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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>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36209RYC1</cusip>
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      <invstOrSec>
        <name>FLATIRON CLO 32 LTD</name>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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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>
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        <cusip>3140EU6Z7</cusip>
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        <name>BX COML MTG TR 2020-VIV2</name>
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        <cusip>05605NAA5</cusip>
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        <name>BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA</name>
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        <identifiers>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 9/31 #545176</title>
        <cusip>36212VT90</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <name>BOEING CO</name>
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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>3140QBS82</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>UNITED STATES TREASURY BOND</name>
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        <issuerCat>UST</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <cusip>3132HNMM8</cusip>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140XL6X1</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>ALTRIA GROUP INC</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
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        <cusip>02209SAQ6</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>
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        <name>T-MOBILE USA INC</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC 3.75% 04/15/2027</title>
        <cusip>87264ABD6</cusip>
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          <isin value="US87264ABD63"/>
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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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        <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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        <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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 10/41 #479494</title>
        <cusip>36209RUT8</cusip>
        <identifiers>
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        <balance>98693.37140000</balance>
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        <curCd>USD</curCd>
        <valUSD>95691.12000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BENCHMARK 2020-B17 MORTGAGE TRUST</name>
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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>
          <maturityDt>2053-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02042200</annualizedRt>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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          <isin value="US36202FMA11"/>
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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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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CANADIAN NATURAL RESOURCES LTD</name>
        <lei>549300T15RIMIKZC5Q38</lei>
        <title>CANADIAN NATL RESOURCES LTD 5.85% 02/01/2035</title>
        <cusip>136385AG6</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>797345.76000000</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>2035-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05850000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
        <lei>N/A</lei>
        <title>UMBS 30YR 3% 02/01/2056 #TBA</title>
        <cusip>01F030629</cusip>
        <identifiers>
          <isin value="US01F0306294"/>
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        <balance>4450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3930253.80000000</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>2056-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 12/01/2048#BM5106</title>
        <cusip>3140J9U82</cusip>
        <identifiers>
          <isin value="US3140J9U822"/>
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        <balance>438678.18610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>437353.03000000</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>2048-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</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>FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC</name>
        <lei>N/A</lei>
        <title>FLATIRON CLO 20 LTD / LLC 20-1A A1R2 TSFR3M+124 11/20/2038 144A</title>
        <cusip>33883MAU8</cusip>
        <identifiers>
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        <balance>2662000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2660429.42000000</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>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.05128960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>JACKSON FINANCIAL INC</name>
        <lei>213800WXW2KG1N4CO374</lei>
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        <cusip>46817MAR8</cusip>
        <identifiers>
          <isin value="US46817MAR88"/>
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        <balance>1014000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1026732.86000000</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>0.05170000</annualizedRt>
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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 3.50% 5/42 #AK9784</title>
        <cusip>3138EE2S7</cusip>
        <identifiers>
          <isin value="US3138EE2S76"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <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>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3% 12/01/2046#G60989</title>
        <cusip>31335BC20</cusip>
        <identifiers>
          <isin value="US31335BC205"/>
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        <balance>1122031.69010000</balance>
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        <curCd>USD</curCd>
        <valUSD>1023048.41000000</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>
          <annualizedRt>0.03000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>OCP CLO 2020-8R LTD</name>
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        <title>OCP CLO 2020-8R LTD AR2 TSFR3M+122 10/17/2038 144A</title>
        <cusip>670898AW5</cusip>
        <identifiers>
          <isin value="US670898AW56"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2083014.41000000</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>0.05101630</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 4.00% 7/39 #AA9611</title>
        <cusip>31416TVD8</cusip>
        <identifiers>
          <isin value="US31416TVD89"/>
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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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          <isLoanByFund>N</isLoanByFund>
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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>
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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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        <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>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FEDERAL NAT MTG ASN GTD REM PA SOFR30A+70 09/25/2052</title>
        <cusip>3136BNY91</cusip>
        <identifiers>
          <isin value="US3136BNY914"/>
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        <balance>4473141.05200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4443417.92000000</valUSD>
        <pctVal>0.136194289467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04574190</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>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 2.375% 03/31/2029</title>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>UBER TECHNOLOGIES INC</name>
        <lei>549300B2FTG34FILDR98</lei>
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        <cusip>90353TAT7</cusip>
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        <balance>1514000.00000000</balance>
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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 30YR 6.5% 07/01/2055#FA2138</title>
        <cusip>3140W2LU3</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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          <couponKind>Fixed</couponKind>
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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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2% 12/01/2050#CA8108</title>
        <cusip>3140QGAJ6</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2% 03/01/2051#SD2903</title>
        <cusip>3132DQGL4</cusip>
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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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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 10/41 #773499</title>
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        <curCd>USD</curCd>
        <valUSD>10279.03000000</valUSD>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2% 02/01/2052#RA6823</title>
        <cusip>3133KNSL8</cusip>
        <identifiers>
          <isin value="US3133KNSL81"/>
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        <balance>1158932.58000000</balance>
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        <curCd>USD</curCd>
        <valUSD>951143.15000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</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 15YR 3.5% 11/01/2033#G16677</title>
        <cusip>3128MFUA4</cusip>
        <identifiers>
          <isin value="US3128MFUA44"/>
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        <curCd>USD</curCd>
        <valUSD>9876.79000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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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>451000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>387195.14000000</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>0.02750000</annualizedRt>
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          <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 4.50% 7/40 #745236</title>
        <cusip>3620C04V7</cusip>
        <identifiers>
          <isin value="US3620C04V76"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41114.93000000</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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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 2/28 #780717</title>
        <cusip>36225AYN4</cusip>
        <identifiers>
          <isin value="US36225AYN44"/>
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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>PETROLEOS MEXICANOS</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS 6.75% 09/21/2047</title>
        <cusip>71654QCC4</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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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 6.50% 4/35 #637141</title>
        <cusip>36291SZE3</cusip>
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        <curCd>USD</curCd>
        <valUSD>3248.35000000</valUSD>
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          <couponKind>Fixed</couponKind>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 4.431%/VAR 01/23/2030</title>
        <cusip>6174468G7</cusip>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2.5% 11/01/2050#SD7530</title>
        <cusip>3132DVLK9</cusip>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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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% 4/42 #G06973</title>
        <cusip>3128M9CJ9</cusip>
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        <curCd>USD</curCd>
        <valUSD>490389.70000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FVH6"/>
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        <balance>4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-567.78000000</valUSD>
        <pctVal>-0.00001740290</pctVal>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>UST NOTES</issuerName>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2026-03-31</expDate>
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            <unrealizedAppr>-567.78000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 3.0% 03/15/2045#AL2282</title>
        <cusip>36183XRB8</cusip>
        <identifiers>
          <isin value="US36183XRB81"/>
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        <curCd>USD</curCd>
        <valUSD>5708.21000000</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>2045-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <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>
          <isin value="US46645WBE21"/>
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        <balance>386779.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>3</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>
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        <cusip>3133GAS72</cusip>
        <identifiers>
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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>
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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>345000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>350152.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 5.424%/VAR 07/21/2034</title>
        <cusip>61747YFG5</cusip>
        <identifiers>
          <isin value="US61747YFG52"/>
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        <balance>3524000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3666074.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05424000</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>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 11/31 #545304</title>
        <cusip>31385HX98</cusip>
        <identifiers>
          <isin value="US31385HX989"/>
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        <balance>1747.54070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1835.63000000</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>
          <annualizedRt>0.07500000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 5/39 #698329</title>
        <cusip>36296QY29</cusip>
        <identifiers>
          <isin value="US36296QY297"/>
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        <balance>3488.33830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3495.36000000</valUSD>
        <pctVal>0.000107135561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</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>ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1</name>
        <lei>N/A</lei>
        <title>ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1 4.82% 07/14/2038 144A</title>
        <cusip>68270DAA9</cusip>
        <identifiers>
          <isin value="US68270DAA90"/>
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        <balance>4200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4247957.28000000</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>
          <maturityDt>2038-07-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04820000</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 20YR 4% 05/01/2037#C91938</title>
        <cusip>3128P8EK3</cusip>
        <identifiers>
          <isin value="US3128P8EK37"/>
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        <balance>675836.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>669817.08000000</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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          <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#Q20360</title>
        <cusip>3132JMMH9</cusip>
        <identifiers>
          <isin value="US3132JMMH96"/>
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        <balance>2533.94310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2465.77000000</valUSD>
        <pctVal>0.000075577809</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>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT SOFR30A+65 09/25/2052</title>
        <cusip>3137H8WP2</cusip>
        <identifiers>
          <isin value="US3137H8WP20"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1122184.67000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.04524190</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ORACLE CORP</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORACLE CORP 5.875% 09/26/2045</title>
        <cusip>68389XDP7</cusip>
        <identifiers>
          <isin value="US68389XDP78"/>
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        <balance>1073000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>969051.87000000</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>
          <annualizedRt>0.05875000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1</name>
        <lei>N/A</lei>
        <title>CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A A 3.967% 04/15/2039 144A</title>
        <cusip>14855MAA6</cusip>
        <identifiers>
          <isin value="US14855MAA62"/>
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        <balance>583424.25340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>571755.77000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03967000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MARSH and MCLENNAN COS INC</name>
        <lei>549300XMP3KDCKJXIU47</lei>
        <title>MARSH and MCLENNAN COS INC 4.375% 03/15/2029</title>
        <cusip>571748BG6</cusip>
        <identifiers>
          <isin value="US571748BG65"/>
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        <balance>1220000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1232168.39000000</valUSD>
        <pctVal>0.037766940090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04375000</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>WILLIAMS COS INC</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WILLIAMS COS INC 5.3% 08/15/2052</title>
        <cusip>969457CA6</cusip>
        <identifiers>
          <isin value="US969457CA67"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>461187.99000000</valUSD>
        <pctVal>0.014135778299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLEGRO CLO XII LTD</name>
        <lei>N/A</lei>
        <title>ALLEGRO CLO XII LTD A1R TSFR3M+144 07/21/2037 144A</title>
        <cusip>01750TAN6</cusip>
        <identifiers>
          <isin value="US01750TAN63"/>
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        <balance>3308000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3315787.03000000</valUSD>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-21</maturityDt>
          <couponKind>Variable</couponKind>
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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 30YR 3.5% 01/01/2047#BE4784</title>
        <cusip>3140FQJ65</cusip>
        <identifiers>
          <isin value="US3140FQJ655"/>
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        <balance>68005.18200000</balance>
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        <curCd>USD</curCd>
        <valUSD>63915.73000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4% 01/15/2043#AC9441</title>
        <cusip>36179KP24</cusip>
        <identifiers>
          <isin value="US36179KP247"/>
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        <balance>9587.46870000</balance>
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        <curCd>USD</curCd>
        <valUSD>9278.84000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
        <lei>N/A</lei>
        <title>UMBS 30YR 3% 01/01/2056 #TBA</title>
        <cusip>01F030611</cusip>
        <identifiers>
          <isin value="US01F0306112"/>
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        <balance>-8900000.00000000</balance>
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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>
        <debtSec>
          <maturityDt>2056-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>DEXT ABS 2025-2 LLC</name>
        <lei>N/A</lei>
        <title>DEXT ABS 2025-2 A3 LLC 4.31% 04/15/2036 144A</title>
        <cusip>252153AC5</cusip>
        <identifiers>
          <isin value="US252153AC57"/>
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        <balance>365000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>365225.31000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36179WNF1</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>14039.75000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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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 4.5% 08/01/2041#AI7563</title>
        <cusip>3138AMMM4</cusip>
        <identifiers>
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        <balance>5304.28390000</balance>
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        <curCd>USD</curCd>
        <valUSD>5308.33000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.0% 05/01/2045#Q33442</title>
        <cusip>3132QPZG2</cusip>
        <identifiers>
          <isin value="US3132QPZG25"/>
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        <curCd>USD</curCd>
        <valUSD>12801.11000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ONEOK INC</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>ONEOK INC 4.75% 10/15/2031</title>
        <cusip>682680CD3</cusip>
        <identifiers>
          <isin value="US682680CD39"/>
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        <balance>1529000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1537124.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</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 6% 06/01/2055#CC0577</title>
        <cusip>3140Y6UB4</cusip>
        <identifiers>
          <isin value="US3140Y6UB45"/>
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        <balance>482448.99800000</balance>
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        <curCd>USD</curCd>
        <valUSD>504769.40000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</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>KINDER MORGAN ENERGY PARTNERS LP</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KINDER MORGAN ENERGY PTNRS LP 6.55% 09/15/2040</title>
        <cusip>494550BF2</cusip>
        <identifiers>
          <isin value="US494550BF27"/>
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        <balance>141000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152797.62000000</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>2040-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06550000</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 30YR 7% 11/01/2053#DA3197</title>
        <cusip>3140A3RT2</cusip>
        <identifiers>
          <isin value="US3140A3RT27"/>
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        <balance>85523.29200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90706.82000000</valUSD>
        <pctVal>0.002780236098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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 30YR 3.0% 08/01/2043#AS0203</title>
        <cusip>3138W9GM6</cusip>
        <identifiers>
          <isin value="US3138W9GM60"/>
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        <balance>175742.97960000</balance>
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        <curCd>USD</curCd>
        <valUSD>162225.57000000</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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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.5% 05/01/2047#Q48095</title>
        <cusip>3132WM7H1</cusip>
        <identifiers>
          <isin value="US3132WM7H15"/>
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        <balance>94902.45970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94639.27000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.0% 02/01/2043#Q15789</title>
        <cusip>3132J62X1</cusip>
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          <isin value="US3132J62X10"/>
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        <curCd>USD</curCd>
        <valUSD>28615.21000000</valUSD>
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        <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>0.03000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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 15YR 1.5% 06/01/2036#BR2059</title>
        <cusip>3140L0JD0</cusip>
        <identifiers>
          <isin value="US3140L0JD09"/>
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        <balance>18259.63700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16547.72000000</valUSD>
        <pctVal>0.000507200764</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01500000</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>UBS GROUP AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS GROUP AG 3.869%/VAR 01/12/2029 144A</title>
        <cusip>225401AF5</cusip>
        <identifiers>
          <isin value="US225401AF50"/>
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        <balance>1233000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1226041.93000000</valUSD>
        <pctVal>0.037579159223</pctVal>
        <payoffProfile>Long</payoffProfile>
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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 II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>BARINGS CLO LTD 2020-IV</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>VERIZON COMMUNICATIONS 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>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>BOEING 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>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CASTLELAKE AIRCRAFT SECURITIZATION</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>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CVS HEALTH CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>REALTY INCOME CORP</name>
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        <name>INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA</name>
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        <name>UNITED STATES TREASURY BOND</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>VICI PROPERTIES LP</name>
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        <name>JPMORGAN CHASE and CO</name>
