6.50% 1/36 #G03506</title>
        <cusip>3128M5GP9</cusip>
        <identifiers>
          <isin value="US3128M5GP97"/>
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        <balance>134043.27810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>137764.96000000</valUSD>
        <pctVal>0.000434343208</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>0.06500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ELEMENT SOLUTIONS INC</name>
        <lei>549300FLGN6P5CU20J91</lei>
        <title>ELEMENT SOLUTIONS INC 3.875% 09/01/2028 144A</title>
        <cusip>28618MAA4</cusip>
        <identifiers>
          <isin value="US28618MAA45"/>
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        <balance>2055000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1806592.32000000</valUSD>
        <pctVal>0.005695795979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03875000</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 GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.00% 3/42 #AK1510</title>
        <cusip>3138E5VC9</cusip>
        <identifiers>
          <isin value="US3138E5VC99"/>
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        <balance>50464.61360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47802.83000000</valUSD>
        <pctVal>0.000150712013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II 3.5% 07/20/2043#635118</title>
        <cusip>36291QSF2</cusip>
        <identifiers>
          <isin value="US36291QSF27"/>
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        <balance>278316.82340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256068.40000000</valUSD>
        <pctVal>0.000807328442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</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>DPL INC</name>
        <lei>N/A</lei>
        <title>DPL INC 4.125% 07/01/2025</title>
        <cusip>233293AR0</cusip>
        <identifiers>
          <isin value="US233293AR02"/>
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        <balance>2435000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2316403.15000000</valUSD>
        <pctVal>0.007303119582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</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>FORD MOTOR CO</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>FORD MOTOR CO 6.1% 08/19/2032</title>
        <cusip>345370DB3</cusip>
        <identifiers>
          <isin value="US345370DB39"/>
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        <balance>6145000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5872579.86000000</valUSD>
        <pctVal>0.018514977833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06100000</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 GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>Fidelity Revere Street Trust</name>
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        <name>MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C32</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
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        <name>HCA INC</name>
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        <name>JPMORGAN CHASE and CO</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <invCountry>US</invCountry>
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          <maturityDt>2042-12-01</maturityDt>
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      <invstOrSec>
        <name>TRITAX EUROBOX PLC</name>
        <lei>213800HK59N7H979QU33</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 11/25 #406771</title>
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          <isin value="US36206B2C46"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
        <title>FNR 2001-20 Z 6% 5/31</title>
        <cusip>31359SXB1</cusip>
        <identifiers>
          <isin value="US31359SXB14"/>
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        <balance>47642.90530000</balance>
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        <curCd>USD</curCd>
        <valUSD>47870.69000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.5% 09/39#G05624</title>
        <cusip>3128M7SM9</cusip>
        <identifiers>
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        <balance>318702.67800000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.00% 3/42 #AL1521</title>
        <cusip>3138EHVP4</cusip>
        <identifiers>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 5.00% 12/33 #G04895</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 4/33 #608147</title>
        <cusip>36202STC2</cusip>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 2.5% 07/20/2051#MA7472</title>
        <cusip>36179WJR0</cusip>
        <identifiers>
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        <invCountry>US</invCountry>
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        <name>ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LIFE FINANCIAL SERVICES TRUST 2022</name>
        <lei>N/A</lei>
        <title>LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+254.191 05/15/2039 144A</title>
        <cusip>53218DAJ7</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 3/40 #545934</title>
        <cusip>36212WPT8</cusip>
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        <curCd>USD</curCd>
        <valUSD>21510.90000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>VENTAS RLTY LTD PARTNERSHIP</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>DAVITA INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>AYDEM YENILENEBILIR ENERJI AS</name>
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        <invCountry>TR</invCountry>
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        <name>SINOPEC GROUP OVERSEAS DEV 2018 LTD</name>
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        <name>JORDAN KINGDOM OF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>3620ARMG3</cusip>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FIRST QUANTUM MINERALS LTD</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>LEVEL 3 FINANCING INC</name>
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      <invstOrSec>
        <name>ALLY FINANCIAL INC</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 1/28 #427211</title>
        <cusip>36207BR85</cusip>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <title>FHLG 30YR 5% 05/01/2035#</title>
        <cusip>31297P2R1</cusip>
        <identifiers>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <title>FHLG 30YR 2% 12/01/2051#QD3168</title>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 7.00% 3/32 #003216</title>
        <cusip>36202DSD4</cusip>
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        <issuerCat>USGA</issuerCat>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 5.0% 03/15/2036#782105</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/31 #528852</title>
        <cusip>36212BQD8</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SUGARHOUSE HSP GAMING PROP MEZZ LP / SUGARHOUSE HSP GAMING FIN CORP</name>
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        <cusip>865033AC8</cusip>
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        <name>VICTORIA'S SECRET and CO</name>
        <lei>5493006T3O70U3UWVF17</lei>
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        <cusip>926400AA0</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>999162.56000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 4/26 #344561</title>
        <cusip>31375TWW4</cusip>
        <identifiers>
          <isin value="US31375TWW43"/>
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        <curCd>USD</curCd>
        <valUSD>80.17000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>FORD MOTOR CREDIT CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MTR CR CO LLC 4.389% 01/08/2026</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4% 11/01/2047#BJ0993</title>
        <cusip>3140H2C71</cusip>
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          <isin value="US3140H2C710"/>
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        <curCd>USD</curCd>
        <valUSD>42944.82000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TURK SISE VE CAM FABRIKALARI</name>
        <lei>789000KWOK751Q6R8875</lei>
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        <name>ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC</name>
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        <name>BROOKFIELD WEC HOLDINGS INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>COMCAST CORP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>MOLINA HEALTHCARE INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138MC2K9</cusip>
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        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
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        <cusip>38377YTR1</cusip>
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        <name>CSMC 2018-SITE</name>
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        <issuerCat>CORP</issuerCat>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/28 #447982</title>
        <cusip>36208DUF0</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <name>ARAMARK SERVICES INC</name>
        <lei>42YMHYH0XMHJEXDUB065</lei>
        <title>ARAMARK SERVICES INC 6.375% 05/01/2025 144A</title>
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        <curCd>USD</curCd>
        <valUSD>5077541.27000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CHS/CMNTY HEALTH SYSTEMS INC</name>
        <lei>5493007X5NC5XI1BB106</lei>
        <title>CHS/CMNTY HEALTH SYSTEMS INC 8% 03/15/2026 144A</title>
        <cusip>12543DBC3</cusip>
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          <isin value="US12543DBC39"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>EQM MIDSTREAM PARTNERS LP</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>HILTON WORLDWIDE FINANCE LLC</name>
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        <assetCat>LON</assetCat>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>OCCIDENTAL PETROLEUM CORP</name>
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        <name>CROCS INC</name>
        <lei>549300B0J6YCXD63OG72</lei>
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        <curCd>USD</curCd>
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        <name>EXELON CORP</name>
        <lei>3SOUA6IRML7435B56G12</lei>
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        <cusip>30161NBE0</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>CSMC 2018-SITE</name>
        <lei>N/A</lei>
        <title>CSMC 2018-SITE C CSTR 04/15/2036 144A</title>
        <cusip>12690CAG8</cusip>
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          <isin value="US12690CAG87"/>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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        <name>CITGO PETROLEUM CORP</name>
        <lei>YX52P86PXMLYDOTUQ225</lei>
        <title>CITGO PETROLEUM CORP 6.375% 06/15/2026 144A</title>
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        <identifiers>
          <isin value="US17302XAM83"/>
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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>Fixed</couponKind>
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        <name>COMM 2012-CCRE2 MTG TR</name>
        <lei>N/A</lei>
        <title>COMM 2012-CR2 F 4.25% 8/45</title>
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          <isin value="US12624KBA34"/>
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        <curCd>USD</curCd>
        <valUSD>1463760.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>CANO HEALTH LLC</name>
        <lei>N/A</lei>
        <title>CANO HEALTH LLC 6.25% 10/01/2028 144A</title>
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          <isin value="US13782CAA80"/>
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        <curCd>USD</curCd>
        <valUSD>649400.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06250000</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/32 #565982</title>
        <cusip>36213VXK9</cusip>
        <identifiers>
          <isin value="US36213VXK96"/>
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        <balance>892.90720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>922.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <name>GS MTG SECS TR 2015-GC34</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CIT MTG LN TR 2007-1</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SIMON PROPERTY GROUP LP</name>
        <lei>MR92GTD0MJTTTTQDVG45</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VENTAS RLTY LTD PARTNERSHIP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CLYDESDALE ACQUISITION HOLDINGS INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALTRIA GROUP INC</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>J P MORGAN CHASE COML MTG SECS TR 2013-LC11</name>
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        <cusip>46639YAX5</cusip>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4.0% 06/15/2043#AE7264</title>
        <cusip>36181BB90</cusip>
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        <issuerCat>USGA</issuerCat>
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        <debtSec>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>BOMBARDIER RECREATNL PRODS INC</name>
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        <title>BOMBARDIER REC TERM B1 1LN 05/23/2027</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GOLDMAN SACHS and CO LLC (GOV REPO)</name>
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        <name>LOWES COS INC</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>ION TRADING FINANCE LTD</name>
        <lei>N/A</lei>
        <title>ION TRADING TERM B 1LN 03/26/28</title>
        <cusip>N/A</cusip>
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          <isin value="XAL5582BAV98"/>
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        <curCd>USD</curCd>
        <valUSD>6803344.07000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
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      <invstOrSec>
        <name>NCL CORP LTD</name>
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        <name>COSTA RICA REPUBLIC OF</name>
        <lei>549300S1EK2VN6XVJP58</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CABLEVISION LIGHTPATH LLC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>SREIT TR 2021-MFP</name>
        <lei>N/A</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132XYLA3</cusip>
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        <name>CIGNA GROUP (THE)</name>
        <lei>549300VIWYMSIGT1U456</lei>
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        <issuerCat>CORP</issuerCat>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 2% 11/01/2041#BU6530</title>
        <cusip>3140M8HG7</cusip>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 10/33 #616015</title>
        <cusip>36290SK42</cusip>
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        <issuerCat>USGA</issuerCat>
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        <name>EAGLE 4 LTD</name>
        <lei>213800T6AWJ7S2PD5U82</lei>
        <title>ERM TERM B 1LN 07/12/2028</title>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>NEW JERSEY ECO DEV AUTH ST PEN</name>
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        <title>NEW JERSEY ECO DEV AUTH ST PENSER A MBIA</title>
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        <name>BANK OF IRELAND GROUP PLC</name>
        <lei>635400C8EK6DRI12LJ39</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 2.5% 11/01/2041#FM9558</title>
        <cusip>3140XDTQ9</cusip>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 12/27 #427792</title>
        <cusip>36207CF94</cusip>
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        <curCd>USD</curCd>
        <valUSD>50.99000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ALTICE FRANCE SA</name>
        <lei>5493001ZMCICV4N02J21</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4.00% 10/41 #005280</title>
        <cusip>36202F2M7</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31419KL52</cusip>
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        <curCd>USD</curCd>
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        <name>COMMSCOPE INC</name>
        <lei>549300Z6K4JXMFE8QY54</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 GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 8/25 #319648</title>
        <cusip>31374PBR7</cusip>
        <identifiers>
          <isin value="US31374PBR73"/>
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        <curCd>USD</curCd>
        <valUSD>46.73000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>TIME WARNER CABLE LLC</name>
        <lei>549300U5NFR7S6E3GM41</lei>
        <title>TIME WARNER CABLE LLC 7.3% 07/01/2038</title>
        <cusip>88732JAN8</cusip>
        <identifiers>
          <isin value="US88732JAN81"/>
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        <balance>24672000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24993935.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07300000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032</title>
        <cusip>06051GKA6</cusip>
        <identifiers>
          <isin value="US06051GKA66"/>
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        <balance>34460000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>27176973.77000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/28 #473923</title>
        <cusip>36209KPG7</cusip>
        <identifiers>
          <isin value="US36209KPG75"/>
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        <balance>316.28720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>317.67000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OPEN TEXT CORPORATION</name>
        <lei>549300UQROQS42RKHM85</lei>
        <title>OPEN TEXT CORPORATION 3.875% 12/01/2029 144A</title>
        <cusip>683715AD8</cusip>
        <identifiers>
          <isin value="US683715AD87"/>
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        <balance>2900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2459262.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03875000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 3.0% 12/20/2042#MA0624</title>
        <cusip>36179MVR8</cusip>
        <identifiers>
          <isin value="US36179MVR86"/>
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        <curCd>USD</curCd>
        <valUSD>3466427.76000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FGLMC 30YR 3.5% 09/46#Q43176</title>
        <cusip>3132WGQ67</cusip>
        <identifiers>
          <isin value="US3132WGQ679"/>
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        <balance>148092.54610000</balance>
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        <curCd>USD</curCd>
        <valUSD>135118.29000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SG COML MTG SECS TR 2020-COVE</name>
        <lei>N/A</lei>
        <title>SG COMMERCIAL MORTGAGE SECURITIES TRUST 2020-COVE F CSTR 03/15/2037 144A</title>
        <cusip>78397FAL7</cusip>
        <identifiers>
          <isin value="US78397FAL76"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2051705.67000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Variable</couponKind>
          <annualizedRt>0.03851822</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 3.5% 06/15/2043#AC9654</title>
        <cusip>36179KWP5</cusip>
        <identifiers>
          <isin value="US36179KWP55"/>
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        <curCd>USD</curCd>
        <valUSD>46446.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GFL ENVIRONMENTAL INC</name>
        <lei>5493008HF9XC5H29ZX61</lei>
        <title>GFL ENVIRONMENTAL INC 3.75% 08/01/2025 144A</title>
        <cusip>36168QAK0</cusip>
        <identifiers>
          <isin value="US36168QAK04"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1904119.40000000</valUSD>
        <pctVal>0.006003277830</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03750000</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 GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>ARES XLI CLO LTD / ARES XLI CLO LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>ALLEGRO CLO LTD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EMBRAER NETHERLANDS FINANCE BV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>ALLIANCE LAUNDRY SYSTEMS LLC</name>
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        <name>ARUBA INVESTMENT HOLDINGS LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>BX TRUST 2022-IND</name>
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        <name>CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>PRUDENTIAL FUNDING ASIA PLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>ABU DHABI NATL ENERGY CO PJSC</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GOLDEN ENTERTAINMENT INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>WESTERN GAS PARTNERS LP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>SENEGAL REPUBLIC OF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>HEXION INC</name>
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        <name>MSCCG TR 2018-SELF</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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        <name>BELRON FINANCE US LLC</name>
        <lei>N/A</lei>
        <title>BELRON TERM B 1LN 04/18/2029</title>
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        <curCd>USD</curCd>
        <valUSD>905000.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.08159890</annualizedRt>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 10/28 #457547</title>
        <cusip>31381DHY4</cusip>
        <identifiers>
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        <balance>1212.02450000</balance>
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        <curCd>USD</curCd>
        <valUSD>1246.85000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>TEVA PHARMACEUTICAL FIN NETH III B V</name>
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        <name>DIGICEL LTD</name>
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        <name>STRATUS STATIC CLO 2022-1 LTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>WFRBS COML MTG TR 2011-C4</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>BBCMS 2016-ETC MTG TR</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>HUNGARY REPUBLIC OF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BNP PARIBAS</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>ADVANCED DRAIN SYS INC DEL</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>APRO LLC</name>
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        <name>OMEGA HEALTHCARE INVESTORS INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>COMM 2012-CCRE1 MTG TR</name>
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        <name>CENOVUS ENERGY INC</name>
        <lei>549300F4XPHJ7NOSP309</lei>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>NATWEST GROUP PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 08/01/2033#736148</title>
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        <name>DUKE ENERGY CORP NEW</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUKE ENERGY CORP NEW 2.45% 06/01/2030</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>SASOL FING USA LLC</name>
        <lei>549300XRB1PFMESFEL85</lei>
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          <isin value="US80386WAA36"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 9/41 #772060</title>
        <cusip>36176PQM1</cusip>
        <identifiers>
          <isin value="US36176PQM13"/>
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        <balance>23501.43530000</balance>
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        <curCd>USD</curCd>
        <valUSD>22328.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>GS MTG SECS TR 2019-GC39</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>SOCIETE GENERALE</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36208GHJ0</cusip>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA/FHLG TBA ISSUER</name>
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        <name>TRUCK HERO INC</name>
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        <name>ORBIA ADVANCE CORPORATION SAB DE CV</name>
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        <name>FORD MOTOR CREDIT CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 2.5% 05/01/2041#FM7587</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SAUDI ARABIAN OIL COMPANY</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
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        <cusip>912810TC2</cusip>
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        <balance>199600000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31379BHJ5</cusip>
        <identifiers>
          <isin value="US31379BHJ52"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 9/28 #465349</title>
        <cusip>36208Y5J4</cusip>
        <identifiers>
          <isin value="US36208Y5J44"/>
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        <curCd>USD</curCd>
        <valUSD>260.75000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3133ASKH5</cusip>
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        <curCd>USD</curCd>
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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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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/32 #581406</title>
        <cusip>36201E3P3</cusip>
        <identifiers>
          <isin value="US36201E3P37"/>
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        <curCd>USD</curCd>
        <valUSD>267.35000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 7/39 #703035</title>
        <cusip>36296WBC9</cusip>
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          <isin value="US36296WBC91"/>
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        <balance>36732.68930000</balance>
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        <curCd>USD</curCd>
        <valUSD>34956.55000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TRANSCONTINENTAL GAS PIPE LINE CO LLC</name>
        <lei>N/A</lei>
        <title>TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030</title>
        <cusip>893574AP8</cusip>
        <identifiers>
          <isin value="US893574AP88"/>
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        <balance>3952000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 1.5% 09/01/2051#FS2529</title>
        <cusip>3140XHY35</cusip>
        <identifiers>
          <isin value="US3140XHY359"/>
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        <balance>12649401.25000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9547689.64000000</valUSD>
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        <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>0.01500000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>MINERAL RESOURCES LTD</name>
        <lei>5299007V1ACKFFX2P066</lei>
        <title>MINERAL RES LTD 8.5% 05/01/2030 144A</title>
        <cusip>603051AD5</cusip>
        <identifiers>
          <isin value="US603051AD53"/>
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        <balance>3130000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3141193.88000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08500000</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>BOSTON PPTY LTD PARTNERSHIP</name>
        <lei>BVHHEFJI6SHNOKQT2572</lei>
        <title>BOSTON PPTYS LTD PARTNERSHIP 4.5% 12/01/2028</title>
        <cusip>10112RBA1</cusip>
        <identifiers>
          <isin value="US10112RBA14"/>
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        <balance>12665000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11686724.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS LIMITED</name>
        <lei>XKZZ2JZF41MRHTR1V493</lei>
        <title>SBLOFI SWAP CY873248 04/17/65 B</title>
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        <assetCat>DCR</assetCat>
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      <invstOrSec>
        <name>LAGARDERE SA</name>
        <lei>969500VX2NV2AQQ65G45</lei>
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        <cusip>N/A</cusip>
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          <isin value="FR0013449261"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GARDEN SPINCO CORP</name>
        <lei>N/A</lei>
        <title>GARDEN SPINCO CORP 8.625% 07/20/2030 144A</title>
        <cusip>365417AA2</cusip>
        <identifiers>
          <isin value="US365417AA28"/>
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        <curCd>USD</curCd>
        <valUSD>998224.70000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
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        <cusip>46647PBE5</cusip>
        <identifiers>
          <isin value="US46647PBE51"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8572478.30000000</valUSD>
        <pctVal>0.027027175361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02739000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 3.625% 05/31/2028</title>
        <cusip>91282CHE4</cusip>
        <identifiers>
          <isin value="US91282CHE49"/>
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        <balance>65000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63217577.80000000</valUSD>
        <pctVal>0.199311389465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BX COML MTG TR 2019</name>
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        <name>DELEK OVERRIDING ROYALTY LEVIATHAN LTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GRAPHIC PACKAGING INTL INC</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>MFT TRUST</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>AMGEN INC</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 15YR 2% 12/01/2036#SB8132</title>
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        <name>HERTZ CORP</name>
        <lei>549300PD0C69OJ0NLB27</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 4.50% 5/40 #A92286</title>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 4.50% 8/41 #Q02511</title>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 3.5% 04/20/46#AS7319</title>
        <cusip>36193TDY0</cusip>
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        <curCd>USD</curCd>
        <valUSD>86904.13000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SREIT TR 2021-MFP2</name>
        <lei>N/A</lei>
        <title>SREIT TR 2021-MFP2 TSFR1M+402.998 55 11/15/2036 144A</title>
        <cusip>85236WCU8</cusip>
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        <curCd>USD</curCd>
        <valUSD>3057440.84000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.09339980</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 4.50% 5/39 #G05457</title>
        <cusip>3128M7ME3</cusip>
        <identifiers>
          <isin value="US3128M7ME33"/>
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        <balance>157541.16690000</balance>
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        <curCd>USD</curCd>
        <valUSD>153324.03000000</valUSD>
        <pctVal>0.000483397601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</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>BRANDYWINE OPER PARTNERSHIP LP</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>HELIOS SOFTWARE HLDGS INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GOLDMAN SACHS GROUP INC (THE)</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2013-LC11</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31402NQ27</cusip>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36212FWA8</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>PARAGUAY REPUBLIC OF</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>PY</invCountry>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>INDONESIA REPUBLIC OF</name>
        <lei>254900G208H6Q0L5B953</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GEOPARK LTD</name>
        <lei>529900ZR5QI19AH4KZ07</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 7.00% 7/29 #C47273</title>
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        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 13-149 MA 2.5% 5/20/40</title>
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        <invCountry>US</invCountry>
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      </invstOrSec>
      <invstOrSec>
        <name>SOHO CHINA ABS 2021</name>
        <lei>N/A</lei>
        <title>SOHO CHINA ABS 2021-SOHO D 2.78648% 08/10/2028 144A</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>LIFEPOINT HEALTH INC</name>
        <lei>549300G8ZVHRTBBBSZ90</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>HSBC HOLDINGS PLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>CITIGROUP GLOBAL MARKETS LIMITED</name>
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        <name>UNITED STATES TREASURY BOND</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>VERIZON COMMUNICATIONS INC</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>CHARLOTTE BUYER INC</name>
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        <name>CPT MORTGAGE TRUST 2019</name>
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        <title>CPT MORTGAGE TRUST 2019 CSTR 11/13/2039 144A</title>
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        <name>MARRIOTT OWNERSHIP RESORTS INC</name>
        <lei>BW4532OH033VURR0IT68</lei>
        <title>MARRIOTT OWNERSHIP RESORTS TERM B 1LN 08/31/2025</title>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA/FHLG TBA ISSUER</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>PETROLEOS MEXICANOS</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CA MAGNUM HOLDINGS</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>ULTIMATE SOFTWARE GROUP INC</name>
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        <name>CITIGROUP COML MTG TR 2019-C7</name>
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        <name>CD 2017-CD3 MTG TR</name>
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        <name>CITIGROUP COML MTG TR 2019-GC41</name>
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        <name>BWX TECHNOLOGIES INC</name>
        <lei>549300NP85N265KWMS58</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP COML MTG TR 2015-GC29</name>
        <lei>N/A</lei>
        <title>CITIGROUP COML MTG TR 2015-GC29 XA CSTR 04/10/2048</title>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>LEIGHTON FIN USA PTY LTD</name>
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        <identifiers>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CAESARS ENTERTAINMENT INC</name>
        <lei>5299000BKFWWVND5L441</lei>
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        <identifiers>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COVANTA HLDG CORP</name>
        <lei>40XIFLS8XDQGGHGPGC04</lei>
        <title>COVANTA TERM B 1LN 11/30/2028</title>
        <cusip>22282GAC1</cusip>
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        <curCd>USD</curCd>
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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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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>KNDR 2021-KIND F</name>
        <lei>N/A</lei>
        <title>KNDR 2021-KIND F TSFR1M+406.448 08/15/2026 144A</title>
        <cusip>482606AS9</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.0% 02/01/2045#AX6813</title>
        <cusip>3138Y8SB7</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>68858.60000000</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>
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      </invstOrSec>
      <invstOrSec>
        <name>NETWORK I2I LTD</name>
        <lei>2549003L8M1FGHLHOX45</lei>
        <title>NETWORK I2I LTD 5.65%/VAR PERP 144A</title>
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        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>1449851.00000000</valUSD>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LSB INDUSTRIES INC</name>
        <lei>5493001H215A0HG0MI71</lei>
        <title>LSB INDUSTRIES INC 6.25% 10/15/2028 144A</title>
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        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 4.50% 5/39 #A86399</title>
        <cusip>312933DC5</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 11/41 #489862</title>
        <cusip>36210EFB0</cusip>
        <identifiers>
          <isin value="US36210EFB02"/>
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        <curCd>USD</curCd>
        <valUSD>351719.03000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FORD MOTOR CREDIT CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MTR CR CO LLC 6.86% 06/05/2026</title>
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        <identifiers>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>INTOWN 2022-STAY MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>INTOWN 2022-STAY MORTGAGE TRUST TSFR1M+223.92 08/15/2037 144A</title>
        <cusip>46117NAA0</cusip>
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        <curCd>USD</curCd>
        <valUSD>27677298.56000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 6/26 #342531</title>
        <cusip>31375RPQ9</cusip>
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          <isin value="US31375RPQ91"/>
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        <curCd>USD</curCd>
        <valUSD>137.68000000</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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.0% 11/01/2043#Q23023</title>
        <cusip>3132M3AY3</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>398138.06000000</valUSD>
        <pctVal>0.001255243441</pctVal>
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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>0.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 4.00% 2/42 #Q06162</title>
        <cusip>3132GRFB2</cusip>
        <identifiers>
          <isin value="US3132GRFB24"/>
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        <balance>3463.12510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3290.36000000</valUSD>
        <pctVal>0.000010373795</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</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>DOMINICAN REPUBLIC</name>
        <lei>254900EHU7Q8FGVPI369</lei>
        <title>DOMINICAN REPUBLIC 6.4% 06/05/2049 144A</title>
        <cusip>25714PEB0</cusip>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CROCS INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>HCA INC</name>
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        <name>JPMDB COML MTG SECS TR 2019</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>TRINET GROUP INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>HEXION HOLDINGS CORPORATION</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>WFCM 2022</name>
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        <name>ROGERS COMMUNICATIONS INC</name>
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        <name>TENCENT HLDGS LTD</name>
        <lei>254900N4SLUMW4XUYY11</lei>
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        <invCountry>KY</invCountry>

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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 15YR 2.5% 03/01/2033#G18683</title>
        <cusip>3128MMXM0</cusip>
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        <curCd>USD</curCd>
        <valUSD>449742.74000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>OMAN SULTANATE</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>SAMHALLSBYGGNADSBOLAGET I NORDEN AB</name>
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        <name>UNUM GROUP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>ENDEAVOR ENERGY RES L P / EER FIN INC</name>
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        <name>RLJ LODGING TR</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CITIGROUP COML MTG TR 2016-P4</name>
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        <name>KKR CLO 41 LTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>PERMIAN RESOURCES OPERATING LLC</name>
        <lei>5493004CTVUMQLRPOE23</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36297JKL7</cusip>
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          <isin value="US36297JKL79"/>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <cusip>31375AXH7</cusip>
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          <isin value="US31375AXH75"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LIFE TIME INC</name>
        <lei>549300PALKE96VYH4X17</lei>
        <title>LIFE TIME FITNESS TERM B 1LN 01/15/2026</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 7/32 #254379</title>
        <cusip>31371KQ87</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.00% 12/41 #AJ4198</title>
        <cusip>3138AVUY9</cusip>
        <identifiers>
          <isin value="US3138AVUY97"/>
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        <curCd>USD</curCd>
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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>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <title>FEDERAL NAT MTG ASN GTD REM PA 21-68 A 2% 07/25/2049</title>
        <cusip>3136BJET8</cusip>
        <identifiers>
          <isin value="US3136BJET83"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>SCIL IV LLC / SCIL USA HOLDINGS LLC</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US78397UAA88"/>
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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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      <invstOrSec>
        <name>JP INTERMEDIATE B LLC</name>
        <lei>549300PC0CHCVUMNS121</lei>