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        <name>TIME WARNER CABLE LLC</name>
        <lei>549300U5NFR7S6E3GM41</lei>
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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 4.50% 5/41 #005055</title>
        <cusip>36202FTL0</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST 2019-IMC</name>
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        <title>BX COMMERCIAL MORTGAGE TRUST 2019-IMC B TSFR1M+141.448 04/15/2034 144A</title>
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        <issuerCat>CORP</issuerCat>
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        <name>TEACHERS INS and ANNUITY ASSN AMER</name>
        <lei>O06XD7BJ4EPXNABVFN69</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>UNITED STATES TREASURY BOND</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>HORIZON AIRCRAFT FINANCE LTD</name>
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        <name>VORNADO REALTY L P</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GOLDMAN SACHS GROUP INC (THE)</name>
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        <name>BARINGS CLO LTD 2021-1</name>
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        <name>TOLEDO HOSPITAL/THE</name>
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        <name>FHLMC MFD HSG COP GTD (FREDMAC</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>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>LIFE 2021-BMR MTG TR</name>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>ALTRIA GROUP 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>BX 2021-LBA</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>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
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        <name>ALEXANDRIA REAL ESTATE EQUITIES INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CBRE SERVICES INC</name>
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        <name>TANGER PROPERTIES 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>SANTANDER HLDGS USA 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>FNMA GTD MTG PASS THRU CTF</name>
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        <name>AVOLON HOLDINGS FUNDING LTD</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>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 7% 12/01/2053#SD4486</title>
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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>ENBRIDGE 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 GUARANTEED PASS THRU CERT</name>
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        <name>CAPITAL ONE NATL ASSN MCLEAN VA</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>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>MORGAN STANLEY</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>OHA CREDIT FUNDING 14-R 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>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC 6.49%/VAR 09/13/2029</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>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>OAK HILL CREDIT PARTNERS</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>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>EXTENDED STAY AMERICA TRUST 2025-ESH</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>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>MAGNETITE XXIX LTD / MAGNETITE XXIX LLC</name>
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        <name>AVOLON HOLDINGS FUNDING LTD</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SIXTH STREET CLO XVIII LTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>MAGNETITE XLI LTD</name>
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      </invstOrSec>
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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 II GTD PASS THRU CTF MULTIPLE ISSUER</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>
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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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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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% 05/01/2052#RA7409</title>
        <cusip>3133KPGS1</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 4.00% 10/41 #779846</title>
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        <issuerCat>USGA</issuerCat>
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        <name>AT and T INC</name>
        <lei>549300Z40J86GGSTL398</lei>
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        <name>FANNIE MAE</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>WILLIAMS COS INC</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
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        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
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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>GGAM MASTER TR INTERNATIONA LTD / LLC</name>
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        <title>GGAM MASTER TR INTERNATIONA LTD / LLC 5.923% 09/30/2060 144A</title>
        <cusip>36173XAA0</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>DELL EQUIPMENT FINANCE TRUST 2025-2</name>
        <lei>N/A</lei>
        <title>DELL EQUIPMENT FINANCE TRUST 2025-2 4.1% 02/22/2028 144A</title>
        <cusip>24703VAC5</cusip>
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        <curCd>USD</curCd>
        <valUSD>1002770.70000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <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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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <identifiers>
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        <balance>1804922.79700000</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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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132M86F8</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>MAGNETITE CLO LTD</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US55956CAA99"/>
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        <balance>1483000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-15</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 4.375% 11/30/2030</title>
        <cusip>91282CJM4</cusip>
        <identifiers>
          <isin value="US91282CJM47"/>
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        <balance>88200000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</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 GTD MTG PASS THRU CTF SOFR30A+165 06/25/2054</title>
        <cusip>3136BVZE1</cusip>
        <identifiers>
          <isin value="US3136BVZE14"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CLECO CORPORATE HLDGS LLC</name>
        <lei>5493002H80P81B3HXL31</lei>
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        <cusip>18551PAC3</cusip>
        <identifiers>
          <isin value="US18551PAC32"/>
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        <balance>4043000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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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% 6/40 #743475</title>
        <cusip>3620AX6L7</cusip>
        <identifiers>
          <isin value="US3620AX6L74"/>
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        <balance>7520.10950000</balance>
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        <curCd>USD</curCd>
        <valUSD>7671.79000000</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>
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      <invstOrSec>
        <name>LONDON CLEARING HOUSE</name>
        <lei>N/A</lei>
        <title>LCH OIS SOFRV3.5% MAC 03/18/28</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Bloomberg" value="COSLJ6H7BN"/>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 4.50% 12/40 #G06185</title>
        <cusip>3128M8F25</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>21798.11000000</valUSD>
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        <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 7.50% 8/29 #507037</title>
        <cusip>31383MHN6</cusip>
        <identifiers>
          <isin value="US31383MHN65"/>
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        <balance>85.67110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88.18000000</valUSD>
        <pctVal>0.000002702787</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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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>TCO COML MTG TR 2024-DPM</name>
        <lei>N/A</lei>
        <title>TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A</title>
        <cusip>87231EAA5</cusip>
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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>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3% 05/50#FM3269</title>
        <cusip>3140X6T35</cusip>
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        <curCd>USD</curCd>
        <valUSD>119317.32000000</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>0.03000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 7% 02/01/2054#FS6962</title>
        <cusip>3140XNWY6</cusip>
        <identifiers>
          <isin value="US3140XNWY60"/>
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        <curCd>USD</curCd>
        <valUSD>575091.00000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      <invstOrSec>
        <name>CIGNA GROUP (THE)</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA GROUP (THE) 4.375% 10/15/2028</title>
        <cusip>125523AH3</cusip>
        <identifiers>
          <isin value="US125523AH38"/>
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        <balance>1860000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1876907.60000000</valUSD>
        <pctVal>0.057528709110</pctVal>
        <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>0.04375000</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>UNUM GROUP</name>
        <lei>549300E32YFDO6TZ8R31</lei>
        <title>UNUM GROUP 5.75% 08/15/2042</title>
        <cusip>91529YAJ5</cusip>
        <identifiers>
          <isin value="US91529YAJ55"/>
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        <balance>2118000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2099995.22000000</valUSD>
        <pctVal>0.064366521903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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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>
        <debtSec>
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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>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</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>KINDER MORGAN INC DEL</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>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>EXTENDED STAY AMERICA TRUST 2025-ESH</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>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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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 7% 04/01/2054#DB2710</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-04-01</maturityDt>
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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>312940EJ4</cusip>
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        <curCd>USD</curCd>
        <valUSD>57676.00000000</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>2040-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</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 30YR 4% 04/01/2052#FS1647</title>
        <cusip>3140XGZM4</cusip>
        <identifiers>
          <isin value="US3140XGZM45"/>
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        <balance>1034698.74800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>994613.28000000</valUSD>
        <pctVal>0.030485687235</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ONEMAIN FINL ISSUANCE TR 2019-2</name>
        <lei>N/A</lei>
        <title>ONEMAIN FINL ISSUANCE TR 2019-2 3.14% 10/14/2036 144A</title>
        <cusip>68269BAA6</cusip>
        <identifiers>
          <isin value="US68269BAA61"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3943618.80000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2036-10-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03140000</annualizedRt>
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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>3133KYVZ9</cusip>
        <identifiers>
          <isin value="US3133KYVZ95"/>
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        <curCd>USD</curCd>
        <valUSD>84752.26000000</valUSD>
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        <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>0.02500000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>912810UM8</cusip>
        <identifiers>
          <isin value="US912810UM89"/>
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        <balance>25100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24676437.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC (THE)</name>
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        <cusip>38141GXH2</cusip>
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          <isin value="US38141GXH28"/>
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        <balance>4751000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4675962.71000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03800000</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>Phillips Edison Grocery Center Operating Partnership I LP</name>
        <lei>549300WUPIVS6ZE0ZI51</lei>
        <title>Phillips Edison Grocery Center Operating Partnership I LP 5.75% 07/15/2034</title>
        <cusip>71845JAB4</cusip>
        <identifiers>
          <isin value="US71845JAB44"/>
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        <balance>473000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>494547.59000000</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>2034-07-15</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>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
        <lei>N/A</lei>
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        <cusip>161175CL6</cusip>
        <identifiers>
          <isin value="US161175CL69"/>
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        <balance>1073000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>845472.81000000</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>2063-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</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>SPGN 2022-TFLM MTG TR</name>
        <lei>N/A</lei>
        <title>SPGN 2022-TFLM B TSFR1M+200 02/15/2039 144A</title>
        <cusip>78473HAG1</cusip>
        <identifiers>
          <isin value="US78473HAG11"/>
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        <balance>642000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>641783.39000000</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>2039-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05750120</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>BX COMMERCIAL MORTGAGE TRUST 2021-PAC</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2021-PAC B TSFR1M+101.328 21 10/15/2036 144A</title>
        <cusip>05609PAG3</cusip>
        <identifiers>
          <isin value="US05609PAG37"/>
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        <balance>396287.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>395052.09000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04763280</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>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 5% 05/01/2044#AS9099</title>
        <cusip>3138WKDD4</cusip>
        <identifiers>
          <isin value="US3138WKDD41"/>
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        <balance>8726.56440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8895.59000000</valUSD>
        <pctVal>0.000272656900</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-05-01</maturityDt>
          <couponKind>Fixed</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>
        <title>FNMA ARM 0.0% 07/01/2041#AI6050</title>
        <cusip>3138AKWL9</cusip>
        <identifiers>
          <isin value="US3138AKWL93"/>
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        <balance>2451.79580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2559.31000000</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>Variable</couponKind>
          <annualizedRt>0.06478000</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 2% 06/01/2050#RA2677</title>
        <cusip>3133KH6N1</cusip>
        <identifiers>
          <isin value="US3133KH6N11"/>
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        <balance>434471.15470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>358202.44000000</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>0.02000000</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.0% 10/01/2042#Q11868</title>
        <cusip>3132HNCD9</cusip>
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          <isin value="US3132HNCD93"/>
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        <balance>2900.66140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2857.51000000</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>
          <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 4.50% 3/40 #AD2341</title>
        <cusip>31418PS71</cusip>
        <identifiers>
          <isin value="US31418PS718"/>
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        <balance>890.09920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>891.24000000</valUSD>
        <pctVal>0.000027317214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-01</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>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4.0% 06/20/2045#MA2893</title>
        <cusip>36179RGA1</cusip>
        <identifiers>
          <isin value="US36179RGA14"/>
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        <balance>52318.80790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50570.50000000</valUSD>
        <pctVal>0.001550026002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-20</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>CARMAX AUTO OWNER TRUST 2025-4</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>BX TRUST 2025-ROIC</name>
        <lei>N/A</lei>
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        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <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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      <invstOrSec>
        <name>COLUMBIA PIPELINES OPERATING CO LLC</name>
        <lei>N/A</lei>
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        <cusip>19828TAB2</cusip>
        <identifiers>
          <isin value="US19828TAB26"/>
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        <balance>1061000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1135755.43000000</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>2033-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>REGIONS BANK OF ALABAMA</name>
        <lei>EQTWLK1G7ODGC2MGLV11</lei>
        <title>REGIONS BANK OF ALABAMA 6.45% 06/26/2037</title>
        <cusip>75913MAA7</cusip>
        <identifiers>
          <isin value="US75913MAA71"/>
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        <balance>2368000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-26</maturityDt>
          <couponKind>Fixed</couponKind>
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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% 03/15/2045#AL9282</title>
        <cusip>36184HJ39</cusip>
        <identifiers>
          <isin value="US36184HJ394"/>
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        <curCd>USD</curCd>
        <valUSD>8689.68000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CVS HEALTH CORP</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP 4.78% 03/25/2038</title>
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        <identifiers>
          <isin value="US126650CY46"/>
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        <balance>1830000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1727358.34000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FIVE CORNERS FND TR II</name>
        <lei>N/A</lei>
        <title>FIVE CORNERS FND TR II 2.85% 05/15/2030 144A</title>
        <cusip>33834DAA2</cusip>
        <identifiers>
          <isin value="US33834DAA28"/>
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        <balance>3419000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3218724.86000000</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>
      <invstOrSec>
        <name>ORACLE CORP</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORACLE CORP 5.2% 09/26/2035</title>
        <cusip>68389XDM4</cusip>
        <identifiers>
          <isin value="US68389XDM48"/>
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        <balance>1740000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1667060.49000000</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>
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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% 06/01/2045#Q34164</title>
        <cusip>3132QQTW2</cusip>
        <identifiers>
          <isin value="US3132QQTW22"/>
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        <curCd>USD</curCd>
        <valUSD>385190.45000000</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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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 04/01/2046#Q40046</title>
        <cusip>3132WDBQ6</cusip>
        <identifiers>
          <isin value="US3132WDBQ68"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 4.625% 02/15/2035</title>
        <cusip>91282CMM0</cusip>
        <identifiers>
          <isin value="US91282CMM00"/>
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        <balance>47300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49125486.74000000</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>2035-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04625000</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 3.5% 03/01/2045#Q31974</title>
        <cusip>3132QNFQ7</cusip>
        <identifiers>
          <isin value="US3132QNFQ78"/>
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        <curCd>USD</curCd>
        <valUSD>5532.58000000</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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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ARM 0.0% 09/01/2041#AI9813</title>
        <cusip>3138AP3X4</cusip>
        <identifiers>
          <isin value="US3138AP3X49"/>
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        <balance>4318.97400000</balance>
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        <curCd>USD</curCd>
        <valUSD>4513.33000000</valUSD>
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        <issuerCat>USGSE</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>
        <name>COLUMBIA PIPELINES OPERATING CO LLC</name>
        <lei>N/A</lei>
        <title>COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A</title>
        <cusip>19828TAA4</cusip>
        <identifiers>
          <isin value="US19828TAA43"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>416795.38000000</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>0.05927000</annualizedRt>
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        <name>BRIXMOR OPERATING PARTNERSHIP LP</name>
        <lei>549300CJHBL7JBUA6503</lei>
        <title>BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030</title>
        <cusip>11120VAJ2</cusip>
        <identifiers>
          <isin value="US11120VAJ26"/>
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        <curCd>USD</curCd>
        <valUSD>1532043.46000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04050000</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>
        <title>FHLG 30YR 3.5% 07/01/2042#ZA1228</title>
        <cusip>31329JLH8</cusip>
        <identifiers>
          <isin value="US31329JLH85"/>
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        <balance>221576.99900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211775.63000000</valUSD>
        <pctVal>0.006491091311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>WILLIAMS COS INC</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>NXP B V/NXP FDG LLC/NXP USA INC</name>
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        <name>ATHENE GLOBAL FUNDING</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>ALTDE 2025-1 TR</name>
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        <name>FHLMC MFD HSG COP GTD (FREDMAC</name>
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        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>OHA CR FDG 4 LTD / OHA CR FDG 4 LLC</name>
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        <cusip>67098DBC6</cusip>
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        <invCountry>KY</invCountry>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140AHRR5</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>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>
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      <invstOrSec>
        <name>COLUMBIA PIPELINES OPERATING CO LLC</name>
        <lei>N/A</lei>
        <title>COLUMBIA PIPELINES OPERATING CO LLC 6.544% 11/15/2053 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>
        <debtSec>
          <maturityDt>2053-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HOMES 4 RENT LP</name>
        <lei>549300N4PXZ37U8QKI55</lei>
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        <cusip>02666TAE7</cusip>
        <identifiers>
          <isin value="US02666TAE73"/>
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        <balance>989000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>934138.66000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03625000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3% 04/01/2050#RA2457</title>
        <cusip>3133KHWS1</cusip>
        <identifiers>
          <isin value="US3133KHWS11"/>
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        <balance>275719.40400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>248253.67000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</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 3% 06/01/2050#SD7518</title>