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          <isin value="US46650KAE10"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>EMIRATE OF ABU DHABI</name>
        <lei>213800FER4348CINTA77</lei>
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        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 11/31 #559443</title>
        <cusip>36213NP42</cusip>
        <identifiers>
          <isin value="US36213NP420"/>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>NRG ENERGY INC</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
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        <name>TRIVIUM PACKAGING FINANCE BV</name>
        <lei>724500GMZWW3PVYET548</lei>
        <title>TRIVIUM PACKAGING FINANCE BV 5.5% 08/15/2026 144A</title>
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          <isin value="US89686QAA40"/>
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        <issuerCat>CORP</issuerCat>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.0% 10/01/2042#AB6723</title>
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          <couponKind>Fixed</couponKind>
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        <name>COMM 2014-LC17 MTG TR</name>
        <lei>N/A</lei>
        <title>COMM 2014-LC17 XA CSTR 10/47</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>N/A</lei>
        <title>EURO-SCHATZ FUT DEC23 DUZ3</title>
        <cusip>N/A</cusip>
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          <isin value="DE000C7PB900"/>
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        <assetCat>DIR</assetCat>
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        <name>CVS HEALTH CORP</name>
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        <name>BNP PARIBAS</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>COREBRIDGE FINANCIAL INC</name>
        <lei>549300XY1661QCIA7J65</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
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        <name>PROGRESS RESIDENTIAL 2020-SFR1 TR</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>UBS GROUP AG</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3133KQF84</cusip>
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        <name>GUATEMALA, REP OF</name>
        <lei>529900QKDFFU9UWW5315</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 11/33 #781769</title>
        <cusip>36225B6E3</cusip>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2.5% 03/01/2051#RA4749</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4% 11/15/2041#656540</title>
        <cusip>36294QLV1</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.00% 9/41 #AH4609</title>
        <cusip>3138A6DP2</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 1/28 #549726</title>
        <cusip>31385QVT6</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COREBRIDGE FINANCIAL INC</name>
        <lei>549300XY1661QCIA7J65</lei>
        <title>COREBRIDGE FINANCIAL INC 4.35% 04/05/2042</title>
        <cusip>21871XAK5</cusip>
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        <curCd>USD</curCd>
        <valUSD>2121025.35000000</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>2042-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04350000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>NATIXIS COML MTG SECS TR 2018-TECH</name>
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        <cusip>55285GAD6</cusip>
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          <isin value="US55285GAD60"/>
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        <curCd>USD</curCd>
        <valUSD>820410.00000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 6/41 #768770</title>
        <cusip>36176K2B2</cusip>
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          <isin value="US36176K2B27"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>NOVELIS CORP</name>
        <lei>549300G5F3W3B52WYL23</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP</name>
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        <name>AIR CANADA INC</name>
        <lei>4B4HI3CGXMBDC0G6BM51</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36207BS68</cusip>
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        <name>EXTENDED STAY AMER TR 2021-ESH</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31413ECS2</cusip>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36210EHM4</cusip>
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        <name>PETROLEOS MEXICANOS</name>
        <lei>549300CAZKPF4HKMPX17</lei>
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        <cusip>71654QCG5</cusip>
        <identifiers>
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        <name>VENEZUELA, REPUBLIC OF</name>
        <lei>529900XM8PJTJK5OJI77</lei>
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        <cusip>N/A</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>VE</invCountry>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <title>FNR 2002-18 FD SOFR30A+91.448 2/32</title>
        <cusip>31392CHM9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 6% 05/01/2029#</title>
        <cusip>31293PXU4</cusip>
        <identifiers>
          <isin value="US31293PXU47"/>
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        <curCd>USD</curCd>
        <valUSD>816.76000000</valUSD>
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        <name>KENYA REPUBLIC OF</name>
        <lei>549300VVURQQYU45PR87</lei>
        <title>KENYA REPUBLIC OF 7% 05/22/2027 144A</title>
        <cusip>491798AJ3</cusip>
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        <curCd>USD</curCd>
        <valUSD>840788.00000000</valUSD>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>KE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ENLINK MIDSTRM PRTNRS LP</name>
        <lei>88CPW63VL7KHJWS0NY83</lei>
        <title>ENLINK MIDSTRM PRTNRS LP 4.85% 07/15/2026</title>
        <cusip>29336UAF4</cusip>
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          <isin value="US29336UAF49"/>
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        <curCd>USD</curCd>
        <valUSD>1708800.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04850000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4% 04/01/2048#Q55141</title>
        <cusip>3132XXWB1</cusip>
        <identifiers>
          <isin value="US3132XXWB16"/>
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        <balance>37831.09770000</balance>
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        <curCd>USD</curCd>
        <valUSD>35528.07000000</valUSD>
        <pctVal>0.000112012342</pctVal>
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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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/30 #515361</title>
        <cusip>36211KQN7</cusip>
        <identifiers>
          <isin value="US36211KQN71"/>
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        <balance>408.96060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>418.56000000</valUSD>
        <pctVal>0.000001319629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>CCO HLDGS LLC/CCO HLDGS CAP CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>KAZMUAIGAZ NATIONAL CO JSC</name>
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        <name>BANK 2023-BNK46</name>
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        <issuerCat>CORP</issuerCat>
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        <name>AMERICAN HOMES 4 RENT 2015-SFR1 TR</name>
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        <title>AMERICAN HOMES 4 RENT 2015-SFR1 E TR 5.639% 04/17/2052 144A</title>
        <cusip>02666AAE8</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31402EWV6</cusip>
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        <name>UBS-BAMLL TR 2012-WRM</name>
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        <name>MIRA TR 2023-MILE</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <couponKind>Fixed</couponKind>
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        <name>JANE STREET GRP/JSG FIN</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>PETROLEOS DE VENEZUELA SA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>VERIZON MASTER TRUST</name>
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      <invstOrSec>
        <name>CARVANA CO</name>
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        <name>WYNDHAM HOTELS and RESORTS INC</name>
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        <name>19TH HOLDINGS GOLF LLC</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138YVEA3</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>89215.91000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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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>2025-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 11/01/2047#MA3184</title>
        <cusip>31418CRE6</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ENLINK MIDSTREAM LLC</name>
        <lei>54930000GY1H533OBE23</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3% 11/01/2050#SD8108</title>
        <cusip>3132DWAH6</cusip>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2.5% 08/01/2051#CB1331</title>
        <cusip>3140QLPR1</cusip>
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        <curCd>USD</curCd>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.50% 8/40 #AE2970</title>
        <cusip>31419DJQ5</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NAT MTG AS REMIC PT 2014-2 BA 3% 01/20/2044</title>
        <cusip>38378YG78</cusip>
        <identifiers>
          <isin value="US38378YG789"/>
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        <balance>3370358.39720000</balance>
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        <curCd>USD</curCd>
        <valUSD>3024448.40000000</valUSD>
        <pctVal>0.009535433560</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PROGRESS RESIDENTIAL 2022-SFR5</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>TRICON AMERICAN HOMES 2020</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>INTOWN 2022-STAY MTG TR</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>NEWELL BRANDS INC</name>
        <lei>549300LWGYFM1TVO1Z12</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>EG AMERICA LLC</name>
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        <name>ENSEMBLE RCM LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST 2020</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>API GROUP DE INC</name>
        <lei>549300PF7K5YYDIK7Y13</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>LIBERTY COSTA RICA SR SF</name>
        <lei>549300W6O2PHTPCYQ751</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CEDR COML MTG TR 2022-SNAI</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>IRON MOUNTAIN INC</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/29 #781027</title>
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        <name>HUB INTERNATIONAL LTD</name>
        <lei>549300JQT6ATTUNS5E06</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>3620ADCC4</cusip>
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        <name>CHARLES RIVER LABORATORIES INTERNATIONAL INC</name>
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        <cusip>159864AE7</cusip>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
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        <name>COLUMBIA CENT CLO 31 LTD</name>
        <lei>N/A</lei>
        <title>COLUMBIA CENT CLO 31A A1 LTD TSFR3M+146.161 04/20/2034 144A</title>
        <cusip>19737LAC7</cusip>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>WELLS FARGO COML MTG TR 2016-NXS6</name>
        <lei>549300CFP9NBBMZH1008</lei>
        <title>WELLS FARGO COML MTG TR 2016-NXS6 D 3.059% 11/15/2049 144A</title>
        <cusip>95000KAJ4</cusip>
        <identifiers>
          <isin value="US95000KAJ43"/>
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        <balance>1337000.00000000</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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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4.5% 09/01/2053 #TBA</title>
        <cusip>21H042695</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>48030328.08000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>UKRAINE GOVERNMENT</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>UKRAINE GOVERNMENT 7.253% 03/15/2035 144A</title>
        <cusip>903724BY7</cusip>
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        <curCd>USD</curCd>
        <valUSD>415955.80000000</valUSD>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLM ARM 6.36% 7/36 #1B7105</title>
        <cusip>3128QPH96</cusip>
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        <curCd>USD</curCd>
        <valUSD>17445.51000000</valUSD>
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        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 8/33 #615432</title>
        <cusip>36290RVZ3</cusip>
        <identifiers>
          <isin value="US36290RVZ36"/>
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        <curCd>USD</curCd>
        <valUSD>8423.87000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026</title>
        <cusip>00774MAV7</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CENTENE CORP DEL</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP 2.625% 08/01/2031</title>
        <cusip>15135BAZ4</cusip>
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          <isin value="US15135BAZ40"/>
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        <balance>13830000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11002157.91000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02625000</annualizedRt>
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        <name>COOPERATIEVE RABOBANK UA</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
        <title>COOPERATIEVE RABOBANK UA 4.375% 08/04/2025</title>
        <cusip>21684AAC0</cusip>
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          <isin value="US21684AAC09"/>
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        <balance>16524000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16016350.50000000</valUSD>
        <pctVal>0.050496099082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31376LFW9</cusip>
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        <curCd>USD</curCd>
        <valUSD>38.02000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>SUNOCO LP / SUNOCO FIN CORP</name>
        <lei>N/A</lei>
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        <identifiers>
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        <balance>2625000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-15</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132QP2A1</cusip>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MAGNETITE IX LTD / MAGNETITE IX LLC</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 4.50% 10/41 #Q03643</title>
        <cusip>3132GJWC9</cusip>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31407N3N1</cusip>
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        <name>TRINET GROUP INC</name>
        <lei>5299003FJVBETSFKE990</lei>
        <title>TRINET GROUP INC 7.125% 08/15/2031 144A</title>
        <cusip>896288AC1</cusip>
        <identifiers>
          <isin value="US896288AC18"/>
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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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 12/30 #545022</title>
        <cusip>36212VPF0</cusip>
        <identifiers>
          <isin value="US36212VPF03"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CONSTELLIUM SE</name>
        <lei>724500KRJEMC79KAAU28</lei>
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        <cusip>210383AG0</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>1118655.10000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/28 #443837</title>
        <cusip>36207WBE3</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/28 #462916</title>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.5% 12/01/2042#AB7124</title>
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          <couponKind>Fixed</couponKind>
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        <name>BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH</name>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 07/01/2046#Q41359</title>
        <cusip>3132WEQM7</cusip>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 6.00% 12/34 #605777</title>
        <cusip>36200N6N6</cusip>
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        <curCd>USD</curCd>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 8.00% 6/25 #410041</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BANK 2021-BN35</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>BERRY GLOBAL INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>JPMBB COML MTG SECS TR 2015-C32</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>DIAMOND SPORTS GROUP LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>BX TR 2021-ARIA</name>
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        <issuerCat>CORP</issuerCat>
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        <name>AT and T INC</name>
        <lei>549300Z40J86GGSTL398</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      </invstOrSec>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BX 2021-MFM1</name>
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        <name>UST NOTES</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>GS MTG SECS TR 2020-GC45</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>MATTEL INC</name>
        <lei>549300VELLG24KHTJ564</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>COMMONWEALTH BANK AUSTRALIA</name>
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        <name>AMN HEALTHCARE</name>
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        <name>MOBICO GROUP PLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC</name>
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        <title>FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A</title>
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          <isin value="US31556TAC36"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>VMED O2 UK FINANCING I</name>
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        <fairValLevel>2</fairValLevel>
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        <name>WMB HOLDINGS INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>AES CORP</name>
        <lei>2NUNNB7D43COUIRE5295</lei>
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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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        <name>ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP</name>
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        <cusip>75606DAS0</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 8/32 #781605</title>
        <cusip>36225BYA0</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>SCOTTS MIRACLE GRO CO (THE)</name>
        <lei>2TH9E0JTOUXOEGI2R879</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CORPOARATE OFFICE PPTYS LP</name>
        <lei>H0TWO5VRNEP6CQAWPX27</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>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.50% 5/34 #628119</title>
        <cusip>36291GYQ3</cusip>
        <identifiers>
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        <issuerCat>USGA</issuerCat>
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        <name>LIFE FINANCIAL SERVICES TRUST 2022</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
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        <invCountry>US</invCountry>
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        <name>SBA SENIOR FINANCE II LLC</name>
        <lei>549300PVT2ADFWMYEW87</lei>
        <title>SBA COMMUNICATIONS TERM B 04/11/2025</title>
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        <assetCat>LON</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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      </invstOrSec>
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        <name>DBJPM 2016-C3 MTG TR</name>
        <lei>N/A</lei>
        <title>DBJPM 2016-C3 C CSTR 09/10/2049</title>
        <cusip>23312VAK2</cusip>
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        <curCd>USD</curCd>
        <valUSD>293173.58000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>LIFE FINANCIAL SERVICES TRUST 2022</name>
        <lei>N/A</lei>
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        <cusip>53218DAA6</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BX 2021-SDMF</name>
        <lei>N/A</lei>
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        <cusip>12434CAQ7</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-15</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>HESS CORP</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