        <cusip>3132DVK79</cusip>
        <identifiers>
          <isin value="US3132DVK796"/>
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        <balance>959133.91650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>864788.90000000</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>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 3.5% 05/15/2042#766754</title>
        <cusip>36176HTK0</cusip>
        <identifiers>
          <isin value="US36176HTK04"/>
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        <balance>30472.45730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28735.58000000</valUSD>
        <pctVal>0.000880768356</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-15</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>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 3.5% 02/01/2035#CA5291</title>
        <cusip>3140QC2Z8</cusip>
        <identifiers>
          <isin value="US3140QC2Z89"/>
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        <balance>852600.01600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>838353.41000000</valUSD>
        <pctVal>0.025696198073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-01</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 6.50% 9/35 #550659</title>
        <cusip>36213CWU0</cusip>
        <identifiers>
          <isin value="US36213CWU07"/>
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        <balance>6852.52240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7269.07000000</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>2035-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06500000</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>HEALTHPEAK OP LLC</name>
        <lei>PZ9HF5U52KPF0MH0QN75</lei>
        <title>HEALTHPEAK OP LLC 3.25% 07/15/2026</title>
        <cusip>40414LAQ2</cusip>
        <identifiers>
          <isin value="US40414LAQ23"/>
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        <balance>176000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>175143.92000000</valUSD>
        <pctVal>0.005368300296</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>
          <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>
        <title>FNMA 20YR 2% 04/01/2041#CB0116</title>
        <cusip>3140QKDW5</cusip>
        <identifiers>
          <isin value="US3140QKDW59"/>
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        <balance>45438.58400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40159.53000000</valUSD>
        <pctVal>0.001230921500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</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 15YR 6% 02/01/2040#SB1539</title>
        <cusip>3132CXV82</cusip>
        <identifiers>
          <isin value="US3132CXV825"/>
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        <balance>258098.49700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>269695.30000000</valUSD>
        <pctVal>0.008266375213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</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 3.0% 07/01/2045#Q34979</title>
        <cusip>3132QRQ94</cusip>
        <identifiers>
          <isin value="US3132QRQ942"/>
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        <balance>8526.46120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7964.37000000</valUSD>
        <pctVal>0.000244114268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-01</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>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 12/40#V82128</title>
        <cusip>3132L7LH0</cusip>
        <identifiers>
          <isin value="US3132L7LH01"/>
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        <balance>21121.96180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20053.58000000</valUSD>
        <pctVal>0.000614658159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 7% 03/01/2054#QI3065</title>
        <cusip>3133W9MN8</cusip>
        <identifiers>
          <isin value="US3133W9MN88"/>
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        <balance>21760.22800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23208.99000000</valUSD>
        <pctVal>0.000711373982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-03-01</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>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY BOND 1.875% 11/15/2051</title>
        <cusip>912810TB4</cusip>
        <identifiers>
          <isin value="US912810TB44"/>
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        <balance>13856800.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7659129.76000000</valUSD>
        <pctVal>0.234758412191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01875000</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>SUBWAY FDG LLC ISSUER</name>
        <lei>N/A</lei>
        <title>SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A</title>
        <cusip>864300AA6</cusip>
        <identifiers>
          <isin value="US864300AA61"/>
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        <balance>3708540.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3759810.19000000</valUSD>
        <pctVal>0.115241169428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06028000</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 30YR 3.0% 03/15/2045#AH7281</title>
        <cusip>36182QCS3</cusip>
        <identifiers>
          <isin value="US36182QCS30"/>
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        <balance>2872.89590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2602.94000000</valUSD>
        <pctVal>0.000079782178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-15</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>
      <invstOrSec>
        <name>CVS HEALTH CORP</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP 5% 09/15/2032</title>
        <cusip>126650EJ5</cusip>
        <identifiers>
          <isin value="US126650EJ50"/>
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        <balance>916000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>934934.31000000</valUSD>
        <pctVal>0.028656479390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-15</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMGEN INC</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGEN INC 5.15% 03/02/2028</title>
        <cusip>031162DP2</cusip>
        <identifiers>
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        <name>AUTOZONE 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>BX COMMERCIAL MORTGAGE TRUST 2019-IMC</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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        <cusip>3132XYUS4</cusip>
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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>CELANESE US HLDGS LLC</name>
        <lei>CD30XVRLT4QO00B1C706</lei>
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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>DELL INTERNATIONAL LLC / EMC CORP</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
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        <cusip>55336VBU3</cusip>
        <identifiers>
          <isin value="US55336VBU35"/>
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        <balance>2116000.00000000</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>
          <annualizedRt>0.04950000</annualizedRt>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.5% 01/01/2052#CB2679</title>
        <cusip>3140QM6R0</cusip>
        <identifiers>
          <isin value="US3140QM6R01"/>
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        <balance>71998.21200000</balance>
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        <curCd>USD</curCd>
        <valUSD>67218.65000000</valUSD>
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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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        <name>RWE FINANCE US LLC</name>
        <lei>529900J7MYLKI84UP772</lei>
        <title>RWE FINANCE US LLC 5.125% 09/18/2035 144A</title>
        <cusip>749983AC6</cusip>
        <identifiers>
          <isin value="US749983AC66"/>
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        <curCd>USD</curCd>
        <valUSD>1856529.34000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 7/40 #729562</title>
        <cusip>3620AGQP3</cusip>
        <identifiers>
          <isin value="US3620AGQP31"/>
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        <balance>5200.23790000</balance>
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        <curCd>USD</curCd>
        <valUSD>5305.53000000</valUSD>
        <pctVal>0.000162618709</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>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>BAT CAPITAL CORP</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>JERSEY MIKES FUNDING 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>FNMA/FHLG TBA ISSUER</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>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>HORIZON 2018</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.50% 7/38 #909209</title>
        <cusip>31411JDN3</cusip>
        <identifiers>
          <isin value="US31411JDN37"/>
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        <balance>25232.76890000</balance>
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        <curCd>USD</curCd>
        <valUSD>25272.24000000</valUSD>
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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>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 11/40 #737674</title>
        <cusip>3620ARQ38</cusip>
        <identifiers>
          <isin value="US3620ARQ387"/>
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        <balance>10064.09940000</balance>
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        <curCd>USD</curCd>
        <valUSD>10267.00000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 9/41 #772063</title>
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          <isin value="US36176PQQ27"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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      <invstOrSec>
        <name>JACKSON FINANCIAL INC</name>
        <lei>213800WXW2KG1N4CO374</lei>
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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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        <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 7% 12/01/2053#DA5760</title>
        <cusip>3140A6MJ2</cusip>
        <identifiers>
          <isin value="US3140A6MJ21"/>
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        <balance>15659.41600000</balance>
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        <curCd>USD</curCd>
        <valUSD>16570.60000000</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>TRANSCONTINENTAL GAS PIPE LINE CO LLC</name>
        <lei>N/A</lei>
        <title>TRANSCONTINENTAL GAS LINE LLC 3.95% 05/15/2050</title>
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        <identifiers>
          <isin value="US893574AR45"/>
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        <balance>1007000.00000000</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>2050-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 6% 07/01/2039#FS8581</title>
        <cusip>3140XQRB5</cusip>
        <identifiers>
          <isin value="US3140XQRB53"/>
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        <balance>644108.28200000</balance>
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        <curCd>USD</curCd>
        <valUSD>669627.34000000</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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        <securityLending>
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      <invstOrSec>
        <name>EATON VANCE CLO 2020-2 LTD</name>
        <lei>N/A</lei>
        <title>EATON VANCE CLO 2020-2 LTD AR2 TSFR3M+138 10/15/2037 144A</title>
        <cusip>27829PAU0</cusip>
        <identifiers>
          <isin value="US27829PAU03"/>
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        <balance>2283000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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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>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC 6.692%/VAR 09/13/2034</title>
        <cusip>06738ECL7</cusip>
        <identifiers>
          <isin value="US06738ECL74"/>
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        <balance>3300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3653084.39000000</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>2034-09-13</maturityDt>
          <couponKind>Variable</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 6.5% 06/01/2054#SD5521</title>
        <cusip>3132DTD23</cusip>
        <identifiers>
          <isin value="US3132DTD233"/>
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        <balance>1132342.61200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1199582.25000000</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>
          <annualizedRt>0.06500000</annualizedRt>
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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 3.50% 5/42 #AO2138</title>
        <cusip>3138LSLU2</cusip>
        <identifiers>
          <isin value="US3138LSLU29"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>144274.30000000</valUSD>
        <pctVal>0.004422121918</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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      <invstOrSec>
        <name>AMERICAN HOMES 4 RENT LP</name>
        <lei>549300N4PXZ37U8QKI55</lei>
        <title>AMERICAN HOMES 4 RENT LP 2.375% 07/15/2031</title>
        <cusip>02666TAC1</cusip>
        <identifiers>
          <isin value="US02666TAC18"/>
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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>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02375000</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 4% 04/20/2048#BG3507</title>
        <cusip>3617GM3Q3</cusip>
        <identifiers>
          <isin value="US3617GM3Q37"/>
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        <balance>111271.49230000</balance>
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        <curCd>USD</curCd>
        <valUSD>106553.75000000</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 7.00% 9/26 #313264</title>
        <cusip>31374F5Z8</cusip>
        <identifiers>
          <isin value="US31374F5Z89"/>
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        <balance>3.88650000</balance>
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        <curCd>USD</curCd>
        <valUSD>3.89000000</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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO 5.805% 05/01/2050</title>
        <cusip>097023CW3</cusip>
        <identifiers>
          <isin value="US097023CW33"/>
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        <balance>920000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>904906.84000000</valUSD>
        <pctVal>0.027736113578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05805000</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 30YR 3.0% 03/01/2044#AS2238</title>
        <cusip>3138WBPY5</cusip>
        <identifiers>
          <isin value="US3138WBPY50"/>
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        <balance>36147.54900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33121.13000000</valUSD>
        <pctVal>0.001015188948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-01</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>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>BROADCOM INC 3.419% 04/15/2033</title>
        <cusip>11135FCU3</cusip>
        <identifiers>
          <isin value="US11135FCU30"/>
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        <balance>392000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>362860.59000000</valUSD>
        <pctVal>0.011121965370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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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>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>UST NOTES</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>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>T-MOBILE USA INC</name>
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        <name>OCCIDENTAL PETROLEUM CORP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>NAVIGATOR AIRCRAFT ABS LTD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>JPMORGAN CHASE and CO</name>
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        <name>SUN CMNTYS OPER LTD PRTNRSHP</name>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>TANGER PROPERTIES LP</name>
        <lei>PQPGJDNFN35EXH363L31</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2.5% 11/01/2049#QA4396</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2.5% 01/01/2052#FS0208</title>
        <cusip>3140XFGS4</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>
          <annualizedRt>0.02500000</annualizedRt>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>UBER TECHNOLOGIES INC</name>
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        <name>FNMA/FHLG TBA ISSUER</name>
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        <name>BANK 2019-BNK19</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021</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>MADISON PK FDG L LTD / MADISON PK FDG L 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>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA/FHLG TBA ISSUER</name>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</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>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>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>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BLUEBERRY PARK CLO LTD</name>
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          <maturityDt>2037-10-20</maturityDt>
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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>3128MMXN8</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-01</maturityDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO and CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
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        <cusip>95000U2V4</cusip>
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        <balance>2893000.00000000</balance>
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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>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HUDSON PACIFIC PROPERTIES LP</name>
        <lei>5493007NTUGLGZ8T3526</lei>
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        <cusip>44409MAB2</cusip>
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        <balance>2374000.00000000</balance>
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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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          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36207FBX8</cusip>
        <identifiers>
          <isin value="US36207FBX87"/>
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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>HPS CORPORATE LENDING FUND</name>
        <lei>549300ZS7IHUA6FKFV61</lei>
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        <identifiers>
          <isin value="US40440VAH87"/>
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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>PETROLEOS MEXICANOS</name>
        <lei>549300CAZKPF4HKMPX17</lei>
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        <cusip>71654QDF6</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>
        <debtSec>
          <maturityDt>2060-01-28</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DELL EQUIPMENT FINANCE TRUST 2025-2</name>
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        <title>DELL EQUIPMENT FINANCE TRUST 2025-2 4.12% 03/24/2031 144A</title>
        <cusip>24703VAE1</cusip>
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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% 8/40 #737311</title>
        <cusip>3620ARDQ1</cusip>
        <identifiers>
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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>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 7% 01/01/2054#FS6966</title>
        <cusip>3140XNW42</cusip>
        <identifiers>
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        <balance>1089875.23300000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 4.50% 5/41 #Q00753</title>
        <cusip>3132GDZS4</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 7/28 #506236</title>
        <cusip>31383LLR4</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2% 03/01/2052#FS3863</title>
        <cusip>3140XKJH4</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 5.5% 12/20/2054#MB0092</title>
        <cusip>3618N5C64</cusip>
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        <name>BMP 2024-MF23</name>
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        <issuerCat>CORP</issuerCat>
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        <name>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
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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>ARES STRATEGIC INCOME FUND</name>
        <lei>549300IANZJVZPTICV54</lei>
        <title>ARES STRATEGIC INCOME FUND 5.45% 09/09/2028 144A</title>
        <cusip>04020EAL1</cusip>
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        <curCd>USD</curCd>
        <valUSD>1855380.03000000</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>MORGAN STANLEY CAPITAL I TRUST 2018-H4</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL I TRUST 2018-H4 4.31% 12/15/2051</title>
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          <isin value="US61691RAE62"/>
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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>FNMA GTD MTG PASS THRU CTF</name>
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        <name>WESTF 2025-A</name>
        <lei>N/A</lei>
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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>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>INVITATION HOMES OPERATING PARTNERSHIP LP</name>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OCP CLO 2025-46 LTD / LLC</name>
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        <cusip>671023AA7</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <name>JPMORGAN CHASE and CO</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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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>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <valUSD>48664.94000000</valUSD>
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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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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COLUMBIA PIPELINES OPERATING CO LLC</name>
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        <title>COLUMBIA PIPELINES OPERATING CO LLC 6.497% 08/15/2043 144A</title>
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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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          <isNonCashCollateral>N</isNonCashCollateral>
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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>
        <cusip>53079EBG8</cusip>
        <identifiers>
          <isin value="US53079EBG89"/>
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        <balance>1255000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1260739.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04569000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HEALTHPEAK OP LLC</name>
        <lei>PZ9HF5U52KPF0MH0QN75</lei>
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        <cusip>40414LAR0</cusip>
        <identifiers>
          <isin value="US40414LAR06"/>
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        <balance>201000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>195363.67000000</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>2029-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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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 3% 02/15/2045#AL2187</title>
        <cusip>36183XNC0</cusip>
        <identifiers>
          <isin value="US36183XNC01"/>
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        <balance>2330.35900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2118.18000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-15</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132L65K3</cusip>
        <identifiers>
          <isin value="US3132L65K34"/>
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        <curCd>USD</curCd>
        <valUSD>47702.72000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MYLAN INC</name>
        <lei>30ZMPDNA1RHIBH89C294</lei>
        <title>MYLAN INC 4.55% 04/15/2028</title>
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        <identifiers>
          <isin value="US628530BK28"/>
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        <balance>1227000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1228295.52000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04550000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>AASET 2024-1 US LTD / AASET 2024-1 INTL LTD</name>
        <lei>N/A</lei>
        <title>AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A</title>
        <cusip>00255JAA8</cusip>
        <identifiers>
          <isin value="US00255JAA88"/>
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        <balance>1532187.40000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST 2021-PAC</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+121.308 21 10/15/2036 144A</title>
        <cusip>05609PAJ7</cusip>
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          <isin value="US05609PAJ75"/>
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        <balance>530325.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>528011.35000000</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>0.04963080</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 2% 02/01/2041#</title>
        <cusip>31418DW65</cusip>
        <identifiers>
          <isin value="US31418DW658"/>
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        <balance>15294.58200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13466.56000000</valUSD>
        <pctVal>0.000412760762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</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>BAE SYSTEMS PLC</name>
        <lei>8SVCSVKSGDWMW2QHOH83</lei>
        <title>BAE SYSTEMS PLC 3.4% 04/15/2030 144A</title>
        <cusip>05523RAD9</cusip>
        <identifiers>
          <isin value="US05523RAD98"/>
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        <balance>696000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>672774.80000000</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>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>OAK HILL CREDIT PARTNERS</name>
        <lei>N/A</lei>
        <title>OAK HILL CREDIT PARTNERS AR TSFR3M+135 07/20/2037 144A</title>
        <cusip>67116CAL7</cusip>
        <identifiers>
          <isin value="US67116CAL72"/>
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        <balance>3605000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3611193.39000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.05234440</annualizedRt>
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      <invstOrSec>
        <name>OMEGA HEALTHCARE INVESTORS INC</name>
        <lei>549300OJ7ENK42CZ8E73</lei>
        <title>OMEGA HEALTHCARE INVESTORS INC 4.75% 01/15/2028</title>
        <cusip>681936BK5</cusip>
        <identifiers>
          <isin value="US681936BK50"/>
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        <balance>1958000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1973334.06000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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        <name>WESTERN GAS PARTNERS LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>WESTERN GAS PARTNERS LP 4.65% 07/01/2026</title>
        <cusip>958254AF1</cusip>
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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 20YR 2.5% 01/01/2042#RB5142</title>
        <cusip>3133KYWB1</cusip>
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        <curCd>USD</curCd>
        <valUSD>173903.79000000</valUSD>
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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 3.5% 02/34#G30703</title>
        <cusip>3132J4AD1</cusip>
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        <curCd>USD</curCd>
        <valUSD>2265137.74000000</valUSD>
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          <couponKind>Fixed</couponKind>
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        <name>PROJECT SILVER 2019</name>
        <lei>N/A</lei>
        <title>SILVER AIRCRAFT LEASE INVT LTD 2019-1 A 3.967% 07/15/2044 144A</title>
        <cusip>827304AA4</cusip>
        <identifiers>
          <isin value="US827304AA49"/>
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        <curCd>USD</curCd>
        <valUSD>932524.54000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03967000</annualizedRt>
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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% 01/01/2047#BD5294</title>
        <cusip>3140FC3C0</cusip>
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          <isin value="US3140FC3C05"/>
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        <balance>186955.21870000</balance>
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        <curCd>USD</curCd>
        <valUSD>175888.05000000</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>2047-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
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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 CFX 4.95% 07/05/2023 144A</title>
        <cusip>46645WBC6</cusip>
        <identifiers>
          <isin value="US46645WBC64"/>
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        <balance>223602.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152071.72000000</valUSD>
        <pctVal>0.004661119036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 7/40 #739706</title>
        <cusip>3620ATYB7</cusip>
        <identifiers>
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        <balance>12426.16310000</balance>
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        <curCd>USD</curCd>
        <valUSD>12676.92000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>PALMER SQUARE LOAN FUNDING 2024-2 LTD</name>
        <lei>N/A</lei>
        <title>PALMER SQUARE LOAN FUNDING 2024-2 LTD A1N TSFR3M+100 01/15/2033 144A</title>
        <cusip>69703RAA3</cusip>
        <identifiers>
          <isin value="US69703RAA32"/>
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        <balance>958989.79000000</balance>
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        <curCd>USD</curCd>
        <valUSD>959229.54000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ALLY FINANCIAL INC</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY FINL INC 7.1% 11/15/2027</title>
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        <identifiers>
          <isin value="US02005NBR08"/>
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        <balance>2560000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2689450.27000000</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>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4% 07/01/2048#Q59935</title>
        <cusip>3132Y4BD3</cusip>
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        <balance>109066.89410000</balance>
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        <curCd>USD</curCd>
        <valUSD>106160.37000000</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>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2.5% 11/01/2050#RA3913</title>
        <cusip>3133KKK24</cusip>
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        <balance>124014.07700000</balance>
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        <curCd>USD</curCd>
        <valUSD>107290.25000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
        <lei>N/A</lei>
        <title>UMBS 30YR 5% 01/01/2056 #TBA</title>
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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>COREBRIDGE FINANCIAL INC</name>
        <lei>549300XY1661QCIA7J65</lei>
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        <identifiers>
          <isin value="US21871XAD12"/>
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        <balance>2280000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2265569.63000000</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>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/32 #587033</title>
        <cusip>36201MEE8</cusip>
        <identifiers>
          <isin value="US36201MEE84"/>
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        <balance>563.31600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>581.84000000</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>
          <annualizedRt>0.07000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 5% 01/01/2056 #TBA</title>
        <cusip>21H050615</cusip>
        <identifiers>
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        <balance>-11450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-11422236.04000000</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>ONSLOW BAY FINANCIAL LLC</name>
        <lei>N/A</lei>
        <title>ONSLOW BAY FINANCIAL LLC VAR 10/25/2065 144A</title>
        <cusip>67126GAC6</cusip>
        <identifiers>
          <isin value="US67126GAC69"/>
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        <balance>2147919.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2148865.20000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-10-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>DTP COML MTG TR 2023-STE2</name>
        <lei>N/A</lei>
        <title>DTP COML MTG TR 2023-STE2 A CSTR 01/15/2041 144A</title>
        <cusip>23346GAA7</cusip>
        <identifiers>
          <isin value="US23346GAA76"/>
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        <balance>563000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>579038.74000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 5.5% 06/01/2053#CB6642</title>
        <cusip>3140QSLY5</cusip>
        <identifiers>
          <isin value="US3140QSLY59"/>
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        <curCd>USD</curCd>
        <valUSD>427457.02000000</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>0.05500000</annualizedRt>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 2% 12/01/2041#BU7091</title>
        <cusip>3140M82Z1</cusip>
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          <isin value="US3140M82Z19"/>
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        <balance>721202.56500000</balance>
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        <curCd>USD</curCd>
        <valUSD>630326.07000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.5% 10/01/2048#G67716</title>
        <cusip>3132XCSD8</cusip>
        <identifiers>
          <isin value="US3132XCSD80"/>
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        <curCd>USD</curCd>
        <valUSD>583332.11000000</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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      <invstOrSec>
        <name>ALTRIA GROUP INC</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>ALTRIA GROUP INC 4.25% 08/09/2042</title>
        <cusip>02209SAM5</cusip>
        <identifiers>
          <isin value="US02209SAM52"/>
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        <balance>1696000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1415217.16000000</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>2042-08-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.0% 01/01/2043#AB7567</title>
        <cusip>31417EMR9</cusip>
        <identifiers>
          <isin value="US31417EMR98"/>
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        <balance>7283.59390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6749.89000000</valUSD>
        <pctVal>0.000206889491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</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 2.5% 03/01/2050#MA3964</title>
        <cusip>31418DMN9</cusip>
        <identifiers>
          <isin value="US31418DMN92"/>
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        <balance>404251.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>345694.25000000</valUSD>
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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>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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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>BOEING CO</name>
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        <name>APOLLO AVIATION SECURITIZATION EQUITY TRUST</name>
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        <name>OBX 2025-NQM8 TRUST</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>WILLIS ENGINE SECURITIZATION TRUST 2025-B</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>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>MAGNETITE XXI LTD 2019-21A A</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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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GILEAD AVIATION LLC</name>
        <lei>N/A</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>CARRIER GLOBAL CORP</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>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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36178WGJ2</cusip>
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        <curCd>USD</curCd>
        <valUSD>2318.41000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3131XKFP9</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>BX COML MTG TR 2023-XL3</name>
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        <cusip>12434GAC9</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>DCP MIDSTREAM OPERATING LP</name>
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      <invstOrSec>
        <name>COLUMBIA PIPELINES OPERATING CO LLC</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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        <cusip>3132DUK97</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY BOND 3.375% 08/15/2042</title>
        <cusip>912810TK4</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>SUBWAY FDG LLC ISSUER</name>
        <lei>N/A</lei>
        <title>SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A</title>
        <cusip>864300AC2</cusip>
        <identifiers>
          <isin value="US864300AC28"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2054-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 5% 01/01/2056 #TBA</title>
        <cusip>21H050615</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>11422236.04000000</valUSD>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2.5% 01/01/2052#CB2622</title>
        <cusip>3140QM4G6</cusip>
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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 7% 11/01/2053#QH4141</title>
        <cusip>3133CGS65</cusip>
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        <curCd>USD</curCd>
        <valUSD>239602.95000000</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>
          <annualizedRt>0.07000000</annualizedRt>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 20YR 1.5% 03/01/2041#RB5104</title>
        <cusip>3133KYU56</cusip>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/28 #457782</title>
        <cusip>36208QRB4</cusip>
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        <curCd>USD</curCd>
        <valUSD>9.59000000</valUSD>
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        <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>WESTERN GAS PARTNERS LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>WESTERN GAS PARTNERS LP 4.5% 03/01/2028</title>
        <cusip>958254AH7</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>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4.0% 10/45#MA3174</title>
        <cusip>36179RQ36</cusip>
        <identifiers>
          <isin value="US36179RQ364"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1855.39000000</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>2045-10-20</maturityDt>
          <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>AIA GROUP LTD</name>
        <lei>ZP5ILWVSYE4LJGMMVD57</lei>
        <title>AIA GROUP LTD 3.2% 09/16/2040 144A</title>
        <cusip>00131LAK1</cusip>
        <identifiers>
          <isin value="US00131LAK17"/>
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        <balance>1070000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>847892.35000000</valUSD>
        <pctVal>0.025988574163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03200000</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 7% 11/01/2053#FS6420</title>
        <cusip>3140XND27</cusip>
        <identifiers>
          <isin value="US3140XND278"/>
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        <balance>214597.85700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>228717.77000000</valUSD>
        <pctVal>0.007010381362</pctVal>
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        <name>AASET 2025-1 LTD / AASET 2025-1 LLC</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>BRIXMOR OPERATING PARTNERSHIP LP</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>UNITED STATES TREASURY BOND</name>
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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>BX TRUST 2025-ROIC</name>
        <lei>N/A</lei>
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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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        <cusip>3132DVLV5</cusip>
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        <curCd>USD</curCd>
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        <name>BOSTON PROPERTIES LP</name>
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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>
        <title>FNMA 7.50% 9/29 #502726</title>
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          <isin value="US31383GPK66"/>
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        <curCd>USD</curCd>
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        <name>SABRA HEALTH CARE LP</name>
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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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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <debtSec>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 08/01/2044#AW9240</title>
        <cusip>3138XZHS3</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>15379.56000000</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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        <name>THUNDERBOLT III AIRCRAFT LEASE LTD</name>
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        <title>THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A</title>
        <cusip>88607AAA7</cusip>
        <identifiers>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 5% 11/01/2052#FS3295</title>
        <cusip>3140XJUV3</cusip>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>BLP COML MTG 2024-INDS</name>
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        <cusip>05625AAA9</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140QMCJ1</cusip>
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        <issuerCat>USGSE</issuerCat>
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        <name>CARMAX AUTO OWNER TRUST 2025-4</name>
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        <curCd>USD</curCd>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II 3.5% 01/20/2050#BR8995</title>
        <cusip>3617M77G7</cusip>
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        <name>BLACKSTONE PRIVATE CREDIT FUND</name>
        <lei>549300ORP3TTCNXSYO43</lei>
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        <cusip>09261HBC0</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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        <name>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO 2.956%/VAR 05/13/2031</title>
        <cusip>46647PBP0</cusip>
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        <balance>1324000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1249014.02000000</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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UTAH ACQUISITION SUB INC</name>
        <lei>254900JOFV74IJ7H9933</lei>
        <title>UTAH ACQUISITION SUB INC 3.95% 06/15/2026</title>
        <cusip>62854AAN4</cusip>
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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>
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        <name>IMPERIAL BRANDS FINANCE PLC</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>OCCIDENTAL PETROLEUM CORP</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>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>SEQUOIA MTG TR</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>
        <title>FHLG 20YR 2% 03/01/2041#SC0136</title>
        <cusip>3132D9EH3</cusip>
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      <invstOrSec>
        <name>NTT FINANCE CORP</name>
        <lei>3538007PR116187GD960</lei>
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        <name>HESS CORP</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>HESS CORP 7.3% 08/15/2031</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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          <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% 01/01/2047#AL9776</title>
        <cusip>3138ER2J8</cusip>
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          <isin value="US3138ER2J87"/>
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        <curCd>USD</curCd>
        <valUSD>445226.79000000</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>0.03500000</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>
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        <cusip>3138NWZD4</cusip>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
        <lei>N/A</lei>
        <title>UMBS 30YR 6.5% 01/01/2056 #TBA</title>
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        <identifiers>
          <isin value="US01F0626147"/>
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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>
      <invstOrSec>
        <name>EQUITABLE HOLDINGS INC</name>
        <lei>549300FIBAKMNHPZ4009</lei>
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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>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132HPPE8</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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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>BOSTON PROPERTIES LP</name>
        <lei>BVHHEFJI6SHNOKQT2572</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ORACLE CORP</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
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        <cusip>68389XDR3</cusip>
        <identifiers>
          <isin value="US68389XDR35"/>
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        <balance>1345000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1191689.13000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-09-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05950000</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>T-MOBILE USA INC</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC 4.5% 04/15/2050</title>
        <cusip>87264AAZ8</cusip>
        <identifiers>
          <isin value="US87264AAZ84"/>
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        <balance>793000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>653161.13000000</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>2050-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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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 7.00% 7/28 #475908</title>
        <cusip>36209MU93</cusip>
        <identifiers>
          <isin value="US36209MU933"/>
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        <balance>47.16480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47.83000000</valUSD>
        <pctVal>0.000001466027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OHACP 2024-17A</name>
        <lei>N/A</lei>
        <title>OHACP 2024-17A A TSFR3M+132 01/18/2038 144A</title>
        <cusip>67120MAA3</cusip>
        <identifiers>
          <isin value="US67120MAA36"/>
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        <balance>834000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>835325.23000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05204440</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#Q19606</title>
        <cusip>3132JBDL4</cusip>
        <identifiers>
          <isin value="US3132JBDL45"/>
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        <curCd>USD</curCd>
        <valUSD>11192.88000000</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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          <maturityDt>2043-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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        <name>BRANDYWINE OPER PARTNERSHIP LP</name>
        <lei>IXBXSCONLDQ1ZI73YU71</lei>
        <title>BRANDYWINE OPER PARTNERSHIP LP 8.3% 03/15/2028</title>
        <cusip>105340AR4</cusip>
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          <isin value="US105340AR47"/>
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        <curCd>USD</curCd>
        <valUSD>2460600.83000000</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>0.08300000</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 30YR 4.5% 05/01/2041#</title>
        <cusip>3132GDVM1</cusip>
        <identifiers>
          <isin value="US3132GDVM19"/>
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        <curCd>USD</curCd>
        <valUSD>1928.63000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A</name>
        <lei>N/A</lei>
        <title>HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A A TSFR3M+134 10/20/2037 144A</title>
        <cusip>407907AA2</cusip>
        <identifiers>
          <isin value="US407907AA25"/>
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        <balance>2092000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2099110.71000000</valUSD>
        <pctVal>0.064339410969</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05224440</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GILDAN ACTIVEWEAR INC</name>
        <lei>549300SB3IBI34M00Z45</lei>
        <title>GILDAN ACTIVEWEAR INC 4.7% 10/07/2030 144A</title>
        <cusip>375916AF0</cusip>
        <identifiers>
          <isin value="US375916AF02"/>
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        <balance>262000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>260714.31000000</valUSD>
        <pctVal>0.007991100734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04700000</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 7.50% 8/28 #482687</title>
        <cusip>36209VF41</cusip>
        <identifiers>
          <isin value="US36209VF414"/>
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        <balance>83.46790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83.64000000</valUSD>
        <pctVal>0.000002563632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
          <isDefault>N</isDefault>
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      </invstOrSec>
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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>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>PALMER SQUARE LOAN FUNDING 2025-1 LTD</name>
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        <name>DUQUESNE LIGHT HLDGS INC</name>
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        <name>HCA 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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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 5% 05/01/2040#</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OREILLY AUTOMOTIVE INC</name>
        <lei>549300K2RLMQL149Q332</lei>
        <title>OREILLY AUTOMOTIVE INC 4.2% 04/01/2030</title>
        <cusip>67103HAJ6</cusip>
        <identifiers>
          <isin value="US67103HAJ68"/>