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          <isin value="US023551AF16"/>
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        <balance>13500000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>QATAR PETROLEUM</name>
        <lei>254900QTESJKJ3P87J26</lei>
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        <cusip>74730DAC7</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>QA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4% 05/15/2042#AA1859</title>
        <cusip>36177YB47</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LEVIATHAN BOND LTD</name>
        <lei>254900D9T8VKYVQNZ220</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <balance>1875000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1</name>
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        <cusip>78398AAB9</cusip>
        <identifiers>
          <isin value="US78398AAB98"/>
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        <balance>9462000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9455906.47000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05890000</annualizedRt>
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      <invstOrSec>
        <name>PETRORIO LUXEMBOURG S A R L</name>
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        <cusip>71677WAA0</cusip>
        <identifiers>
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        <balance>915000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>878857.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06125000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AHP HEALTH PARTNERS INC</name>
        <lei>549300QMM8MQ6SM5KX05</lei>
        <title>ARDENT TERM B 1LN 08/24/2028</title>
        <cusip>00130MAJ3</cusip>
        <identifiers>
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        <balance>2649599.31400000</balance>
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        <curCd>USD</curCd>
        <valUSD>2650924.11000000</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>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.50% 10/40 #AE3832</title>
        <cusip>31419EHJ1</cusip>
        <identifiers>
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        <balance>35553.06510000</balance>
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        <curCd>USD</curCd>
        <valUSD>34564.45000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CVS HEALTH CORP</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP 3% 08/15/2026</title>
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        <identifiers>
          <isin value="US126650DF48"/>
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        <balance>2303000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2157418.85000000</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>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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      <invstOrSec>
        <name>PHILLIPS 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
        <title>PHILLIPS 66 3.85% 04/09/2025</title>
        <cusip>718546AV6</cusip>
        <identifiers>
          <isin value="US718546AV68"/>
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        <balance>2401000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2336214.54000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03850000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY BOND 3% 02/15/2047</title>
        <cusip>912810RV2</cusip>
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          <isin value="US912810RV26"/>
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        <curCd>USD</curCd>
        <valUSD>314967499.23000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 11/39 #710499</title>
        <cusip>36297FKL5</cusip>
        <identifiers>
          <isin value="US36297FKL57"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/29 #499474</title>
        <cusip>36210Q2F8</cusip>
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          <isin value="US36210Q2F84"/>
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        <balance>961.33310000</balance>
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        <curCd>USD</curCd>
        <valUSD>977.22000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 3.0% 06/15/2043#AD3626</title>
        <cusip>36180FA36</cusip>
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        <balance>42362.98070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37985.77000000</valUSD>
        <pctVal>0.000119760940</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 11/47#V84700</title>
        <cusip>3132LAGH9</cusip>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>Arc Falcon I Inc</name>
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        <name>EMIRATES NBD BANK PJSC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>LENOVO GROUP LTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>EATON VANCE CLO 2019-1 LTD</name>
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        <name>AMERICAN TOWER CORP</name>
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        <name>GS MTG SECS TR 2011-GC5</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>UST NOTES</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 8/40 #740919</title>
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        <name>VIKING OCEAN CRUISES SHIP VII LTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      </invstOrSec>
      <invstOrSec>
        <name>SAUDI ARABIAN OIL COMPANY</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>AES CORP</name>
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        <name>PHILIPPINES REPUBLIC OF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>TRANSDIGM INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>PROJECT BOOST PURCHASER LLC</name>
        <lei>254900SVSL94NTLSDY26</lei>
        <title>AUTODATA TERM 1LN 05/30/2026</title>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CAMELOT FIN S A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAL2000AAD27"/>
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        <assetCat>LON</assetCat>
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        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-31</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
        <title>FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048</title>
        <cusip>3136BG6S5</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NISOURCE INC</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</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 GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31418DPA4</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.50% 1/35 #805252</title>
        <cusip>31406BTH3</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 5% 08/01/2035#</title>
        <cusip>31297SPM1</cusip>
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          <isin value="US31297SPM16"/>
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        <curCd>USD</curCd>
        <valUSD>7531.73000000</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>0.05000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
        <title>FNR 1999-32 PL 6% 7/29</title>
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        <identifiers>
          <isin value="US31359WHX20"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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      <invstOrSec>
        <name>BBCMS MTG TR 2022-C17</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US054976AR63"/>
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        <balance>3429000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 2/28 #469132</title>
        <cusip>36209EED0</cusip>
        <identifiers>
          <isin value="US36209EED04"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>ABG INTERMEDIATE HLDGS 2 LLC</name>
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        <title>AUTHENTIC BRANDS TERM B2 1LN 12/21/2028</title>
        <cusip>00076VBG4</cusip>
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          <isin value="US00076VBG41"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>VENTAS RLTY LTD PARTNERSHIP</name>
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        <cusip>92277GAV9</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 11/25 #250383</title>
        <cusip>31371FCU4</cusip>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 2.5% 01/01/2030#FS3868</title>
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      <invstOrSec>
        <name>BERMUDA GOVERNMENT OF</name>
        <lei>549300FP5PUZXX9FVJ40</lei>
        <title>BERMUDA GOVERNMENT OF 3.375% 08/20/2050 144A</title>
        <cusip>085209AH7</cusip>
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        <curCd>USD</curCd>
        <valUSD>285081.40000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CCO HLDGS LLC/CCO HLDGS CAP CORP</name>
        <lei>N/A</lei>
        <title>CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032</title>
        <cusip>1248EPCN1</cusip>
        <identifiers>
          <isin value="US1248EPCN14"/>
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        <balance>8750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7093580.38000000</valUSD>
        <pctVal>0.022364529155</pctVal>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>NEWS CORP NEW</name>
        <lei>549300ITS31QK8VRBQ14</lei>
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        <balance>2385000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-02-15</maturityDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>INDY US BIDCO LLC</name>
        <lei>N/A</lei>
        <title>NIELSENIQ TERM B 1LN 03/05/2028</title>
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        <identifiers>
          <isin value="US45674PAF18"/>
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        <balance>2140916.66000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2044575.41000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW FORTRESS ENERGY INC</name>
        <lei>254900EICTYTCHA5X705</lei>
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        <cusip>644393AA8</cusip>
        <identifiers>
          <isin value="US644393AA81"/>
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        <balance>15547000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15025863.01000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 5% 10/01/2033#</title>
        <cusip>31296PKS0</cusip>
        <identifiers>
          <isin value="US31296PKS01"/>
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        <balance>26178.26990000</balance>
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        <curCd>USD</curCd>
        <valUSD>25999.79000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAP I TR 2016-BNK2</name>
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        <title>MSC 2016-BNK2 C CSTR 11/49</title>
        <cusip>61690YBZ4</cusip>
        <identifiers>
          <isin value="US61690YBZ43"/>
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        <curCd>USD</curCd>
        <valUSD>445360.73000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-11-15</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>NEW CINEWORLD LTD</name>
        <lei>N/A</lei>
        <title>NEW CINEWORLD LTD</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal" value="JWI790000"/>
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        <curCd>USD</curCd>
        <valUSD>2192200.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 8/33 #614932</title>
        <cusip>36290RED1</cusip>
        <identifiers>
          <isin value="US36290RED17"/>
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        <balance>3659.44710000</balance>
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        <curCd>USD</curCd>
        <valUSD>3618.65000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 07/01/2033#722261</title>
        <cusip>31401YMJ1</cusip>
        <identifiers>
          <isin value="US31401YMJ19"/>
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        <balance>6287.33790000</balance>
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        <curCd>USD</curCd>
        <valUSD>6125.41000000</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>0.04500000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>BX TR 2021-ARIA</name>
        <lei>N/A</lei>
        <title>BX TR 2021-ARIA TSFR1M+270.798 35 10/15/2036 144A</title>
        <cusip>05608RAN5</cusip>
        <identifiers>
          <isin value="US05608RAN52"/>
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        <balance>2468000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2295446.08000000</valUSD>
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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>
          <annualizedRt>0.08017980</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/27 #780570</title>
        <cusip>36225AT34</cusip>
        <identifiers>
          <isin value="US36225AT340"/>
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        <balance>44.06590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44.28000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>VIRGIN MEDIA BRISTOL LLC</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAG9368PBC77"/>
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        <balance>3356000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3260354.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.07924960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SERVICE CORP INTERNATIONAL INC</name>
        <lei>549300RKVM2ME20JHZ15</lei>
        <title>SERVICE CORP INTERNATIONAL INC 4% 05/15/2031</title>
        <cusip>817565CG7</cusip>
        <identifiers>
          <isin value="US817565CG79"/>
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        <balance>1650000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1398952.50000000</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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 12/26 #780481</title>
        <cusip>36225ARA0</cusip>
        <identifiers>
          <isin value="US36225ARA06"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36.82000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 5.0% 03/01/2041#A97520</title>
        <cusip>312946K96</cusip>
        <identifiers>
          <isin value="US312946K961"/>
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        <curCd>USD</curCd>
        <valUSD>7213.35000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <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>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 10/01/2040#V81966</title>
        <cusip>3132L7FF1</cusip>
        <identifiers>
          <isin value="US3132L7FF19"/>
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        <curCd>USD</curCd>
        <valUSD>228896.58000000</valUSD>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 11/27 #251298</title>
        <cusip>31371GDB3</cusip>
        <identifiers>
          <isin value="US31371GDB32"/>
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        <balance>484.36830000</balance>
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        <curCd>USD</curCd>
        <valUSD>492.99000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SAMHALLSBYGGNADSBOLAGET I NORDEN AB</name>
        <lei>549300HX9MRFY47AH564</lei>
        <title>SAMHALLSBYGGNADSBOLAGET I NORDEN AB 2.624/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2010032618"/>
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        <balance>5240000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92221146"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 11/40 #749953</title>
        <cusip>3620C6E27</cusip>
        <identifiers>
          <isin value="US3620C6E273"/>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMER MERRILL LYNCH COML MTG TR 2017-BNK3</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>ZELIS PAYMENTS BUYER INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BAMLL COML MTG SECS TR 2022-DKLX</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>MPT OPER PARTNERSHIP LP / MPT FIN CORP</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>MORGAN STANLEY BK AMER MERRILL LYNCH TR 2017-C33</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>MKT 2020-525M MTG TR</name>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>GS MTG SECS TR 2011-GC5</name>
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        <name>ILLINOIS ST</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>QATAR ST</name>
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        <name>HOWARD HUGHES CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HILTON USA TR 2016-HHV</name>
        <lei>N/A</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>OMEGA HEALTHCARE INVESTORS INC</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4.0% 09/45#MA3106</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BRASS NO 10 PLC</name>
        <lei>213800UCE3NFG8SQKH09</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JACKSON FINANCIAL INC</name>
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      <invstOrSec>
        <name>TV AZTECA SAB DE CV</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 6.00% 11/39 #720602</title>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HUMANA INC</name>
        <lei>529900YLDW34GJAO4J06</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MONONGAHELA PWR CO</name>
        <lei>N/A</lei>
        <title>MONONGAHELA PWR CO 4.1% 04/15/2024 144A</title>
        <cusip>610202BN2</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP</name>
        <lei>N/A</lei>
        <title>ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 7.875% 05/15/2026 144A</title>
        <cusip>03690EAA6</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.00% 12/40 #AE8783</title>
        <cusip>31419KXM2</cusip>
        <identifiers>
          <isin value="US31419KXM25"/>
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        <curCd>USD</curCd>
        <valUSD>5744.62000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <curCd>N/A</curCd>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31404UKL3</cusip>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 8/40 #706824</title>
        <cusip>36297BG96</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>AIP RD BUYER CORP</name>
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        <title>RELADYNE TERM B 1LN 12/23/2028</title>
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        <name>MORGAN STANLEY CAP I TR 2012-C4</name>
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        <name>ONEMAIN FINANCE CORP</name>
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        <name>BANK 2021-BNK33</name>
        <lei>N/A</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4.0% 05/15/2043#AD1390</title>
        <cusip>36180CRK7</cusip>
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        <curCd>USD</curCd>
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        <name>KORN FERRY</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>AMERICAN TRAILER WORLD CORP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BENCHMARK 2022-B37 MTG TR</name>
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        <name>PROVIDENCE PLACE GROUP LTD PARTNERSHIP</name>
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        <name>APOLLO AVIATION SECURITIZATION EQUITY TRUST</name>
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        <name>JAMAICA GOVT OF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>NATWEST GROUP PLC</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FORD MOTOR CREDIT CO LLC</name>
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        <name>MORGAN STANLEY CAP I TR 2018-MP</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <issuerCat>UST</issuerCat>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>POST HOLDINGS INC</name>
        <lei>JM1I5YUAURL6DC8N1468</lei>
        <title>POST HLDGS INC 5.5% 12/15/2029 144A</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4% 11/01/2040#AE4058</title>
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          <isin value="US31419EQL64"/>
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        <name>ECHO GLOBAL LOGISTICS INC</name>
        <lei>549300WRZ9Y84GWVYR04</lei>
        <title>ECHO GLOBAL LOGISTICS TERM 2LN 11/23/2029</title>
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          <ticker value="EINESU"/>
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        <fairValLevel>3</fairValLevel>
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        <name>BAKELITE US HOLDCO INC</name>
        <lei>549300UCYL2XSFT5Y041</lei>
        <title>BAKELITE TERM 1LN 05/27/2029</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>OIL AND GAS HOLDING CO BSCC/THE</name>
        <lei>549300OBH16L6TS6IW50</lei>
        <title>OIL AND GAS HOLDING CO BSCC/THE 7.5% 10/25/2027 144A</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BEACON ROOFING SUPPLY INC</name>