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        <balance>361000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>360005.35000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</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>31292G6T8</cusip>
        <identifiers>
          <isin value="US31292G6T88"/>
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        <curCd>USD</curCd>
        <valUSD>555.83000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</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>
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        <cusip>3132M4WF8</cusip>
        <identifiers>
          <isin value="US3132M4WF84"/>
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        <balance>10166.53650000</balance>
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        <curCd>USD</curCd>
        <valUSD>9899.42000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <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 5.5% 02/01/2056 #TBA</title>
        <cusip>21H052629</cusip>
        <identifiers>
          <isin value="US21H0526291"/>
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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>
      <invstOrSec>
        <name>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US161175BL78"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4805726.05000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05375000</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 15YR 1.5% 12/01/2035#SB8078</title>
        <cusip>3132D56P2</cusip>
        <identifiers>
          <isin value="US3132D56P22"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1042719.43000000</valUSD>
        <pctVal>0.031960178952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01500000</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 HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT VAR 05/25/2030</title>
        <cusip>3137HN4R6</cusip>
        <identifiers>
          <isin value="US3137HN4R63"/>
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        <balance>4750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4808572.25000000</valUSD>
        <pctVal>0.147386559790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04361000</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 4.50% 8/40 #A93459</title>
        <cusip>312941ZY6</cusip>
        <identifiers>
          <isin value="US312941ZY69"/>
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        <balance>2392.06380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2398.89000000</valUSD>
        <pctVal>0.000073527884</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</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 4.00% 12/41 #552550</title>
        <cusip>36213EZP4</cusip>
        <identifiers>
          <isin value="US36213EZP41"/>
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        <balance>43632.43720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42312.28000000</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>0.04000000</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% 4/26 #303856</title>
        <cusip>31373UQH3</cusip>
        <identifiers>
          <isin value="US31373UQH31"/>
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        <balance>11.68900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11.67000000</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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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 3.50% 7/42 #Q09199</title>
        <cusip>3132GURU0</cusip>
        <identifiers>
          <isin value="US3132GURU06"/>
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        <balance>30925.33650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29614.75000000</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>0.03500000</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 4.50% 9/41 #G06719</title>
        <cusip>3128M8YQ1</cusip>
        <identifiers>
          <isin value="US3128M8YQ18"/>
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        <balance>225308.46980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>225770.69000000</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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      <invstOrSec>
        <name>MORGAN STANLEY PRIVATE BANK NA</name>
        <lei>549300GS0W0TEUQS8571</lei>
        <title>MORGAN STANLEY PRIVATE BANK NA 4.734%/VAR 07/18/2031</title>
        <cusip>61776NVG5</cusip>
        <identifiers>
          <isin value="US61776NVG59"/>
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        <balance>7464000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7566238.51000000</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>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALTRIA GROUP INC</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>ALTRIA GROUP INC 5.95% 02/14/2049</title>
        <cusip>02209SBF9</cusip>
        <identifiers>
          <isin value="US02209SBF92"/>
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        <balance>407000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>406914.55000000</valUSD>
        <pctVal>0.012472254244</pctVal>
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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>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.5% 01/01/2047#BE1526</title>
        <cusip>3140FLVU9</cusip>
        <identifiers>
          <isin value="US3140FLVU93"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96976.42000000</valUSD>
        <pctVal>0.002972404319</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</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>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>5632.21300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5235.92000000</valUSD>
        <pctVal>0.000160485107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>
      <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>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>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>MARS 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>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>TARGA RES CORP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CHICAGO BOARD OF TRADE</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>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>WELLS FARGO and CO</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>MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC</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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      </invstOrSec>
      <invstOrSec>
        <name>FNMA/FHLG TBA 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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      <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>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>TARGA RES CORP</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>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 6% 07/01/2055#CC0730</title>
        <cusip>3140Y6Y46</cusip>
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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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        <name>BENCHMARK 2020-B19 MTG TR</name>
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        <issuerCat>CORP</issuerCat>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>STORE CAPITAL LLC</name>
        <lei>254900Z9PIEFQ6AYXK50</lei>
        <title>STORE CAPITAL LLC 2.75% 11/18/2030</title>
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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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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 5.5% 06/01/2055#RJ4979</title>
        <cusip>3142GVQ95</cusip>
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        <curCd>USD</curCd>
        <valUSD>33719.83000000</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>0.05500000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <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>
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      <invstOrSec>
        <name>ENTERPRISE PRODUCTS OPERATING LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
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        <cusip>29379VBH5</cusip>
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        <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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        <cusip>3132QQPQ9</cusip>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AES CORP</name>
        <lei>2NUNNB7D43COUIRE5295</lei>
        <title>AES CORP 3.95% 07/15/2030 144A</title>
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        <identifiers>
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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>
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        <cusip>3132QXCM7</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138ELWC3</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>BX COML MTG TR 2024-XL5</name>
        <lei>N/A</lei>
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        <cusip>05612GAA1</cusip>
        <identifiers>
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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>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2.5% 12/01/2051#CB2320</title>
        <cusip>3140QMSJ4</cusip>
        <identifiers>
          <isin value="US3140QMSJ40"/>
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        <curCd>USD</curCd>
        <valUSD>622436.34000000</valUSD>
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        <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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        <name>NXP B V/NXP FDG LLC/NXP USA INC</name>
        <lei>N/A</lei>
        <title>NXP B V/NXP FDG LLC/NXP USA INC 4.85% 08/19/2032</title>
        <cusip>62954HBG2</cusip>
        <identifiers>
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        <balance>936000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>940926.81000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>TERWIN MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TMTS 2003-4HE A TSFR1M+97.448 9/34</title>
        <cusip>881561BU7</cusip>
        <identifiers>
          <isin value="US881561BU72"/>
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        <curCd>USD</curCd>
        <valUSD>2145.55000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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        <name>TARGA RES CORP</name>
        <lei>5493003QENHHS261UR94</lei>
        <title>TARGA RES CORP 5.65% 02/15/2036</title>
        <cusip>87612GAQ4</cusip>
        <identifiers>
          <isin value="US87612GAQ47"/>
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        <balance>2723000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2797051.03000000</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>2036-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05650000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>ARES STRATEGIC INCOME FUND</name>
        <lei>549300IANZJVZPTICV54</lei>
        <title>ARES STRATEGIC INCOME FUND 5.8% 09/09/2030 144A</title>
        <cusip>04020EAK3</cusip>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1503417.53000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05800000</annualizedRt>
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        <name>PETROLEOS MEXICANOS</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS 7.69% 01/23/2050</title>
        <cusip>71654QDD1</cusip>
        <identifiers>
          <isin value="US71654QDD16"/>
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        <balance>4972000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4456602.48000000</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>
          <annualizedRt>0.07690000</annualizedRt>
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          <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 4.421% 05/25/2030</title>
        <cusip>3137HN6B9</cusip>
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          <isin value="US3137HN6B93"/>
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        <balance>4100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4159919.45000000</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>0.04421000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC 5.829%/VAR 05/09/2027</title>
        <cusip>06738ECF0</cusip>
        <identifiers>
          <isin value="US06738ECF07"/>
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        <balance>2670000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2685025.08000000</valUSD>
        <pctVal>0.082298151908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05829000</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>OHA CR FDG 6 LTD / OHA CR FDG 6 LLC</name>
        <lei>N/A</lei>
        <title>OHA CR FDG 6 LTD / OHA CR FDG 6 LLC AR2 TSFR3M+133 10/20/2037 144A</title>
        <cusip>67098UAY1</cusip>
        <identifiers>
          <isin value="US67098UAY10"/>
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        <balance>1921000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1923535.72000000</valUSD>
        <pctVal>0.058957898034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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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>
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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>REALTY INCOME CORP</name>
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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>INVESCO US CLO 2024-3 LTD</name>
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        <cusip>46148HAB4</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>
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        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132WMZG2</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.5% 07/01/2046#BD8012</title>
        <cusip>3140FF3W9</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3133KYUZ0</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>3140H8UE3</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>LONDON CLEARING HOUSE</name>
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        <title>LCH OIS SOFRV3.5% MAC 03/18/29</title>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>SOUTHERN COMPANY</name>
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        <name>ALLEGRO CLO LTD</name>
        <lei>N/A</lei>
        <title>ALLEGRO CLO LTD 2021-1A A1R TSFR3M+134 07/20/2038 144A</title>
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        <invCountry>KY</invCountry>
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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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2% 06/01/2050#SD8080</title>
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        <curCd>USD</curCd>
        <valUSD>2975389.25000000</valUSD>
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        <name>BABSON CLO LTD/CAYMAN ISLANDS</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>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>HCA INC</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>BOEING CO</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>SREIT TR 2021-MFP</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>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>MCDONALDS CORP</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
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        <name>BX TRUST 2025-DIME</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <issuerCat>USGSE</issuerCat>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138XLM82</cusip>
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        <curCd>USD</curCd>
        <valUSD>16508.80000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <curCd>USD</curCd>
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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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        <cusip>3132J66H2</cusip>
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        <curCd>USD</curCd>
        <valUSD>19216.09000000</valUSD>
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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>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>ENERGY TRANSFER LP</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>LONDON CLEARING HOUSE</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140F9ZA6</cusip>
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        <curCd>USD</curCd>
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        <name>HEALTHCARE REALTY HOLDINGS LP</name>
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        <cusip>42225UAG9</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</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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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>BX COMMERCIAL MORTGAGE TRUST 2019-IMC</name>
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        <identifiers>
          <isin value="US05608BAA89"/>
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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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        <curCd>USD</curCd>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 12/01/2043#AV3928</title>
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        <name>SCMS 2025-BNC1</name>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>ALLY FINANCIAL INC</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY FINL INC 8% 11/01/2031</title>
        <cusip>36186CBY8</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>
        <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 7% 01/01/2054#SD4982</title>
        <cusip>3132DSRB0</cusip>
        <identifiers>
          <isin value="US3132DSRB06"/>
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        <curCd>USD</curCd>
        <valUSD>375130.00000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US LONG BOND(CBT) FUT MAR26 USH6</title>
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        <identifiers>
          <ticker value="USH6"/>
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        <balance>46.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-42839.04000000</valUSD>
        <pctVal>-0.00131305061</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>UST NOTES</issuerName>
                <issueTitle>UST NOTES 0% 06/30/2040</issueTitle>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>DUQUESNE LIGHT HLDGS INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CARLYLE US CLO 2021-10 LTD</name>
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        <name>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST</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>MSCI INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CITIZENS FINANCIAL GRP INC</name>
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        <name>CVS HEALTH CORP</name>
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        <name>ARES CLO</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31416BMW5</cusip>
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        <name>BENCHMARK 2018-B7 MTG TR</name>
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        <name>BANK 2018-BNK13</name>
        <lei>549300664283JRAXM588</lei>
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      <invstOrSec>
        <name>AIMCO CLO 22 LTD / AIMCO CLO 22 LLC</name>
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      <invstOrSec>
        <name>PLAINS ALL AM PIPELN/PAA FIN C</name>
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        <name>BX COML MTG TR 2024-GPA3</name>
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          <couponKind>Variable</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <cusip>3140QCS56</cusip>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <identifiers>
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        <name>PAYCHEX INC</name>
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        <name>CIGNA GROUP (THE)</name>
        <lei>549300VIWYMSIGT1U456</lei>
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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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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <cusip>3128MJXR6</cusip>
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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>
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          <couponKind>Fixed</couponKind>
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        <name>REALTY INCOME CORP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <cusip>3140QL7M2</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>EMERA US FINANCE LP</name>
        <lei>N/A</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>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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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>AFFIRM MASTER TRUST</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ORACLE CORP</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORACLE CORP 4.8% 09/26/2032</title>
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        <curCd>USD</curCd>
        <valUSD>1844921.50000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>UNITED STATES TREASURY BOND</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>SYMPHONY CLO 43 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>AVOLON HOLDINGS FUNDING LTD</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
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        <cusip>05401ABD2</cusip>
        <identifiers>
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        <balance>2000000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12</name>
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        <cusip>95001RAX7</cusip>
        <identifiers>
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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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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>3620AVT51</cusip>
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        <curCd>USD</curCd>
        <valUSD>13868.62000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>INVITATION HOMES OPERATING PARTNERSHIP LP</name>
        <lei>549300147YMUQB3GW319</lei>
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        <cusip>46188BAH5</cusip>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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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 2% 05/51#SD7541</title>
        <cusip>3132DVLW3</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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          <couponKind>Fixed</couponKind>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <cusip>3128P74W0</cusip>
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        <curCd>USD</curCd>
        <valUSD>86041.75000000</valUSD>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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        <name>LOWES COS INC</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>LOWES COS INC 3.75% 04/01/2032</title>
        <cusip>548661EH6</cusip>
        <identifiers>
          <isin value="US548661EH62"/>
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        <curCd>USD</curCd>
        <valUSD>621902.69000000</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>CAPITAL ONE FINANCIAL CORP</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
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        <cusip>14040HCX1</cusip>
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        <curCd>USD</curCd>
        <valUSD>2004283.40000000</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>Variable</couponKind>
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        <name>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>BROADCOM INC 2.45% 02/15/2031</title>
        <cusip>11135FCQ2</cusip>
        <identifiers>
          <isin value="US11135FCQ28"/>
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        <balance>4340000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3969704.56000000</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>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02450000</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 5.75% 04/01/2034</title>
        <cusip>925650AF0</cusip>
        <identifiers>
          <isin value="US925650AF04"/>
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        <balance>374000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>385967.14000000</valUSD>
        <pctVal>0.011830199485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>WP CAREY INC</name>
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        <name>SABINE PASS LIQUEFACTION LLC</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>AASET 2021-1 TR</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CEDAR FUNDING LTD 2022</name>
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        <name>EXELON CORP</name>
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        <name>PLANET FITNESS MASTER ISSUER LLC 18-1A</name>
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        <name>ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC</name>
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        <invCountry>JE</invCountry>
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        <name>MORGAN STANLEY</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.0% 07/01/2043#Q19764</title>
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        <name>BANK 2019-BNK21</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 3% 08/01/2032#MA3090</title>
        <cusip>31418CNG5</cusip>
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        <issuerCat>USGSE</issuerCat>
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      </invstOrSec>
      <invstOrSec>
        <name>AIMCO CLO 17 LTD / AIMCO CLO 17 LLC</name>
        <lei>N/A</lei>
        <title>AIMCO CLO 17 LTD / AIMCO CLO 17 LLC A1R TSFR3M+135 07/20/2037 144A</title>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36186QNH1</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>
      <invstOrSec>
        <name>DELL INTERNATIONAL LLC / EMC CORP</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-02-15</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>3132M5L34</cusip>