        <lei>549300HDXQWWCBOYXP31</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</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>PETROLEOS MEXICANOS</name>
        <lei>549300CAZKPF4HKMPX17</lei>
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        <cusip>71654QDB5</cusip>
        <identifiers>
          <isin value="US71654QDB59"/>
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        <balance>36590000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 4/40 #737177</title>
        <cusip>3620AQ6N8</cusip>
        <identifiers>
          <isin value="US3620AQ6N84"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ARSENAL AIC PARENT LLC</name>
        <lei>N/A</lei>
        <title>ARSENAL AIC PARENT LLC 8% 10/01/2030 144A</title>
        <cusip>04288BAB6</cusip>
        <identifiers>
          <isin value="US04288BAB62"/>
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        <balance>1370000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2.5% 01/01/2051#FM5651</title>
        <cusip>3140X9H57</cusip>
        <identifiers>
          <isin value="US3140X9H573"/>
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        <balance>4890213.88800000</balance>
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        <curCd>USD</curCd>
        <valUSD>4075936.55000000</valUSD>
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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>0.02500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.0% 02/01/2043#Q15992</title>
        <cusip>3132J7C67</cusip>
        <identifiers>
          <isin value="US3132J7C675"/>
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        <balance>113573.13570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107542.75000000</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>2043-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</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>DP WORLD SALAAM</name>
        <lei>549300SUYBT9X88E9435</lei>
        <title>DP WORLD SALAAM 6%/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2158697255"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1983700.00000000</valUSD>
        <pctVal>0.006254178300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VALARIS LTD</name>
        <lei>N/A</lei>
        <title>VALARIS LTD 8.375% 04/30/2030 144A</title>
        <cusip>91889FAC5</cusip>
        <identifiers>
          <isin value="US91889FAC59"/>
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        <balance>3900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3972345.00000000</valUSD>
        <pctVal>0.012523947119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08375000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DIGITALBRIDGE GROUP INC</name>
        <lei>549300XG87L902AGBO89</lei>
        <title>DIGITALBRIDGE GROUP INC 7.15% SER I PERP PFD</title>
        <cusip>25401T405</cusip>
        <identifiers>
          <isin value="US25401T4058"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>661545.00000000</valUSD>
        <pctVal>0.002085708717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>COMSTOCK RESOURCES INC</name>
        <lei>I03QQGEA4SS774AURI46</lei>
        <title>COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A</title>
        <cusip>205768AT1</cusip>
        <identifiers>
          <isin value="US205768AT12"/>
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        <balance>2290000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2022601.05000000</valUSD>
        <pctVal>0.006376824921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05875000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>ALPHA TRAINS FINANCE SA</name>
        <lei>529900FR0E130P05IY43</lei>
        <title>ALPHA TRAINS FINANCE SA 2.064% 06/30/2030 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1208436219"/>
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        <balance>4151000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92221146"/>
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        <pctVal>0.013371718911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02064000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/32 #582054</title>
        <cusip>36201FTK3</cusip>
        <identifiers>
          <isin value="US36201FTK39"/>
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        <balance>457.41430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>469.03000000</valUSD>
        <pctVal>0.000001478750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC</name>
        <lei>N/A</lei>
        <title>ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 5.25% 08/15/2027 144A</title>
        <cusip>03969AAR1</cusip>
        <identifiers>
          <isin value="US03969AAR14"/>
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        <balance>8321000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7078772.06000000</valUSD>
        <pctVal>0.022317841715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MILLICOM INTL CELLULAR SA</name>
        <lei>549300CTHC1CP86P2G96</lei>
        <title>MILLICOM INTL CELLULAR SA 5.125% 01/15/2028 144A</title>
        <cusip>600814AN7</cusip>
        <identifiers>
          <isin value="US600814AN71"/>
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        <balance>711000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>637233.75000000</valUSD>
        <pctVal>0.002009060589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC</name>
        <lei>N/A</lei>
        <title>SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC 4.5% 03/15/2029 144A</title>
        <cusip>86828LAC6</cusip>
        <identifiers>
          <isin value="US86828LAC63"/>
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        <balance>1725000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1517965.50000000</valUSD>
        <pctVal>0.004785817861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</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>QBE INS GROUP LTD</name>
        <lei>549300D2FBW76FPUSG65</lei>
        <title>QBE INS GROUP LTD 5.25%/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>Fidelity Revere Street Trust</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>MAGALLANES INC</name>
        <lei>549300DXR29GD4N0A520</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 6.50% 12/27 #257055</title>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 2502 ZC 6 9/32</title>
        <cusip>31392UTM6</cusip>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 1/34 #604900</title>
        <cusip>36200M7M9</cusip>
        <identifiers>
          <isin value="US36200M7M98"/>
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        <balance>3907.07760000</balance>
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        <curCd>USD</curCd>
        <valUSD>3863.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>EGYPT, (ARAB) REPUBLIC OF</name>
        <lei>529900GFIVH4086NMH82</lei>
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        <cusip>03846JW71</cusip>
        <identifiers>
          <isin value="US03846JW719"/>
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        <balance>1065000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>683048.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>EG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07600300</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/28 #464690</title>
        <cusip>36208YF79</cusip>
        <identifiers>
          <isin value="US36208YF790"/>
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        <balance>128.93010000</balance>
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        <curCd>USD</curCd>
        <valUSD>130.32000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      <invstOrSec>
        <name>DOMINICAN REPUBLIC</name>
        <lei>254900EHU7Q8FGVPI369</lei>
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        <cusip>25714PEF1</cusip>
        <identifiers>
          <isin value="US25714PEF18"/>
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        <balance>2060000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1742162.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.00% 10/41 #AJ3924</title>
        <cusip>3138AVLE3</cusip>
        <identifiers>
          <isin value="US3138AVLE35"/>
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        <balance>4803.32800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4553.87000000</valUSD>
        <pctVal>0.000014357370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4% 07/01/2041#Q02144</title>
        <cusip>3132GFLZ8</cusip>
        <identifiers>
          <isin value="US3132GFLZ89"/>
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        <balance>429390.75760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>407292.59000000</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>2041-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 4.50% 11/39 #G05695</title>
        <cusip>3128M7UU8</cusip>
        <identifiers>
          <isin value="US3128M7UU82"/>
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        <balance>2181.39080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2123.29000000</valUSD>
        <pctVal>0.000006694275</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.0% 02/01/2043#AR5579</title>
        <cusip>3138W3FV0</cusip>
        <identifiers>
          <isin value="US3138W3FV09"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5251.65000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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      <invstOrSec>
        <name>TOPBUILD CORP</name>
        <lei>5493007YSKHOL4RWII46</lei>
        <title>TOPBUILD CORP 4.125% 02/15/2032 144A</title>
        <cusip>89055FAC7</cusip>
        <identifiers>
          <isin value="US89055FAC77"/>
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        <balance>1870000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1556775.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</annualizedRt>
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      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY BOND 4.125% 08/15/2053</title>
        <cusip>912810TT5</cusip>
        <identifiers>
          <isin value="US912810TT51"/>
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        <curCd>USD</curCd>
        <valUSD>445410277.81000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2053-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</annualizedRt>
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        <name>NISOURCE INC</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NISOURCE INC 5.95% 06/15/2041</title>
        <cusip>65473QAX1</cusip>
        <identifiers>
          <isin value="US65473QAX16"/>
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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>
          <annualizedRt>0.05950000</annualizedRt>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 6.50% 10/27 #256946</title>
        <cusip>31371NL37</cusip>
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        <curCd>USD</curCd>
        <valUSD>6450.28000000</valUSD>
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          <couponKind>Fixed</couponKind>
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        <name>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY BOND 3.625% 05/15/2053</title>
        <cusip>912810TR9</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03625000</annualizedRt>
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        <name>PLANET FITNESS MASTER ISSUER LLC 18-1A</name>
        <lei>N/A</lei>
        <title>PLANET FITNESS MASTER ISSUER LLC 18-1A 3.251% 12/05/2051 144A</title>
        <cusip>72703PAD5</cusip>
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        <curCd>USD</curCd>
        <valUSD>20477703.57000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLM 30YR 5.5% 8/53 #RA9561</title>
        <cusip>3133KRTS3</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3% 12/01/2051#FM9777</title>
        <cusip>3140XD2K1</cusip>
        <identifiers>
          <isin value="US3140XD2K15"/>
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        <balance>2984012.58800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2591314.44000000</valUSD>
        <pctVal>0.008169855593</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>0.03000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
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        <name>RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP LP</name>
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        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>INVESTMENT ENERGY RESOURCES LTD</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>CSAIL 2017-C8 COML MTG TR</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>THE BERKELEY GROUP PLC</name>
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        <name>GS MTG SECS TR 2014-GC20</name>
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        <name>ACURIS FIN US/ACURIS FIN</name>
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        <name>ROMANIA, REPUBLIC OF</name>
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        <name>CD 2017-CD3 MTG TR</name>
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        <name>CHICAGO BOARD OF TRADE</name>
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        <name>MORGAN STANLEY BK AMER MERRILL LYNCH TR 2013-C13</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3133KGF37</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BX TRUST 2022-IND</name>
        <lei>N/A</lei>
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        <cusip>05609WAJ2</cusip>
        <identifiers>
          <isin value="US05609WAJ27"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <cusip>31371M2A4</cusip>
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          <isin value="US31371M2A42"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ANGOLA REPUBLIC</name>
        <lei>549300QHR2R3J8JSGK83</lei>
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        <cusip>035198AA8</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>AO</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 6% 07/01/2029#</title>
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          <isin value="US31293TGY73"/>
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        <curCd>USD</curCd>
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        <name>CENTENE CORP DEL</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SS and C TECHNOLOGIES INC</name>
        <lei>549300KY09TR3J12JU49</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>TRANSDIGM INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TRANSDIGM INC 6.75% 08/15/2028 144A</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TRI POINTE HOMES INC</name>
        <lei>N/A</lei>
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          <isin value="US87265HAG48"/>
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        <curCd>USD</curCd>
        <valUSD>360255.20000000</valUSD>
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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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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 6.00% 11/35 #255934</title>
        <cusip>31371MHK6</cusip>
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        <issuerCat>USGSE</issuerCat>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>AVOLON HOLDINGS FUNDING LTD</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
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        <invCountry>KY</invCountry>

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        <name>ARES CAPITAL CORP</name>
        <lei>WEQ82666OJYSI5GUAB47</lei>
        <title>ARES CAPITAL CORP 3.875% 01/15/2026</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLM ARM 3.464% 5/1/41#1B8304</title>
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        <curCd>USD</curCd>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 6.00% 11/35 #843132</title>
        <cusip>31407WVZ3</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4.0% 08/15/2042#AB1489</title>
        <cusip>36178LUN1</cusip>
        <identifiers>
          <isin value="US36178LUN18"/>
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        <curCd>USD</curCd>
        <valUSD>3996.46000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>INEOS US PETROCHEM LLC</name>
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        <name>CWGS GROUP LLC</name>
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        <name>AVIS BUDGET CAR RENT LLC</name>
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        <name>FNMA/FHLG TBA ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CLEARWAY ENERGY OPERATING LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST 2021-VINO</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/28 #427209</title>
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        <name>BROADSTREET PARTNERS INC</name>
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        <name>ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP</name>
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        <name>SBA COMMUNICATIONS CORP</name>
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        <issuerCat>CORP</issuerCat>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <title>FHR 2432 FG SOFR30A+101.448 3/32</title>
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        <name>USIC HLDGS INC</name>
        <lei>5493009ZYUWB7X699U62</lei>
        <title>USIC HOLDINGS TERM B 1LN 05/14/2028</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II 3.5% 02/20/2043#AD1755</title>
        <cusip>36180C5Q8</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MAGALLANES INC</name>
        <lei>549300DXR29GD4N0A520</lei>
        <title>MAGALLANES INC 5.141% 03/15/2052</title>
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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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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4% 04/48#CA1545</title>
        <cusip>3140Q8WF8</cusip>
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          <isin value="US3140Q8WF84"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CAPITAL ONE FINANCIAL CORP</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>LIFEPOINT HEALTH INC</name>
        <lei>549300G8ZVHRTBBBSZ90</lei>
        <title>LIFEPOINT HEALTH INC 9.875% 08/15/2030 144A</title>
        <cusip>53219LAV1</cusip>
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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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          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NAVEX TOPCO INC</name>
        <lei>N/A</lei>
        <title>NAVEX TERM 2LN 09/04/2026</title>
        <cusip>63941EAE9</cusip>
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          <isin value="US63941EAE95"/>
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        <balance>175000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-09-04</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.12431060</annualizedRt>
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      <invstOrSec>
        <name>TRANSOCEAN INC</name>
        <lei>DOL4HJ22ADYSIWES4H94</lei>
        <title>TRANSOCEAN INC 8.75% 02/15/2030 144A</title>
        <cusip>893830BX6</cusip>
        <identifiers>
          <isin value="US893830BX61"/>
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        <balance>2465250.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2521987.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08750000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NORTHERN OIL AND GAS INC</name>
        <lei>OKFF0PIZDDMNH4UCYE51</lei>
        <title>NORTHERN OIL AND GAS INC 8.125% 03/01/2028 144A</title>
        <cusip>665531AG4</cusip>
        <identifiers>
          <isin value="US665531AG42"/>
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        <balance>3040000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3047326.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08125000</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/28 #433685</title>
        <cusip>36207JXN8</cusip>
        <identifiers>
          <isin value="US36207JXN89"/>
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        <balance>684.41650000</balance>
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        <curCd>USD</curCd>
        <valUSD>694.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4% 03/15/2042#733816</title>
        <cusip>3620AMGZ9</cusip>
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        <balance>207085.22190000</balance>
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        <curCd>USD</curCd>
        <valUSD>196564.98000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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      <invstOrSec>
        <name>AVENTIV TECHNOLOGIES LLC</name>