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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% 1/28 #313946</title>
        <cusip>31374GWF0</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-01</maturityDt>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>DB MASTER FIN LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TIME WARNER CABLE LLC</name>
        <lei>549300U5NFR7S6E3GM41</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36183QUL7</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>
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        <cusip>3132JBDB6</cusip>
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        <curCd>USD</curCd>
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        <name>BENCHMARK 2018-B4 MTG TR</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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        <cusip>3138NXBG1</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/31 #550143</title>
        <cusip>36213CEQ9</cusip>
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        <curCd>USD</curCd>
        <valUSD>307.74000000</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 30YR 7% 09/01/2053#BX4447</title>
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        <curCd>USD</curCd>
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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 2.154% 10/25/2031</title>
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        <name>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST</name>
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        <title>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 4.45% 04/03/2026</title>
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        <curCd>USD</curCd>
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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>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 4.6% 03/09/2026</title>
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        <curCd>USD</curCd>
        <valUSD>673459.43000000</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>0.04600000</annualizedRt>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 3.0% 8/45#Q35375</title>
        <cusip>3132QR6M7</cusip>
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          <isin value="US3132QR6M77"/>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138Y8BB5</cusip>
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        <valUSD>7087.25000000</valUSD>
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        <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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY</name>
        <lei>R6ZXK5P01NP6HXSY1S07</lei>
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        <identifiers>
          <isin value="US575767AN80"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2070-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03729000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>AUTONATION INC DEL</name>
        <lei>N/A</lei>
        <title>AUTONATION INC DEL 4.75% 06/01/2030</title>
        <cusip>05329WAQ5</cusip>
        <identifiers>
          <isin value="US05329WAQ50"/>
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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>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>AASET 2024-1 US LTD / AASET 2024-1 INTL LTD</name>
        <lei>N/A</lei>
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        <cusip>00255JAB6</cusip>
        <identifiers>
          <isin value="US00255JAB61"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CENTENE CORP DEL</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
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          <isin value="US15135BAV36"/>
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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>ELANCO ANIMAL HEALTH INC</name>
        <lei>549300SHPNDCE059M934</lei>
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        <cusip>28414HAG8</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>427419.95000000</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>Variable</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3133KNBQ5</cusip>
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        <balance>642681.77800000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <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>
        <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>
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        <balance>19443.24700000</balance>
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        <curCd>USD</curCd>
        <valUSD>18866.14000000</valUSD>
        <pctVal>0.000578262179</pctVal>
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        <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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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132DVMB8</cusip>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 6% 05/01/2055#CC0404</title>
        <cusip>3140Y6NW6</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>FLAT 2025-30A</name>
        <lei>N/A</lei>
        <title>FLAT 2025-30A A1 TSFR3M+116 04/15/2038 144A</title>
        <cusip>33882MAA3</cusip>
        <identifiers>
          <isin value="US33882MAA36"/>
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        <balance>2121000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05064540</annualizedRt>
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        <name>NATWEST GROUP PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>NATWEST GROUP PLC 3.073%/VAR 05/22/2028</title>
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          <isin value="US780097BP50"/>
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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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          <couponKind>Variable</couponKind>
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        <name>RR 34 LTD</name>
        <lei>N/A</lei>
        <title>RR 34 LTD A1R TSFR3M+135 10/15/2039 144A</title>
        <cusip>74988WAA8</cusip>
        <identifiers>
          <isin value="US74988WAA80"/>
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        <balance>1065000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</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 4.0% 10/01/44#Q28991</title>
        <cusip>3132M9UQ5</cusip>
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          <isin value="US3132M9UQ54"/>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 3.50% 4/42 #AO1215</title>
        <cusip>3138LRK50</cusip>
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          <isin value="US3138LRK505"/>
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        <curCd>USD</curCd>
        <valUSD>39230.92000000</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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2% 09/01/2050#SD8090</title>
        <cusip>3132DV7B5</cusip>
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          <isin value="US3132DV7B53"/>
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        <balance>6275619.72300000</balance>
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        <curCd>USD</curCd>
        <valUSD>5124945.31000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</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>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>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>OAK HILL CREDIT PARTNERS</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>36186NLA5</cusip>
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        <name>BMO 2025-5C10 MORTGAGE TRUST</name>
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        <cusip>05615BAC5</cusip>
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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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        <cusip>3138A5P55</cusip>
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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>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>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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 3/41 #783262</title>
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          <isin value="US36241LTT34"/>
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        <balance>54821.16180000</balance>
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        <curCd>USD</curCd>
        <valUSD>54897.15000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>DELL INTERNATIONAL LLC / EMC CORP</name>
        <lei>N/A</lei>
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        <cusip>24703TAH9</cusip>
        <identifiers>
          <isin value="US24703TAH95"/>
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        <balance>631000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>674083.15000000</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>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MOODYS CORP</name>
        <lei>549300GCEDD8YCF5WU84</lei>
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        <cusip>615369AM7</cusip>
        <identifiers>
          <isin value="US615369AM79"/>
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        <balance>732000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>722094.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03250000</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 6% 02/01/2055#CB9989</title>
        <cusip>3140QWC34</cusip>
        <identifiers>
          <isin value="US3140QWC341"/>
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        <balance>982647.74500000</balance>
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        <curCd>USD</curCd>
        <valUSD>1024040.90000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3133D3KT1</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-01</maturityDt>
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      <invstOrSec>
        <name>GENERAL MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
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        <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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        <cusip>3132DUXZ5</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31418DVD1</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>823421.23000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 4/27 #439864</title>
        <cusip>36207RTV7</cusip>
        <identifiers>
          <isin value="US36207RTV77"/>
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        <balance>85.13040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.3% 01/30/2032</title>
        <cusip>00774MAX3</cusip>
        <identifiers>
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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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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ARM 11/36 #995606</title>
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        <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>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2% 07/01/2050#MA4077</title>
        <cusip>31418DQ70</cusip>
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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>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.5% 08/01/2046#BE0548</title>
        <cusip>3140FKTE0</cusip>
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        <curCd>USD</curCd>
        <valUSD>84350.25000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC 5.2% 05/12/2026</title>
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          <isin value="US06738EAP07"/>
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        <curCd>USD</curCd>
        <valUSD>1916234.20000000</valUSD>
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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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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.5% 03/01/2044#Q25069</title>
        <cusip>3132M5JN3</cusip>
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        <curCd>USD</curCd>
        <valUSD>55621.91000000</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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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 5.00% 8/40 #G05969</title>
        <cusip>3128M76E1</cusip>
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          <isin value="US3128M76E18"/>
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        <curCd>USD</curCd>
        <valUSD>27995.28000000</valUSD>
        <pctVal>0.000858077573</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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          <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>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 12/28 #422181</title>
        <cusip>31379K6S7</cusip>
        <identifiers>
          <isin value="US31379K6S78"/>
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        <balance>73.21960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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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>DB MASTER FIN LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</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>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CARLYLE US CLO 2025-6 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>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>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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      <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>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BAIN CAPITAL CREDIT CLO 2023-4 LTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>MPLX LP</name>
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        <name>BPR COML MTG TR 2024-PK</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC 5.088%/VAR 06/20/2030</title>
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        <issuerCat>CORP</issuerCat>
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        <name>ORACLE CORP</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORACLE CORP 4.45% 09/26/2030</title>
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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 2.5% 08/01/2041#CB1342</title>
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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>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>MSBAM 2025-5C2</name>
        <lei>N/A</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>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>OMEGA HEALTHCARE INVESTORS INC</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>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>BX COML MTG TR 2024-XL4</name>
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      <invstOrSec>
        <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>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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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>
        <title>GNII II 2% 01/20/2051#MA7135</title>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 6% 01/01/2056 #TBA</title>
        <cusip>21H060614</cusip>
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        <name>DEXT ABS 2025-2 LLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</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 II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>OHA CREDIT PARTNERS VII LTD</name>
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        <name>BROADCOM 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 COMMERCIAL MORTGAGE TRUST 2021-SOAR</name>
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        <name>FNMA GTD MTG PASS THRU CTF</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>BENEFIT STREET PARTNERS CLO 44 LTD / LLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
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      <invstOrSec>
        <name>MAGNETITE IX LTD / MAGNETITE IX LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</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>FNMA GTD MTG PASS THRU CTF</name>
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        <invCountry>US</invCountry>
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        <name>BAMLL COML MTG SECS TR 2019</name>
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        <identifiers>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PEACE PARK CLO LTD</name>
        <lei>N/A</lei>
        <title>PEACE PARK CLO LTD 2021-1A AR TSFR3M+125 10/20/2038 144A</title>
        <cusip>70470MAQ8</cusip>
        <identifiers>
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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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      <invstOrSec>
        <name>JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL</name>
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        <curCd>USD</curCd>
        <valUSD>299447.15000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</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 8.00% 3/30 #479229</title>
        <cusip>36209RLJ0</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>562.20000000</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>AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC</name>
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        <title>AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC ARR TSFR3M+150 04/16/2037 144A</title>
        <cusip>00900PAQ8</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <debtSec>
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      <invstOrSec>
        <name>CAPITAL ONE FINANCIAL CORP</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 6% 08/01/2055#RJ4643</title>
        <cusip>3142GVER8</cusip>
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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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CARRIER GLOBAL CORP</name>
        <lei>549300JE3W6CWY2NAN77</lei>
        <title>CARRIER GLOBAL CORP 5.9% 03/15/2034</title>
        <cusip>14448CBC7</cusip>
        <identifiers>
          <isin value="US14448CBC73"/>
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        <balance>262000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>281041.77000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05900000</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 20YR 2.5% 09/01/2041#FM8850</title>
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        <name>HESS CORP</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>JERSEY MIKES FUNDING LLC</name>
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        <name>SUBWAY FDG LLC 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>BENEFIT STREET PARTNERS CLO 43 LTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>JERSEY MIKES FUNDING LLC</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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      <invstOrSec>
        <name>PAYCHEX INC</name>
        <lei>529900K900DW6SUBM174</lei>
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        <balance>271000.00000000</balance>
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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>
        <title>FNMA 30YR 6% 05/01/2036#745512</title>
        <cusip>31403DGV5</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>259193.49000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UBS GROUP AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS GROUP AG 4.194%/VAR 04/01/2031 144A</title>
        <cusip>225401AP3</cusip>
        <identifiers>
          <isin value="US225401AP33"/>
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        <balance>2950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2921883.05000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 8/29 #510172</title>
        <cusip>31383QW91</cusip>
        <identifiers>
          <isin value="US31383QW912"/>
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        <balance>86.04770000</balance>
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        <curCd>USD</curCd>
        <valUSD>88.19000000</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>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.5% 11/01/2046#BE1891</title>
        <cusip>3140FMC53</cusip>
        <identifiers>
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        <balance>26451.00230000</balance>
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        <curCd>USD</curCd>
        <valUSD>24885.18000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>GSCM SWAP REC 3.675 06/03/26</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Bloomberg" value="COSLISHJ6G"/>
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        <balance>6270000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>63159.72000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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                    <units>NC</units>
                    <curCd>USD</curCd>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 2.5% 10/01/2041#CB1842</title>
        <cusip>3140QMBL7</cusip>
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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>TIME WARNER CABLE LLC</name>
        <lei>549300U5NFR7S6E3GM41</lei>
        <title>TIME WARNER CABLE LLC 6.55% 05/01/2037</title>
        <cusip>88732JAJ7</cusip>
        <identifiers>
          <isin value="US88732JAJ79"/>
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        <balance>6199000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6325824.23000000</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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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 2% 11/01/2041#CB2110</title>
        <cusip>3140QMKY9</cusip>
        <identifiers>
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        <balance>543686.98600000</balance>
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        <curCd>USD</curCd>
        <valUSD>475699.04000000</valUSD>
        <pctVal>0.014580553510</pctVal>
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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>0.02000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4% 01/01/2042#AJ6217</title>
        <cusip>3138AX4B4</cusip>
        <identifiers>
          <isin value="US3138AX4B48"/>
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        <balance>2475.82540000</balance>
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        <curCd>USD</curCd>
        <valUSD>2420.43000000</valUSD>
        <pctVal>0.000074188102</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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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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      <invstOrSec>
        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO 6.298% 05/01/2029</title>
        <cusip>097023DQ5</cusip>
        <identifiers>
          <isin value="US097023DQ55"/>
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        <balance>827000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>877817.76000000</valUSD>
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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>REYNOLDS AMERICAN INC</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>REYNOLDS AMERICAN INC 6.15% 09/15/2043</title>
        <cusip>761713AZ9</cusip>
        <identifiers>
          <isin value="US761713AZ95"/>
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        <curCd>USD</curCd>
        <valUSD>1258863.59000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LOWES COS INC</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>LOWES COS INC 4.5% 04/15/2030</title>
        <cusip>548661DU8</cusip>
        <identifiers>
          <isin value="US548661DU82"/>
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        <balance>1170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1184808.94000000</valUSD>
        <pctVal>0.036315335321</pctVal>
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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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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 8/39 #664574</title>
        <cusip>36295AJT3</cusip>
        <identifiers>
          <isin value="US36295AJT34"/>
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        <balance>893.09550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>911.12000000</valUSD>
        <pctVal>0.000027926551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</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 3% 11/1/42 #Q13634</title>
        <cusip>3132HQBB7</cusip>
        <identifiers>
          <isin value="US3132HQBB77"/>
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        <balance>65554.35600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61443.55000000</valUSD>
        <pctVal>0.001883293623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <annualizedRt>0.03000000</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>MARS INC</name>
        <lei>54930073HKEO6GZBSS03</lei>
        <title>MARS INC 4.8% 03/01/2030 144A</title>
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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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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CIGNA GROUP (THE)</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CAPITAL ONE FINANCIAL CORP</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>SANTANDER HLDGS USA 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>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>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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        <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>3140QDTY0</cusip>
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        <valUSD>308223.56000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
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        <identifiers>
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        <balance>692000.00000000</balance>
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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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>VICI PROPERTIES LP</name>
        <lei>254900X4QE7SGKQLLN38</lei>
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        <cusip>925650AB9</cusip>