        <lei>549300EBCNNXVCJ2FW66</lei>
        <title>SECURUS TECHNOLOGIES TERM B 1LN 11/01/2024</title>
        <cusip>78410QAB8</cusip>
        <identifiers>
          <isin value="US78410QAB86"/>
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        <curCd>USD</curCd>
        <valUSD>5433761.17000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.10037860</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ZAYO GROUP HLDGS INC</name>
        <lei>529900Z6OTS7RT0V0I47</lei>
        <title>ZAYO GROUP HLDGS INC 6.125% 03/01/2028 144A</title>
        <cusip>98919VAB1</cusip>
        <identifiers>
          <isin value="US98919VAB18"/>
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        <curCd>USD</curCd>
        <valUSD>1169998.74000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06125000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>SYNCHRONY FINANCIAL</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>SYNCHRONY FINANCIAL 4.25% 08/15/2024</title>
        <cusip>87165BAD5</cusip>
        <identifiers>
          <isin value="US87165BAD55"/>
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        <balance>23318000.00000000</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>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 5% 09/01/2053 #TBA</title>
        <cusip>21H050698</cusip>
        <identifiers>
          <isin value="US21H0506988"/>
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        <balance>65800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>64029828.66000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 4/27 #446901</title>
        <cusip>36208CNS2</cusip>
        <identifiers>
          <isin value="US36208CNS25"/>
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        <balance>117.85940000</balance>
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        <curCd>USD</curCd>
        <valUSD>119.87000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT 3% 11/25/2040</title>
        <cusip>3137F6YL5</cusip>
        <identifiers>
          <isin value="US3137F6YL51"/>
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        <balance>2964568.07100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2668782.15000000</valUSD>
        <pctVal>0.008414094576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</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>TURKEY REPUBLIC OF</name>
        <lei>5493000PCHOG3B6S3Q85</lei>
        <title>TURKEY REPUBLIC OF 4.875% 10/09/2026</title>
        <cusip>900123CK4</cusip>
        <identifiers>
          <isin value="US900123CK49"/>
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        <balance>1840000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1695302.40000000</valUSD>
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        <name>CLUBCORP HLDGS INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OMNIA PARTNERS LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>WILLIAMS COS INC</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER</name>
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        <cusip>01883LAB9</cusip>
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      <invstOrSec>
        <name>KAISER ALUMINUM CORP</name>
        <lei>N/A</lei>
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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>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 8/28 #466883</title>
        <cusip>36209BUG1</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ATI INC</name>
        <lei>ZW1LRE7C3H17O2ZN9B45</lei>
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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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        <name>SUMIT 2022-BVUE MTG TR</name>
        <lei>N/A</lei>
        <title>SUMI TRUST CORE RMBS 2022-BVUE F CSTR 02/12/2041 144A</title>
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        <identifiers>
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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>ADIENT GLOBAL HOLDINGS LTD</name>
        <lei>213800VA38VCKE6M8790</lei>
        <title>ADIENT GLOBAL HOLDINGS LTD 7% 04/15/2028 144A</title>
        <cusip>00687YAB1</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.0% 02/01/2042#AJ5602</title>
        <cusip>3138AXGL9</cusip>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GS MTG SECS TR 2013-GCJ16</name>
        <lei>N/A</lei>
        <title>GS MTG SECS TR 2013-GCJ16 VAR 11/10/2046</title>
        <cusip>36248GAL4</cusip>
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        <issuerCat>CORP</issuerCat>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 11/40 #734032</title>
        <cusip>3620AMPR7</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>VERIZON MASTER TRUST</name>
        <lei>N/A</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 2/40 #737015</title>
        <cusip>3620AQYL1</cusip>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>BANK 2022-BNK42</name>
        <lei>N/A</lei>
        <title>BANK 2022-BNK42 A5 CSTR 06/15/2055</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT 1.5% 10/25/2051</title>
        <cusip>3137H2UC6</cusip>
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        <name>CENTENE CORP DEL</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>CANADIAN NATURAL RESOURCES LTD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>TENET HEALTHCARE CORP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      </invstOrSec>
      <invstOrSec>
        <name>AXIAN TELECOM</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BANK GOSPODARSTWA KRAJOWEGO</name>
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        <name>ASGN INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>BENCHMARK 2020-B20 MTG TR</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>ALLY FINANCIAL INC</name>
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        <name>DCERT BUYER INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>CHILE REPUBLIC OF</name>
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        <name>ALTICE FRANCE SA</name>
        <lei>5493001ZMCICV4N02J21</lei>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 03/01/2052#RA6986</title>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C30</name>
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      <invstOrSec>
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        <name>CANISTER INTERNATIONAL GROUP</name>
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      <invstOrSec>
        <name>ABG INTERMEDIATE HLDGS 2 LLC</name>
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        <title>AUTHENTIC BRANDS TERM DD 1LN 12/21/2028</title>
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      <invstOrSec>
        <name>COREBRIDGE FINANCIAL INC</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 11/25 #419884</title>
        <cusip>36206SM92</cusip>
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          <isin value="US36206SM925"/>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SITEL WORLDWIDE</name>
        <lei>5493007DS8CM3ZGION43</lei>
        <title>SITEL TERM B 1LN 08/27/2028</title>
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        <identifiers>
          <isin value="US82981MAC64"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>COLOMBIA REPUBLIC OF 5% 06/15/2045</title>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 5% 12/01/2052#CB5273</title>
        <cusip>3140QQ2F1</cusip>
        <identifiers>
          <isin value="US3140QQ2F18"/>
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        <curCd>USD</curCd>
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        <name>CORECIVIC INC</name>
        <lei>529900JFA3K6PTLT8B15</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31371MDU8</cusip>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNITED PF HOLDINGS LLC</name>
        <lei>2549002AF6PASVP2G486</lei>
        <title>UNITED PLANET FITNESS TERM 1LN 12/30/2026</title>
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          <isin value="US91132UAG85"/>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GREYSTAR REAL ESTATE PARTNERS LLC</name>
        <lei>254900HGC806SXAS4M46</lei>
        <title>GREYSTAR REAL ESTATE TERM 1LN 08/07/2030</title>
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          <ticker value="GRSTAR"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <title>FNR 2002-74 SV SOFR30A+743.552 11/32</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-11-25</maturityDt>
          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LOWES COS INC</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>LOWES COS INC 4.45% 04/01/2062</title>
        <cusip>548661EF0</cusip>
        <identifiers>
          <isin value="US548661EF07"/>
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        <balance>33905000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>26441968.04000000</valUSD>
        <pctVal>0.083365822824</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04450000</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>DLLAA 2023-1A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DC OFFICE TRUST 2019</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CPM HLDGS INC</name>
        <lei>549300FBUISJCXV8IB65</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ESDEC SOLAR GROUP BV</name>
        <lei>724500UTJRTIU7878U15</lei>
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          <isin value="XAN3066KAM70"/>
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        <curCd>USD</curCd>
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        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>HILTON DOMESTIC OPERATING CO INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ROMANIA, REPUBLIC OF</name>
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        <issuerCat>NUSS</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>8TH AVENUE FOOD and PROVISIONS INC</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NGG FINANCE PLC</name>
        <lei>549300MLDJ2T68G21W86</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>COVANTA HLDG CORP</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132J6MW1</cusip>
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        <name>MOROCCO KINGDOM OF</name>
        <lei>529900F3MBW9XY5K1X07</lei>
        <title>MOROCCO KINGDOM OF 6.5% 09/08/2033 144A</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PHILIPPINES REPUBLIC OF</name>
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        <name>CPT MORTGAGE TRUST 2019</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>ASCEND LEARNING LLC</name>
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        <name>QATAR ST</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>PETROLEOS MEXICANOS</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO</name>
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        <name>GEO GROUP INC/THE</name>
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        <name>ION TRADING TECHNOLOGIES SARL</name>
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        <name>MINERAL RESOURCES LTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 5% 02/01/2035#AB0067</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>ADARO INDONESIA PT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>JYSKE BANK</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CWMBS REPERFORMING LN REMIC TR</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>8TH AVENUE FOOD and PROVISIONS INC</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>SCIENTIFIC GAMES HOLDINGS LP</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>COMM 2014-CCRE17 MTG TR</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>WORLD OMNI AUTO RECEIVABLES TRUST 2023-C</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>JACOBS ENTERTAINMENT INC</name>
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        <name>LEARNING CARE GROUP (US) NO. 2 INC</name>
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        <title>LEARNING CARE GROUP TERM B 1LN 08/11/2028</title>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK 2017-BNK9</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>VOYA 2020</name>
        <lei>N/A</lei>
        <title>VOYA 2020 3ML+115 07/16/2034 144A</title>
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        <invCountry>KY</invCountry>
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          <couponKind>Variable</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <cusip>36180UE88</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>ALLY FINANCIAL INC</name>
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        <assetCat>EP</assetCat>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <cusip>3133KYVK2</cusip>
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        <name>INTESA SANPAOLO SPA</name>
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        <invCountry>IT</invCountry>
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        <name>EXGEN TEXAS POWER LLC</name>
        <lei>549300ZDMO3GCN8XGM59</lei>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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        <name>MORGAN STANLEY CAP I TR 2011-C3</name>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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        <name>SAUDI ARABIA KINGDOM OF</name>
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        <cusip>80413TAE9</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31371M2L0</cusip>
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        <issuerCat>USGSE</issuerCat>
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        <name>SINCLAIR TELEVISION GROUP INC</name>
        <lei>549300CQGEN0CH65UD62</lei>
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        <identifiers>
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        <curCd>USD</curCd>
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        <name>UNITED STATES TREASURY BOND</name>
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        <issuerCat>UST</issuerCat>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2% 10/01/2051#QC9114</title>
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      <invstOrSec>
        <name>GIP II Blue Holding LP</name>
        <lei>N/A</lei>
        <title>GIP II BLUE TERM B 1LN 09/29/2028</title>
        <cusip>31575AAB3</cusip>
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          <isin value="US31575AAB35"/>
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        <curCd>USD</curCd>
        <valUSD>6487822.09000000</valUSD>
        <pctVal>0.020454703902</pctVal>
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        <assetCat>LON</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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      <invstOrSec>
        <name>COMCAST CORP</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP 3.9% 03/01/2038</title>
        <cusip>20030NCJ8</cusip>
        <identifiers>
          <isin value="US20030NCJ81"/>
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        <balance>3341000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2850368.40000000</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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FRONTIER COMMUNICATIONS HOLDINGS LLC</name>
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        <curCd>USD</curCd>
        <valUSD>2184722.21000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31417E6A4</cusip>
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        <curCd>USD</curCd>
        <valUSD>55871.83000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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      <invstOrSec>
        <name>ABU DHABI NATL ENERGY CO PJSC</name>
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        <balance>880000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>853600.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AE</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HEALTHCARE TRUST OF AMERICA HOLDINGS LP</name>
        <lei>549300IYGAS4GE6VDL07</lei>
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        <cusip>42225UAD6</cusip>
        <identifiers>
          <isin value="US42225UAD63"/>
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        <balance>5039000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4704041.44000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TNT CRANE and RIGGING LLC</name>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>145.92000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>CENTENE CORP DEL</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP 2.5% 03/01/2031</title>
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        <identifiers>
          <isin value="US15135BAX91"/>
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        <balance>2575000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2050857.05000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 9/29 #535762</title>
        <cusip>31384WFB1</cusip>
        <identifiers>
          <isin value="US31384WFB19"/>
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        <balance>204.20330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>210.07000000</valUSD>
        <pctVal>0.000000662305</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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>IHO VERWALTUNGS GMBH</name>
        <lei>529900JL0HDVGZMUJF32</lei>
        <title>IHO VERWALTUNGS GMBH PIK VAR 09/15/2026 144A</title>
        <cusip>80627DAC0</cusip>
        <identifiers>
          <isin value="US80627DAC02"/>
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        <balance>380000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>354688.72000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: USD/GBP settle 2023-09-15</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="5843313"/>
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        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>1552.60000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>CROWN SUBSEA COMMUNICATIONS HOLDING INC</name>
        <lei>5493003AYLUE132FIO27</lei>
        <title>SUBCOM TERM 1LN 04/27/2027</title>
        <cusip>22860EAG7</cusip>
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          <isin value="US22860EAG70"/>
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        <balance>2500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2504175.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.10682580</annualizedRt>
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      <invstOrSec>
        <name>CAPITAL ONE FINANCIAL CORP</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP 3.65% 05/11/2027</title>
        <cusip>14040HCE3</cusip>
        <identifiers>
          <isin value="US14040HCE36"/>
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        <balance>52443000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48771796.49000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03650000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>SIBUR SECS DAC</name>
        <lei>635400EHVYJXNYBPWI41</lei>
        <title>SIBUR SECS DAC 2.95% 07/08/2025 144A</title>
        <cusip>825795AC1</cusip>
        <identifiers>
          <isin value="US825795AC13"/>
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        <curCd>USD</curCd>
        <valUSD>411750.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 06/45#Q34074</title>
        <cusip>3132QQQ47</cusip>
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          <isin value="US3132QQQ472"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 3.50% 3/42 #783550</title>
        <cusip>36241L5K8</cusip>
        <identifiers>
          <isin value="US36241L5K80"/>
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        <curCd>USD</curCd>
        <valUSD>1052245.69000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3% 02/52#BV3496</title>
        <cusip>3140MG3E9</cusip>
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          <isin value="US3140MG3E91"/>
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        <curCd>USD</curCd>
        <valUSD>31723.96000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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      <invstOrSec>
        <name>COLUMBIA CENT CLO 30 LTD / COLUMBIA CENT CLO 30 CORP</name>
        <lei>N/A</lei>
        <title>COLUMBIA CENT CLO 30 LTD / COLUMBIA CENT CLO 30 CORP TSFR3M+157.161 01/20/2034 144A</title>
        <cusip>19736WAC4</cusip>
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          <isin value="US19736WAC47"/>
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        <balance>41300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40953493.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
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      </invstOrSec>
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        <name>LXP INDUSTRIAL TRUST</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