        <identifiers>
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        <balance>2029000.00000000</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>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO 6.528% 05/01/2034</title>
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        <identifiers>
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        <balance>670000.00000000</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 09/01/2046#G61420</title>
        <cusip>31335BSH0</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC (THE)</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC (THE) 2.383%/VAR 07/21/2032</title>
        <cusip>38141GYJ7</cusip>
        <identifiers>
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        <balance>2893000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2591004.24000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <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 30YR 3.0% 01/01/2043#AR3682</title>
        <cusip>3138W1CU9</cusip>
        <identifiers>
          <isin value="US3138W1CU96"/>
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        <curCd>USD</curCd>
        <valUSD>10194.54000000</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>
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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% 10/40 #783143</title>
        <cusip>36241LP42</cusip>
        <identifiers>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11049.90000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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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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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>Fidelity Revere Street Trust</name>
        <lei>549300BDV45LJNXBZC55</lei>
        <title>Fidelity Cash Central Fund</title>
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        <curCd>USD</curCd>
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        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII 15YR 3% 12/20/2031#MA4102</title>
        <cusip>36179SRX7</cusip>
        <identifiers>
          <isin value="US36179SRX70"/>
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        <curCd>USD</curCd>
        <valUSD>293566.59000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 10/01/2044#AX6700</title>
        <cusip>3138Y8NS5</cusip>
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        <curCd>USD</curCd>
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        <name>CENT TRUST 2025-CITY</name>
        <lei>N/A</lei>
        <title>CENT TRUST 2025-CITY A VAR 07/10/2040 144A</title>
        <cusip>12517TAA5</cusip>
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        <curCd>USD</curCd>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 3.5% 07/15/2043#AF0101</title>
        <cusip>36181FDE8</cusip>
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          <isin value="US36181FDE88"/>
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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>HCA INC</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA INC 5.625% 09/01/2028</title>
        <cusip>404121AJ4</cusip>
        <identifiers>
          <isin value="US404121AJ49"/>
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        <balance>1311000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1351346.90000000</valUSD>
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        <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>0.05625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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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 30YR 3.5% 08/01/2046#BD4423</title>
        <cusip>3140FB4H0</cusip>
        <identifiers>
          <isin value="US3140FB4H01"/>
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        <balance>92307.08430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86842.79000000</valUSD>
        <pctVal>0.002661800508</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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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
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        <name>PK ALIFT LOAN FUNDING 7 LP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL</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>CITIGROUP 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>LONDON CLEARING HOUSE</name>
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        <name>SLAM 2025-1</name>
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        <name>COMCAST CORP</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>EXELON CORP</name>
        <lei>3SOUA6IRML7435B56G12</lei>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CIFC FDG 2019-V LTD / CIFC FDG 2019-V LLC</name>
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        <cusip>12554XAY8</cusip>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
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        <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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        <cusip>3132HMHP9</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>3133B1XC0</cusip>
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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 3.5% 02/43 #Q15869</title>
        <cusip>3132J66F6</cusip>
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        <curCd>USD</curCd>
        <valUSD>52351.31000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <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 30YR 4% 12/15/2042#AB8144</title>
        <cusip>36178VBM2</cusip>
        <identifiers>
          <isin value="US36178VBM28"/>
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        <curCd>USD</curCd>
        <valUSD>2476.32000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SIMON PROPERTY GROUP LP</name>
        <lei>MR92GTD0MJTTTTQDVG45</lei>
        <title>SIMON PROPERTY GROUP LP 2.45% 09/13/2029</title>
        <cusip>828807DF1</cusip>
        <identifiers>
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        <balance>499000.00000000</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 30YR 3.0% 01/01/2043#AB7497</title>
        <cusip>31417EKK6</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VENTAS RLTY LTD PARTNERSHIP</name>
        <lei>32SXKSJ72K64GM3HOU64</lei>
        <title>VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028</title>
        <cusip>92277GAM9</cusip>
        <identifiers>
          <isin value="US92277GAM96"/>
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        <balance>688000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>687041.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.0% 03/01/2044#Q25226</title>
        <cusip>3132M5PK2</cusip>
        <identifiers>
          <isin value="US3132M5PK28"/>
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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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        <name>LOWES COS INC</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
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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>
          <annualizedRt>0.03350000</annualizedRt>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.0% 12/01/2042#Q13899</title>
        <cusip>3132HQKL5</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <name>DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC</name>
        <lei>N/A</lei>
        <title>DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC A1R2 TSFR3M+138 07/15/2037 144A</title>
        <cusip>26246BAU8</cusip>
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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>SREIT TR 2021-MFP</name>
        <lei>N/A</lei>
        <title>SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A</title>
        <cusip>78472UAA6</cusip>
        <identifiers>
          <isin value="US78472UAA60"/>
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        <curCd>USD</curCd>
        <valUSD>2828802.06000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04595400</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>CIGNA GROUP (THE)</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA GROUP (THE) 3.05% 10/15/2027</title>
        <cusip>125523AZ3</cusip>
        <identifiers>
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        <balance>982000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>967851.94000000</valUSD>
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      </invstOrSec>
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        <name>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL</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>TIME WARNER CABLE LLC</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>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>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>SPGN 2022-TFLM MTG TR</name>
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        <name>AASET 2019-2 TR</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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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>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>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>BROADCOM INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>COREBRIDGE FINANCIAL INC</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>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>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GMF FLOORPLAN OWNER REVOLVING 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>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>
      <invstOrSec>
        <name>OMEGA HEALTHCARE INVESTORS INC</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>DCP MIDSTREAM OPERATING LP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>DUKE ENERGY CORP NEW</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>SIXTH STREET CLO XX LTD</name>
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        <cusip>83012QAN4</cusip>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CEDAR FDG XVII CLO LTD</name>
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        <cusip>15033PAQ6</cusip>
        <identifiers>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-20</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2% 11/01/2050#SD8106</title>
        <cusip>3132DWAF0</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLM ARM 5.15% 4/35 #1N0006</title>
        <cusip>3128QGAF9</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>31379C5N7</cusip>
        <identifiers>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLM 30YR 5.5% 07/01/2053#RA9373</title>
        <cusip>3133KRMW1</cusip>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36296QLD9</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138A2DW6</cusip>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 7% 01/01/2054#SD4983</title>
        <cusip>3132DSRC8</cusip>
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      <invstOrSec>
        <name>EATON VANCE CLO 2020-1 LTD</name>
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        <title>EATON VANCE CLO 2020-1 LTD ARR TSFR3M+139 10/15/2037 144A</title>
        <cusip>278300AS7</cusip>
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        <valUSD>2224780.50000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>USTN TII 2.375% 02/15/2055</title>
        <cusip>912810UH9</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>2126227.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02375000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TRANSCONTINENTAL GAS PIPE LINE CO LLC</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>BOSTON PROPERTIES LP</name>
        <lei>BVHHEFJI6SHNOKQT2572</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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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>CAPITAL ONE FINANCIAL CORP</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
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        <name>FNMA/FHLG TBA ISSUER</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.0% 06/01/2044#Q26541</title>
        <cusip>3132M65A4</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3% 12/01/2050#SD8115</title>
        <cusip>3132DWAQ6</cusip>
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        <valUSD>492670.35000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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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 K763 A2 VAR 10/25/2032</title>
        <cusip>3137HPET6</cusip>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 5/28 #428795</title>
        <cusip>31379TKG8</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>497.88000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ARES LVIII CLO LTD / ARES LVIII CLO LLC</name>
        <lei>N/A</lei>
        <title>ARES LVIII CLO LTD / ARES LVIII CLO LLC A1R2 TSFR3M+124 04/15/2038 144A</title>
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        <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>
        <title>GNMA 4.50% 8/39 #698474</title>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 4.50% 8/41 #Q02511</title>
        <cusip>3132GFYG6</cusip>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 4.50% 5/39 #G05457</title>
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        <name>BRANDYWINE OPER PARTNERSHIP LP</name>
        <lei>IXBXSCONLDQ1ZI73YU71</lei>
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        <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 7.50% 8/29 #511104</title>
        <cusip>31383RX98</cusip>
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        <curCd>USD</curCd>
        <valUSD>374.34000000</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>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC (THE)</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>
        <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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        <title>GNMA II 2.5% 08/20/2051#785575</title>
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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% 03/46#BC0287</title>
        <cusip>3140EUJ91</cusip>
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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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.5% 12/01/2047#Q53017</title>
        <cusip>3132XVK77</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 1/27 #366829</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 2% 07/01/2041#CB1069</title>
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        <name>LONDON CLEARING HOUSE</name>
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        <name>CHICAGO BOARD OF TRADE</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3% 11/01/2046#BC9026</title>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 3% 07/51#MA7473</title>
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        <name>VERIZON COMMUNICATIONS INC</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4.0% 08/20/2045#MA3035</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-20</maturityDt>
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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>
        <valUSD>17344.60000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>PETROLEOS MEXICANOS</name>
        <lei>549300CAZKPF4HKMPX17</lei>
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        <cusip>71643VAB1</cusip>
        <identifiers>
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        <balance>6634000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6614960.42000000</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>2032-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06700000</annualizedRt>
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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>31292GUK0</cusip>
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          <isin value="US31292GUK02"/>
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        <curCd>USD</curCd>
        <valUSD>23.88000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
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          <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% 12/01/2046#Q45028</title>
        <cusip>3132WJSS1</cusip>
        <identifiers>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8064.91000000</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>0.04500000</annualizedRt>
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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 5% 02/01/2056 #TBA</title>
        <cusip>21H050623</cusip>
        <identifiers>
          <isin value="US21H0506236"/>
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        <balance>11450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11409265.48000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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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>
          <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 7.50% 4/27 #353415</title>
        <cusip>36203MSC5</cusip>
        <identifiers>
          <isin value="US36203MSC54"/>
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        <balance>284.73090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287.51000000</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>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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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        <balance>30726.05110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29821.73000000</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>2041-11-15</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>
        <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>
          <isin value="US3132M3AY39"/>
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        <balance>113521.59910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110864.60000000</valUSD>
        <pctVal>0.003398088070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-01</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4% 06/47#Q48877</title>
        <cusip>3132WN2K7</cusip>
        <identifiers>
          <isin value="US3132WN2K70"/>
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        <balance>193368.35480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>187913.14000000</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>2047-06-01</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>
      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY BOND 4.25% 02/15/2054</title>
        <cusip>912810TX6</cusip>
        <identifiers>
          <isin value="US912810TX63"/>
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        <balance>67700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61205031.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</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 7.50% 11/27 #404846</title>
        <cusip>31378PWF6</cusip>
        <identifiers>
          <isin value="US31378PWF60"/>
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        <balance>191.91090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>195.32000000</valUSD>
        <pctVal>0.000005986713</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</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>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>BROADCOM INC 2.6% 02/15/2033</title>
        <cusip>11135FCR0</cusip>
        <identifiers>
          <isin value="US11135FCR01"/>
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        <balance>4340000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3821876.35000000</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>2033-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02600000</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 30YR 3.0% 11/01/2042#AQ1978</title>
        <cusip>3138MHFU2</cusip>
        <identifiers>
          <isin value="US3138MHFU29"/>
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        <balance>16344.29080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15065.22000000</valUSD>
        <pctVal>0.000461760962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <annualizedRt>0.03000000</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% 08/01/2043#Q20763</title>
        <cusip>3132JMZ44</cusip>
        <identifiers>
          <isin value="US3132JMZ444"/>
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        <balance>9914.09190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9713.97000000</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>
          <annualizedRt>0.04000000</annualizedRt>
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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 20YR 2.5% 08/01/2039#MA3761</title>
        <cusip>31418DFB3</cusip>
        <identifiers>
          <isin value="US31418DFB38"/>
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        <balance>19725.02900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17995.81000000</valUSD>
        <pctVal>0.000551585873</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</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>UNUM GROUP</name>
        <lei>549300E32YFDO6TZ8R31</lei>
        <title>UNUM GROUP 4.046% 08/15/2041 144A</title>
        <cusip>91529YAS5</cusip>
        <identifiers>
          <isin value="US91529YAS54"/>
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        <balance>101000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81697.93000000</valUSD>
        <pctVal>0.002504106462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04046000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HCA INC</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA INC 3.5% 09/01/2030</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</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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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FANNIE MAE</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>MORGAN STANLEY</name>
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        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
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        <name>CVS HEALTH CORP</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>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>WELLS FARGO and CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <issuerCat>UST</issuerCat>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 3% 03/01/2033#BH6415</title>
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      </invstOrSec>
      <invstOrSec>
        <name>SUBWAY FDG LLC ISSUER</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>BMP 2024-MF23</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US05593JAA88"/>
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        <balance>1665000.00000000</balance>
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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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          <isin value="US36211CEH16"/>
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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>DB MASTER FIN LLC</name>
        <lei>549300F17UZJL70BPB08</lei>
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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>3133KLH26</cusip>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61</name>
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        <cusip>95003QAE9</cusip>
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          <isin value="US95003QAE98"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COREBRIDGE FINANCIAL INC</name>
        <lei>549300XY1661QCIA7J65</lei>
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        <valUSD>209481.39000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 6.00% 4/32 #C01344</title>
        <cusip>31292HP57</cusip>
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        <curCd>USD</curCd>
        <valUSD>28864.21000000</valUSD>
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        <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 15YR 3% 03/01/2033#BM4614</title>
        <cusip>3140J9DU2</cusip>
        <identifiers>
          <isin value="US3140J9DU25"/>
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        <balance>51427.91610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50330.25000000</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>
          <annualizedRt>0.03000000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 6/41 #768770</title>
        <cusip>36176K2B2</cusip>
        <identifiers>
          <isin value="US36176K2B27"/>
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        <balance>3996.20240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3879.25000000</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>2041-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 10/31 #550985</title>
        <cusip>36213DCW6</cusip>
        <identifiers>
          <isin value="US36213DCW65"/>
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        <balance>1781.35920000</balance>
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        <curCd>USD</curCd>
        <valUSD>1840.70000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <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 20YR 2.5% 10/01/2039#FM1486</title>
        <cusip>3140X4UL8</cusip>
        <identifiers>
          <isin value="US3140X4UL88"/>
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        <balance>90534.79520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82562.21000000</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>0.02500000</annualizedRt>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 6.00% 9/37 #942981</title>
        <cusip>31413ECS2</cusip>
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          <isin value="US31413ECS28"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 3% 06/20/2050#MA6710</title>
        <cusip>36179VN30</cusip>
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        <curCd>USD</curCd>
        <valUSD>7302.48000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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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 3% 2/43 #Q15438</title>
        <cusip>3132J6PY4</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>0.03000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANK OF AMERICA, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>BOAM SWAP REC 3.585 04/29/26</title>