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        <name>SUPERANNUATION and INVESTMENTS US LLC</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BERLIN PACKAGING LLC</name>
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        <name>LCPR SENIOR SECURED FINANCING DAC</name>
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        <name>PANAMA REPUBLIC OF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>MORGAN STANLEY CAPITAL I TRUST 2020-HR8</name>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <name>AMERICAN TOWER CORP</name>
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        <name>ATI INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORP</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP 4.5% 07/15/2044</title>
        <cusip>674599DK8</cusip>
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          <isin value="US674599DK85"/>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4% 06/45#G60179</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138LQAE4</cusip>
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        <name>TOPGOLF CALLAWAY BRANDS CORP</name>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
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        <identifiers>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06500000</annualizedRt>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36212PUV2</cusip>
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        <curCd>USD</curCd>
        <valUSD>48.90000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.0% 08/01/2044#Q27808</title>
        <cusip>3132M8KV7</cusip>
        <identifiers>
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        <balance>33471.38610000</balance>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 3% 05/01/2034#BN6318</title>
        <cusip>3140JPAU9</cusip>
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        <valUSD>264349.34000000</valUSD>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138A4KM6</cusip>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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        <name>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO 4.6%/VAR PERP</title>
        <cusip>48128BAG6</cusip>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>COMM 2015-LC19 MTG TR</name>
        <lei>N/A</lei>
        <title>COMM 2015-LC19 MTG TR 2.867% 02/10/2048 144A</title>
        <cusip>200474AE4</cusip>
        <identifiers>
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        <balance>2184000.00000000</balance>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 3/32 #634294</title>
        <cusip>31389SUT9</cusip>
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        <name>MHP 2022-MHIL MEZZ</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>INEOS US PETROCHEM LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <lei>2549008GCHWX9EEMIS56</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST 23-2</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>PKHL COML MTG TR 2021-MF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GOLDMAN SACHS BANK USA</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>SAUDI ARABIA KINGDOM OF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>COMM 2012-LC4 MTG TR</name>
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        <name>ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV</name>
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        <name>GEO GROUP INC/THE</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST 2021-VINO</name>
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        <name>CAPTIAL ONE MULTI-ASSET EXECUT</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CLEARWAY ENERGY OPERATING LLC</name>
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        <name>HERENS US HOLDCO CORP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>MORGAN STANLEY BK AMER MERRILL LYNCH TR 2013-C9</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>PROSUS NV</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>COMCAST CORP</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>DP WORLD PLC</name>
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        <name>CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>LEVI STRAUSS and CO</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GEMS MENASA KY LTD/GEMS</name>
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        <name>ANHEUSER-BUSCH INBEV FIN INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BAYER AG</name>
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        <name>SALLY HOLDINGS LLC / SALLY CAP INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>SENSATA TECHNOLOGIES BV</name>
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        <name>BBCMS 2022</name>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2018-WPT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 2.5% 07/01/2040#CA6462</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>MEGLOBAL BV</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>AMR HMS 15-SFR2</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>ROYAL CARIBBEAN CRUISES LTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>BARCLAYS PLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>DIRECTV FINANCING LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>UBS GROUP AG</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>DEERFIELD DAKOTA HOLDING LLC</name>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST 2021-VINO</name>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>BXP TR 2021-601L</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>INDONESIA REPUBLIC OF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>HARVEST MIDSTREAM I LP</name>
        <lei>549300DW5M17KJOXCY66</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>RYAN SPECIALTY GROUP</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
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        <name>ONTARIO GAMING GTA LP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>INDONESIA REPUBLIC OF</name>
        <lei>254900G208H6Q0L5B953</lei>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
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        <name>CIA DE MINAS BUENAVENTURA SAA</name>
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        <invCountry>PE</invCountry>
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        <name>CSC HOLDINGS LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 3.50% 4/42 #G06993</title>
        <cusip>3128M9C67</cusip>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 03/01/2047#G08751</title>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4% 04/01/2046#V82292</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 04/01/2034#357561</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 10/28 #481840</title>
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        <valUSD>59.73000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 8.00% 7/27 #451326</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <cusip>31371NH99</cusip>
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        <name>DANSKE BANK A/S</name>
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        <name>ADVANTAGE SALES and MARKETING INC DEL</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>AMGEN INC</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <title>FHLG 30YR 4.5% 02/01/2044#Q24572</title>
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        <name>WINDSOR HOLDINGS III LLC</name>
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        <lei>ODVCVCQG2BP6VHV36M30</lei>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <title>FHR 3258 PM 5.5 12/36</title>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>INDONESIA REPUBLIC OF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>ENN ENERGY HLDGS LTD</name>
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        <name>BMO 2023-C4 MTG TR</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC</name>
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        <cusip>33883MAA2</cusip>
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          <isin value="US33883MAA27"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>JPMBB COML MTG SECS TR 2014-C23</name>
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        <identifiers>
          <isin value="US46643AAQ67"/>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE 2018-C43 C</name>
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      <invstOrSec>
        <name>ADS TACTICAL INC</name>
        <lei>549300N0X4211SRFZV95</lei>
        <title>ADS TACTICAL TERM B 1LN 03/19/2026</title>
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        <name>DISCOVERY COMMUNICATIONS LLC</name>
        <lei>L2Z2MO2EQURH3BREWI15</lei>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 3.50% 12/41 #739352</title>
        <cusip>3620ATL96</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>EMERGENT BIOSOLUTIONS INC</name>
        <lei>549300YW6TUOX8BE5103</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 1.5% 12/01/2050#BQ9522</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4% 07/15/2046#AT7623</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2% 07/01/2050#CA6275</title>
        <cusip>3140QD6M1</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/29 #513680</title>
        <cusip>36211HUD1</cusip>
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        <curCd>USD</curCd>
        <valUSD>243.00000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>ANHEUSER BUSCH INBEV WORLDWIDE INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>NAVEX TOPCO INC</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>LIGHT and WONDER INTERNATIONAL INC</name>
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        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>SEMPRA</name>
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        <name>BENCHMARK 2023-V3 MTG TR</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>MHP COML MTG TR 2021-STOR</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2014-25 HC 3% 2/44</title>
        <cusip>38379AEF3</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>MISC CAPITAL TWO LABUAN LIMITED</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.00% 1/41 #AH1256</title>
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        <identifiers>
          <isin value="US3138A2ME65"/>
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        <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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      <invstOrSec>
        <name>BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC</name>
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        <title>BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 2.689% 11/15/2054</title>
        <cusip>05552XBG2</cusip>
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          <isin value="US05552XBG25"/>
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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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/32 #562581</title>
        <cusip>36213R6S1</cusip>
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          <isin value="US36213R6S12"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/32 #553440</title>
        <cusip>36213FZD8</cusip>
        <identifiers>
          <isin value="US36213FZD85"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>BXSC 2022-WSS F</name>
        <lei>N/A</lei>
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        <cusip>05610BAQ9</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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        <name>MARLETTE FDG TR 2023-3</name>
        <lei>N/A</lei>
        <title>MARLETTE FDG TR 2023-3 6.49% 09/15/2033 144A</title>
        <cusip>57109RAA8</cusip>
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          <isin value="US57109RAA86"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>FRANKLIN BSP REALTY TRUST INC/DUPE</name>
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          <isin value="US35243J2006"/>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 11/23 #050930</title>
        <cusip>313615ST4</cusip>
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          <isin value="US313615ST43"/>
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        <curCd>USD</curCd>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/28 #467737</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 4/40 #727849</title>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CENOVUS ENERGY INC</name>
        <lei>549300F4XPHJ7NOSP309</lei>
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        <curCd>USD</curCd>
        <valUSD>3661222.59000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CSMC 2019-ICE4</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>PECF USS INTERMEDIATE HOLDING III CORP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>MESQUITE ENERGY INC</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>3</fairValLevel>
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        <name>LIFE 2021-BMR MTG TR</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 3.50% 9/42 #AP6523</title>
        <cusip>3138MAG93</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <name>REYNOLDS AMERICAN INC</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
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        <cusip>761713BA3</cusip>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>UNIVISION COMMUNICATIONS INC</name>
        <lei>549300YQDE2JSGTL8V47</lei>
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        <name>MPT OPER PARTNERSHIP LP / MPT FIN CORP</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.50% 9/33 #727147</title>
        <cusip>31402EZL5</cusip>
        <identifiers>
          <isin value="US31402EZL54"/>
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        <balance>43349.27170000</balance>
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        <curCd>USD</curCd>
        <valUSD>42191.69000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 5.00% 7/35 #G01838</title>
        <cusip>3128LXBF6</cusip>
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          <isin value="US3128LXBF66"/>
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        <balance>415013.14350000</balance>
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        <curCd>USD</curCd>
        <valUSD>412401.76000000</valUSD>
        <pctVal>0.001300213811</pctVal>
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        <assetCat>ABS-MBS</assetCat>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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      <invstOrSec>
        <name>TAYLOR MORRISON CMNTYS INC / TAYLOR MORRISON HLDGS II INC</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 6/29 #508278</title>
        <cusip>36211BUB8</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PFC ACQUISITION CORP</name>
        <lei>N/A</lei>
        <title>PF CHANGS TERM B 1LN 03/01/2026</title>
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        <identifiers>
          <isin value="US69345YAB02"/>
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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>Variable</couponKind>
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      <invstOrSec>
        <name>REALOGY GROUP LLC / REALOGY CO-ISSUER CORP</name>
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        <title>REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.75% 01/15/2029 144A</title>
        <cusip>75606DAL5</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <cusip>3136A8PY0</cusip>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36297GML1</cusip>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BRAND INDUSTRIAL SERVICES INC</name>
        <lei>549300B658W2BPDQMW42</lei>
        <title>BRANDSAFWAY TERM B 1LN 08/01/2030</title>
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        <issuerCat>CORP</issuerCat>
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        <name>TENCENT HLDGS LTD</name>
        <lei>254900N4SLUMW4XUYY11</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 6% 02/01/2029#</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MEXICO UNITED MEXICAN STATES</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEXICO UNITED MEXICAN STATES 6.35% 02/09/2035</title>
        <cusip>91087BAV2</cusip>
        <identifiers>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>HSBC HOLDINGS PLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>PTT TREASURY CENTER CO LTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>NUVEEN FINANCE LLC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>MORGAN STANLEY CAP I TR 2011-C2</name>
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        <name>VOC ESCROW LTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>DA VINCI PURCHASER CORP</name>
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        <name>AVOLON HOLDINGS FUNDING LTD</name>
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        <name>CNTL AMR BOTTLING CORP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <cusip>3620C04Q8</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>OCCIDENTAL PETROLEUM CORP</name>
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        <name>INDONESIA REPUBLIC OF</name>
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        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
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        <invCountry>IE</invCountry>
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        <name>LABL INC</name>
        <lei>5493004FUZN8R6Y3VB98</lei>
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        <name>PHILIPPINES REPUBLIC OF</name>
        <lei>529900RAHBALMYIJ3T08</lei>
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        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
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        <name>OLYMPUS WATER US HOLDING CORPORATION</name>
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        <title>SOLENIS TERM B 1LN 11/09/2028</title>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CLARIVATE SCIENCE HLDGS CORP</name>
        <lei>N/A</lei>
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        <name>WHITE CAP BUYER LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>ATHENAHEALTH GROUP INC</name>
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        <name>OMEGA HEALTHCARE INVESTORS INC</name>
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        <name>GLOBAL PARTNERS LP / GLP FIN CORP</name>
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        <name>TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/31 #545159</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/28 #450349</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <fairValLevel>2</fairValLevel>
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        <name>REPUBLIC OF COLOMBIA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>METHANEX CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHLMC MFD HSG COP GTD (FREDMAC</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FANNIE MAE</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>PLAINS ALL AM PIPELN/PAA FIN C</name>
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        <name>COOPERATIEVE RABOBANK UA</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2.5% 05/01/2051#FM7401</title>
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        <name>SBA TOWER TR</name>
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        <issuerCat>CORP</issuerCat>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140QEAN2</cusip>
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          <isin value="US3140QEAN28"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>ZAMBIA REPUBLIC</name>
        <lei>213800DMLAZ6LGMMD849</lei>
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          <isin value="US988895AF56"/>
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        <balance>985000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>ZM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132GDY97</cusip>
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          <isin value="US3132GDY970"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US31383LTP03"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>N/A</lei>
        <title>EURO-BUXL 30Y BND FUT DEC23 UBZ3</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C7PB918"/>
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        <balance>100.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92221146"/>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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            <payOffProf>Long</payOffProf>
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                <issuerName>GERMANY FEDERAL REPUBLIC OF</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>FORD CR AUTO OWNER TR 2018-REV1</name>
        <lei>N/A</lei>
        <title>FORD CR AUTO OWNER TR 2018-REV1 3.19% 07/15/2031 144A</title>
        <cusip>34532RAA4</cusip>
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          <isin value="US34532RAA41"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4.0% 08/20/2044#MA2149</title>
        <cusip>36179QL66</cusip>
        <identifiers>
          <isin value="US36179QL664"/>
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        <balance>6627838.15510000</balance>
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        <curCd>USD</curCd>
        <valUSD>6314166.44000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CHILE REPUBLIC OF</name>
        <lei>549300FLZTJM5YJF8D34</lei>
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        <cusip>168863DX3</cusip>
        <identifiers>
          <isin value="US168863DX33"/>
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        <balance>790000.00000000</balance>
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        <valUSD>733862.60000000</valUSD>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GS MTG SECS TR 2020-GC47</name>
        <lei>N/A</lei>
        <title>GS MTG SECS TR 2020-GC47 D CSTR 05/12/2053 144A</title>
        <cusip>36258RAA1</cusip>
        <identifiers>
          <isin value="US36258RAA14"/>
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        <balance>336000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202372.87000000</valUSD>
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        <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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      <invstOrSec>
        <name>PARAGUAY REPUBLIC OF</name>
        <lei>529900UXKJTJPCU0HK83</lei>
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        <cusip>699149AJ9</cusip>
        <identifiers>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC (UNGTD) 8.875%/VAR PERP REGS</title>
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        <identifiers>
          <isin value="XS2492482828"/>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.0% 02/01/2041#AH3520</title>
        <cusip>3138A44E2</cusip>
        <identifiers>
          <isin value="US3138A44E27"/>
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        <curCd>USD</curCd>
        <valUSD>117008.25000000</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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 6% 05/01/2029#</title>
        <cusip>31293QHZ9</cusip>
        <identifiers>
          <isin value="US31293QHZ90"/>
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        <balance>175.37860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>175.97000000</valUSD>
        <pctVal>0.000000554795</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.06000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 8.00% 7/25 #780195</title>
        <cusip>36225AGC8</cusip>
        <identifiers>
          <isin value="US36225AGC80"/>
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        <balance>112.85210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113.56000000</valUSD>
        <pctVal>0.000000358030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 7% 04/01/2032#</title>
        <cusip>31287RQL6</cusip>
        <identifiers>
          <isin value="US31287RQL68"/>
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        <balance>2930.11430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3061.77000000</valUSD>
        <pctVal>0.000009653100</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHS/CMNTY HEALTH SYSTEMS INC</name>
        <lei>5493007X5NC5XI1BB106</lei>
        <title>CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A</title>
        <cusip>12543DBK5</cusip>
        <identifiers>
          <isin value="US12543DBK54"/>
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        <balance>7305000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5442225.00000000</valUSD>
        <pctVal>0.017158161768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>MAUSER PACKAGING SOLUTIONS HOLDING CO</name>
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      </invstOrSec>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>TPGI 2021-DGWD G</name>
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        <name>OMEGA HEALTHCARE INVESTORS INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>DRYDEN 83 CLO LTD</name>
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        <name>BENCHMARK 2021 MORTGAGE TRUST</name>
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        <name>GARTNER INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>AZUL SECURED FINANCE LLP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BANK 2022-BNK42</name>
        <lei>N/A</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <isLoanByFund>N</isLoanByFund>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <isin value="US36213E4D50"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>ASSUREDPARTNERS INC</name>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 6.00% 9/35 #840657</title>
        <cusip>31407T5S5</cusip>
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          <isin value="US31407T5S53"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MARB BONDCO PLC</name>
        <lei>254900PVA1EU6QM1JN57</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>STWD TR 2021-LIH</name>
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        <name>PAKISTAN, ISLAMIC REP OF</name>
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          <couponKind>Fixed</couponKind>
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        <name>EUROPEAN UNION</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>BE</invCountry>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4% 11/01/2040#AE7374</title>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>LBM ACQUISITION LLC</name>
        <lei>549300FAEB3VWZL4NI86</lei>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 5/40 #704984</title>
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          <couponKind>Fixed</couponKind>
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        <name>AVSC HOLDING CORP</name>
        <lei>549300CLJBQ9YSR4U689</lei>
        <title>PSAV TERM B-2 1LN 10/15/2026</title>
        <cusip>00241YAU8</cusip>
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          <isin value="US00241YAU82"/>
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        <curCd>USD</curCd>
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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>Variable</couponKind>
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        <name>ALTICE FRANCE SA</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>ALTICE FRANCE SA 5.5% 10/15/2029 144A</title>
        <cusip>02156LAH4</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/30 #526311</title>
        <cusip>36211XVC7</cusip>
        <identifiers>
          <isin value="US36211XVC72"/>
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        <balance>545.01510000</balance>
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        <curCd>USD</curCd>
        <valUSD>554.65000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>VLS COMMERCIAL MORTGAGE TRUST 2020</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GS MTG SECS CORP TR 2021-IP</name>
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        <name>ATI INC</name>
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        <name>VICI PROPERTIES LP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>MILEAGE PLUS HLDINGS LLC</name>
        <lei>N/A</lei>
        <title>UNITED MILEAGE PLUS TERM B 1LN 07/02/27</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>PROGRESS RESIDENTIAL 2022-SFR3 TR</name>
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        <name>WINDSOR HOLDINGS III LLC</name>
        <lei>254900IXUJZ9H146T437</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>NGL ENERGY OPER LLC/NGL ENERGY FIN CORP</name>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT 3.308% 10/25/2048</title>
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        <invCountry>US</invCountry>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>SS and C TECHNOLOGIES INC</name>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BANK 2018-BNK15</name>
        <lei>N/A</lei>
        <title>BANK 2018-BNK15 D 3% 11/15/2061 144A</title>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FIRST QUANTUM MINERALS LTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>ELECTRICITE DE FRANCE</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>HEIMSTADEN BOSTAD AB</name>
        <lei>549300TJR3PR8EXILG79</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>LIFE FINANCIAL SERVICES TRUST 2022</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 08/01/2033#732122</title>
        <cusip>31402LLB6</cusip>
        <identifiers>
          <isin value="US31402LLB61"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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      <invstOrSec>
        <name>TOYOTA LEASE OWNER TRUST 2023-A</name>
        <lei>N/A</lei>
        <title>TOYOTA LEASE OWNER TRUST 2023-A 4.93% 04/20/2026 144A</title>
        <cusip>89239MAC1</cusip>
        <identifiers>
          <isin value="US89239MAC10"/>
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        <balance>12231000.00000000</balance>
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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>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 08/01/2033#730494</title>
        <cusip>31402JRP4</cusip>
        <identifiers>
          <isin value="US31402JRP48"/>
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        <balance>21290.61300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20742.23000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SRS DISTRIBUTION INC</name>
        <lei>549300ZQ3XP75BCYM468</lei>
        <title>SRS DISTRIBUTION INC 4.625% 07/01/2028 144A</title>
        <cusip>78471RAB2</cusip>
        <identifiers>
          <isin value="US78471RAB24"/>
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        <balance>1980000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.50% 6/39 #714690</title>
        <cusip>36297K7B1</cusip>
        <identifiers>
          <isin value="US36297K7B18"/>
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        <balance>2432.33220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2463.09000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/28 #465988</title>
        <cusip>36209AUM0</cusip>
        <identifiers>
          <isin value="US36209AUM07"/>
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        <balance>414.23620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>418.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFMT 2023-HB12 LLC</name>
        <lei>N/A</lei>
        <title>CFMT 2023-HB12 LLC 4.25% 04/25/2033 144A</title>
        <cusip>12530QAA4</cusip>
        <identifiers>
          <isin value="US12530QAA40"/>
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        <balance>9665843.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9252657.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BX TRUST</name>
        <lei>N/A</lei>
        <title>BX TRUST TSFR1M+235.108 66 10/15/2036 144A</title>
        <cusip>056058AN0</cusip>
        <identifiers>
          <isin value="US056058AN06"/>
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        <balance>972000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>905642.34000000</valUSD>
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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>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 3.5% 07/15/2043#AF1083</title>
        <cusip>36181GFY0</cusip>
        <identifiers>
          <isin value="US36181GFY08"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAYER AG</name>
        <lei>549300J4U55H3WP1XT59</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000A11QR73"/>
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        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92221146"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.00% 1/41#AH3161</title>
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          <isin value="US3138A4QP33"/>
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        <curCd>USD</curCd>
        <valUSD>22429.43000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/32 #587974</title>
        <cusip>36201NFP0</cusip>
        <identifiers>
          <isin value="US36201NFP06"/>
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        <curCd>USD</curCd>
        <valUSD>714.55000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.50% 11/40 #AE3874</title>
        <cusip>31419EJU4</cusip>
        <identifiers>
          <isin value="US31419EJU47"/>
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        <curCd>USD</curCd>
        <valUSD>111063.31000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>PERMIAN RESOURCES OPERATING LLC</name>
        <lei>5493004CTVUMQLRPOE23</lei>
        <title>PERMIAN RESOURCES OPERATING LLC 5.875% 07/01/2029 144A</title>
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          <isin value="US19416MAB54"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2640000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05875000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BLOCK INC</name>
        <lei>549300OHIIUWSTIZME52</lei>
        <title>BLOCK INC 3.5% 06/01/2031</title>
        <cusip>852234AP8</cusip>
        <identifiers>
          <isin value="US852234AP86"/>
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        <balance>6054000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4964070.53000000</valUSD>
        <pctVal>0.015650643842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>BENCHMARK 2023-B38 MTG TR</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CORAL-US CO-BORROWER LLC</name>
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          <isin value="XAG7739PAL40"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GO DADDY OPER CO LLC</name>
        <lei>5493005GJOH8HLL11157</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>KRONOS ACQUISITION HOLDINGS INC</name>
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        <name>CITIGROUP GLOBAL MARKETS LIMITED</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>DCP MIDSTREAM OPERATING LP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>NOURYON USA LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>ECHO GLOBAL LOGISTICS INC</name>
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        <name>BX 2021-LBA</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>SEALED AIR CORP</name>
        <lei>Q0M0CZB4YN6JZ65WXI09</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>OLYMPUS WATER US HOLDING CORPORATION</name>
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        <title>SOLENIS TERM B 1LN 11/09/2028</title>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GO DADDY OPERATING CO LLC / GD FINANCE CO INC</name>
        <lei>N/A</lei>
        <title>GO DADDY OPERATING CO LLC / GD FINANCE CO INC 5.25% 12/01/2027 144A</title>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>NAVIOS SOUTH AMERICAN LOGISTIC S INC/ NAVIOS LOGISTICS FIN US INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>PARKLAND CORP</name>
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        <name>INTESA SANPAOLO SPA</name>
        <lei>2W8N8UU78PMDQKZENC08</lei>
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        <invCountry>IT</invCountry>
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        <name>CSN ISLANDS XI CORP</name>
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        <name>FANNIE MAE</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>CLOUD SOFTWARE GROUP INC</name>
        <lei>04EEB871XLHVNY4RZJ65</lei>
        <title>CITRIX SYSTEMS TERM B 1LN 03/30/2029</title>
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        <assetCat>LON</assetCat>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/28 #469164</title>
        <cusip>36209EFD9</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 5% 08/01/2035#</title>
        <cusip>31297SW84</cusip>
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        <curCd>USD</curCd>
        <valUSD>1090.38000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</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>REGAL REXNORD CORP</name>
        <lei>QH78R09VCJGQKPBPYU33</lei>
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        <cusip>758750AD5</cusip>
        <identifiers>
          <isin value="US758750AD59"/>
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        <balance>1995000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1973872.27000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3129387E7</cusip>
        <identifiers>
          <isin value="US3129387E74"/>
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        <balance>243048.17970000</balance>
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        <curCd>USD</curCd>
        <valUSD>242973.71000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>FX Forward: GBP/USD settle 2023-09-15</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="5787880"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-2534.85000000</valUSD>
        <pctVal>-0.00000799183</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>ROYAL BANK OF CANADA</counterpartyName>
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            <amtCurSold>377525.21000000</amtCurSold>
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            <amtCurPur>296000.00000000</amtCurPur>
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            <unrealizedAppr>-2534.85000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140XFDS7</cusip>
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          <isin value="US3140XFDS79"/>
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        <balance>7530594.81800000</balance>
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        <curCd>USD</curCd>
        <valUSD>7118937.11000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>RWANDA REPUBLIC OF</name>
        <lei>213800AKFASSQE52AZ88</lei>
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        <curCd>USD</curCd>
        <valUSD>1188182.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/28 #436264</title>
        <cusip>36207MTV8</cusip>
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        <balance>139.69230000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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>SENSATA TECHNOLOGIES INC</name>
        <lei>5493002MMDDCUNV7NY90</lei>
        <title>SENSATA TECHNOLOGIES INC 3.75% 02/15/2031 144A</title>
        <cusip>81728UAB0</cusip>
        <identifiers>
          <isin value="US81728UAB08"/>
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        <balance>950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>796037.97000000</valUSD>
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        <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>0.03750000</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>SUBURBAN PROPANE LP/ENGY FIN C</name>
        <lei>N/A</lei>
        <title>SUBURBAN PROPANE LP/ENGY FIN C 5.875% 03/01/2027</title>
        <cusip>864486AK1</cusip>
        <identifiers>
          <isin value="US864486AK16"/>
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        <balance>365000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>356048.43000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36203M6D7</cusip>
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          <isin value="US36203M6D78"/>
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        <balance>189.19470000</balance>
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        <curCd>USD</curCd>
        <valUSD>191.54000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.50% 5/39 #670200</title>
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        <identifiers>
          <isin value="US36295GRV67"/>
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        <balance>16909.14810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17106.92000000</valUSD>
        <pctVal>0.000053934429</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 04/01/2043#Q17578</title>
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          <isin value="US3132J82L36"/>
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        <balance>195281.02430000</balance>
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        <curCd>USD</curCd>
        <valUSD>179739.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2043-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2023-09-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Laura M. Del Prato</ncom:nameOfApplicant>
      <ncom:signature>Laura M. Del Prato</ncom:signature>
      <ncom:signerName>Laura M. Del Prato</ncom:signerName>
      <ncom:title>President and Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