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          <other otherDesc="Bloomberg" value="COSLISHG2C"/>
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        <units>NC</units>
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        <valUSD>25263.00000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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                    <balance>N/A</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
        <lei>N/A</lei>
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        <cusip>161175BR4</cusip>
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          <isin value="US161175BR49"/>
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        <balance>850000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>859872.87000000</valUSD>
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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>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 4.125% 05/31/2032</title>
        <cusip>91282CNF4</cusip>
        <identifiers>
          <isin value="US91282CNF40"/>
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        <balance>593000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>600987.29000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY BOND 4.75% 05/15/2055</title>
        <cusip>912810UK2</cusip>
        <identifiers>
          <isin value="US912810UK24"/>
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        <balance>32366000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31804652.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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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>3132JM2S7</cusip>
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          <isin value="US3132JM2S71"/>
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        <balance>7220.57150000</balance>
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        <curCd>USD</curCd>
        <valUSD>7082.55000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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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>3129444V0</cusip>
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          <isin value="US3129444V09"/>
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        <balance>7561.13450000</balance>
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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>
          <maturityDt>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST</name>
        <lei>N/A</lei>
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        <cusip>00774MAV7</cusip>
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          <isin value="US00774MAV72"/>
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        <balance>1236000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02450000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTENE CORP DEL</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP 2.625% 08/01/2031</title>
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        <identifiers>
          <isin value="US15135BAZ40"/>
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        <balance>1403000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1206782.42000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02625000</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>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLM 30YR 6% 06/01/2053#RA9276</title>
        <cusip>3133KRJV7</cusip>
        <identifiers>
          <isin value="US3133KRJV78"/>
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        <balance>531597.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>554322.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-06-01</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>
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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 15YR 1.5% 08/01/2035#SB8066</title>
        <cusip>3132D56B3</cusip>
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          <isin value="US3132D56B36"/>
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        <balance>3941729.52600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3583263.12000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.0% 05/01/2045#Q33468</title>
        <cusip>3132QP2A1</cusip>
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          <isin value="US3132QP2A12"/>
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        <balance>10918.41930000</balance>
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        <curCd>USD</curCd>
        <valUSD>9970.30000000</valUSD>
        <pctVal>0.000305597616</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 3.50% 4/42 #AK6572</title>
        <cusip>3138EBJS5</cusip>
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          <isin value="US3138EBJS58"/>
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        <balance>179638.82090000</balance>
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        <curCd>USD</curCd>
        <valUSD>171636.25000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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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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          <isin value="US3132GJWC97"/>
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      <invstOrSec>
        <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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.0% 09/01/2043#Q21526</title>
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      <invstOrSec>
        <name>BANK OF AMERICA, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
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          <other otherDesc="Bloomberg" value="COSLISHG2D"/>
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        <invCountry>US</invCountry>
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                    <balance>N/A</balance>
                    <units>NC</units>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>EATON VANCE CLO 2019-1 LTD</name>
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        <name>OCP AEGIS CLO 2025-47 LTD</name>
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      <invstOrSec>
        <name>AT and T INC</name>
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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>FNMA GTD MTG PASS THRU CTF</name>
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        <name>COMMONWEALTH BANK AUSTRALIA</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>AVOLON HOLDINGS FUNDING LTD</name>
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        <name>AES CORP</name>
        <lei>2NUNNB7D43COUIRE5295</lei>
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        <name>COPT DEFENSE PROPERTIES LP</name>
        <lei>H0TWO5VRNEP6CQAWPX27</lei>
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        <cusip>22003BAN6</cusip>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 3.0% 01/15/2045#AK3531</title>
        <cusip>36183L4Q6</cusip>
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        <name>LIFE FINANCIAL SERVICES TRUST 2022</name>
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        <name>LIFE FINANCIAL SERVICES TRUST 2022</name>
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        <name>HESS CORP</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>HESS CORP 7.875% 10/01/2029</title>
        <cusip>023551AF1</cusip>
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          <isin value="US023551AF16"/>
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        <invCountry>US</invCountry>
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        <name>CVS HEALTH CORP</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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        <fairValLevel>2</fairValLevel>
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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>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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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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      <invstOrSec>
        <name>THUNDERBOLT AIRCRAFT LEASE LIM</name>
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          <isin value="US886065AA93"/>
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        <debtSec>
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      <invstOrSec>
        <name>EQUITABLE HOLDINGS 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>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 2/28 #190294</title>
        <cusip>31368HKF9</cusip>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>CITIGROUP GLOBAL MARKETS LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COPT DEFENSE PROPERTIES LP</name>
        <lei>H0TWO5VRNEP6CQAWPX27</lei>
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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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        <cusip>36184HLS1</cusip>
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        <name>FANNIE MAE</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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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>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ARM 5.59% 9/36 #893081</title>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 2.5% 12/20/2051#MA7767</title>
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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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      <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>SUN CMNTYS OPER LTD PRTNRSHP</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>TACO BELL FDG LLC</name>
        <lei>N/A</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CONSOLIDATED EDISON CO OF NEW YORK INC</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>NISOURCE INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>VENTAS RLTY LTD PARTNERSHIP</name>
        <lei>32SXKSJ72K64GM3HOU64</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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        <cusip>36183YKH0</cusip>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC MFD HSG COP GTD (FREDMAC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>VOLOFIN FINANCE DESIGNATED ACTIVITY CO</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DEXT ABS 2025-1 LLC</name>
        <lei>N/A</lei>
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        <name>PUGET ENERGY INC</name>
        <lei>SYBSJ96YIDMIUY7WDR33</lei>
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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>3138YDMN6</cusip>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 3/40 #727841</title>
        <cusip>3620AES68</cusip>
        <identifiers>
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        <balance>37574.22320000</balance>
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        <curCd>USD</curCd>
        <valUSD>36632.22000000</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>MOLSON COORS BEVERAGE CO</name>
        <lei>54930073LBBH6ZCBE225</lei>
        <title>MOLSON COORS BEVERAGE CO 3% 07/15/2026</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <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>3132L7FF1</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31371GDB3</cusip>
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        <issuerCat>USGSE</issuerCat>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 11/40 #749953</title>
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          <isin value="US3620C6E273"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3% 04/01/2046#Q40165</title>
        <cusip>3132WDFF6</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <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 5.00% 7/40 #A92914</title>
        <cusip>312941GX9</cusip>
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        <curCd>USD</curCd>
        <valUSD>6524.16000000</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>
          <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>ARES LXX CLO LTD / ARES LXX CLO LLC</name>
        <lei>N/A</lei>
        <title>ARES LXX CLO LTD / ARES LXX CLO LLC A1R TSFR3M+125 01/25/2039 144A</title>
        <cusip>039951AS7</cusip>
        <identifiers>
          <isin value="US039951AS70"/>
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        <balance>2088000.00000000</balance>
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        <name>GNMA GUARANTEED PASS THRU CERT</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>MORGAN STANLEY</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>VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC</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>JACKSON FINANCIAL INC</name>
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        <name>HUMANA INC</name>
        <lei>529900YLDW34GJAO4J06</lei>
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        <name>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL</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 SOFR30A+52 03/25/2029</title>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 7.50% 8/26 #G00529</title>
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        <name>PROVIDENCE PLACE GROUP LTD PARTNERSHIP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II 3% 03/20/2043#AD8812</title>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <issuerCat>USGSE</issuerCat>
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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>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>UST NOTES</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>PLAINS ALL AM PIPELN/PAA FIN C</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>NTT FINANCE CORP</name>
        <lei>3538007PR116187GD960</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>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>ARES LIX CLO LTD</name>
        <lei>N/A</lei>
        <title>ARES LIX CLO LTD A TSFR3M+129.161 04/25/2034 144A</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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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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        <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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      </invstOrSec>
      <invstOrSec>
        <name>BX COML MTG TR 2024-MDHS</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fidelity Revere Street Trust</name>
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        <fairValLevel>1</fairValLevel>
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        <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>UNITED STATES TREASURY BOND</name>
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        <issuerCat>UST</issuerCat>
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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>UNITED STATES TREASURY BOND</name>
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        <cusip>912810TR9</cusip>
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        <issuerCat>UST</issuerCat>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3% 12/01/2051#FM9777</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/32 #567624</title>
        <cusip>36213XSM7</cusip>
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        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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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 5% 12/01/2052#SD1924</title>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 4.125% 08/31/2030</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>
        <title>FNMA 15YR 2.5% 09/01/2036#MA4419</title>
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        <curCd>USD</curCd>
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        <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% 12/28 #490998</title>
        <cusip>36210FNP7</cusip>
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        <curCd>USD</curCd>
        <valUSD>112.22000000</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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        <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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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31402E4E5</cusip>
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        <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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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <cusip>3140Y66Z8</cusip>
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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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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VOYA CLO 2024-1 LTD</name>
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        <cusip>92920DAA3</cusip>
        <identifiers>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>BX TRUST 2022-IND</name>
        <lei>N/A</lei>
        <title>BX TRUST 2022-IND TSFR1M+219.7 04/15/2024 144A</title>
        <cusip>05609WAJ2</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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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIEMAE 30YR 2.5% 06/01/2052#FA0543</title>
        <cusip>3140W0S97</cusip>
        <identifiers>
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        <balance>774554.11000000</balance>
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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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      <invstOrSec>
        <name>CENTENE CORP DEL</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP 4.625% 12/15/2029</title>
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        <identifiers>
          <isin value="US15135BAT89"/>
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        <curCd>USD</curCd>
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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>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 3% 08/20/2051#MA7535</title>
        <cusip>36179WLQ9</cusip>
        <identifiers>
          <isin value="US36179WLQ95"/>
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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 HOME LOAN MORTGAGE COR PORATION</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLM ARM 3.464% 5/1/41#1B8304</title>
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        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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        <name>MSCI INC</name>
        <lei>549300HTIN2PD78UB763</lei>
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          <isin value="US55354GAS93"/>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 3.0% 03/15/2045#AL5244</title>
        <cusip>36184BZH3</cusip>
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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% 8/39 #710776</title>
        <cusip>36297FT93</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>ONEOK INC</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>ONEOK INC 4.4% 10/15/2029</title>
        <cusip>682680CC5</cusip>
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          <isin value="US682680CC55"/>
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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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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/28 #471698</title>
        <cusip>36209G7K7</cusip>
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        <curCd>USD</curCd>
        <valUSD>739.73000000</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>0.07000000</annualizedRt>
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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 20YR 2% 10/01/2041#FM9396</title>
        <cusip>3140XDNN2</cusip>
        <identifiers>
          <isin value="US3140XDNN25"/>
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        <balance>1455911.71100000</balance>
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        <name>UST NOTES</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>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>SUBWAY FDG LLC ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CAPITAL ONE FINANCIAL CORP</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>FNMA GTD MTG PASS THRU CTF</name>
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        <name>SIXTH STREET SPECIALTY LENDING INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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      <invstOrSec>
        <name>OCWEN LOAN INVESTMENT TRUST</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>AIMCO CLO 11 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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        <name>GREEN LAKES PARK CLO LLC</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>COLUMBIA PIPELINES HOLDING CO LLC</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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        <lei>549300XY1661QCIA7J65</lei>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TUH6"/>
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        <balance>212.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7518.50000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>UST NOTES</issuerName>
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            <expDate>2026-03-31</expDate>
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            <unrealizedAppr>7518.50000000</unrealizedAppr>
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        </derivativeInfo>
        <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>31418DT93</cusip>
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        <balance>90107.52400000</balance>
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        <curCd>USD</curCd>
        <valUSD>76789.48000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-11-01</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140QSVD0</cusip>
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          <isin value="US3140QSVD03"/>
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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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      </invstOrSec>
      <invstOrSec>
        <name>COREBRIDGE FINANCIAL INC</name>
        <lei>549300XY1661QCIA7J65</lei>
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        <assetCat>DBT</assetCat>
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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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        <cusip>3140QQ2F1</cusip>
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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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        <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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      <invstOrSec>
        <name>CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC</name>
        <lei>N/A</lei>
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        <cusip>15033TBA2</cusip>
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        <invCountry>KY</invCountry>
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      <invstOrSec>
        <name>MADISON PARK FUNDING 2015</name>
        <lei>N/A</lei>
        <title>MADISON PARK FUNDING 2015 AR3 TSFR3M+160 01/22/2037 144A</title>
        <cusip>55819QBJ5</cusip>
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        <invCountry>KY</invCountry>
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        <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>
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        <cusip>3132J6NS9</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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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>3132J6MW1</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ARM 06/01/2042#AO2244</title>
        <cusip>3138LSP61</cusip>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 15YR 1.5% 11/01/2035#SB8073</title>
        <cusip>3132D56J6</cusip>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 6% 11/01/2054#CB9501</title>
        <cusip>3140QVRX4</cusip>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.0% 04/01/2043#Q17518</title>
        <cusip>3132J8YQ7</cusip>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 12/27 #251335</title>
        <cusip>31371GEG1</cusip>
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        <valUSD>51.99000000</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 5% 02/01/2035#AB0067</title>
        <cusip>31416VCD4</cusip>
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        <curCd>USD</curCd>
        <valUSD>11763.01000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-01</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      </invstOrSec>
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        <name>CITIZENS FINANCIAL GRP INC</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>SOUTHERN COMPANY</name>
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      <invstOrSec>
        <name>BAIN CAP CR CLO 2023-2 LTD / BAIN CAP CR CLO 2023-2 LLC</name>
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      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ARM 5.30% 12/35 #850837</title>
        <cusip>31408GHN0</cusip>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2% 03/01/2052#SD8199</title>
        <cusip>3132DWDC4</cusip>
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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+70 09/25/2052</title>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 3% 12/34#FM0045</title>
        <cusip>3140X3BP2</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% 2/41 #004945</title>
        <cusip>36202FP67</cusip>
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        <name>OCP CLO 2018-15 LTD</name>
        <lei>N/A</lei>
        <title>OCP CLO 2018-15 LTD AR TSFR3M+125 01/20/2038 144A</title>
        <cusip>67112KAG4</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4.0% 11/15/2040#749947</title>
        <cusip>3620C6EU5</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% 03/01/2052#FS9368</title>
        <cusip>3140XRMS1</cusip>
        <identifiers>
          <isin value="US3140XRMS17"/>
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        <curCd>USD</curCd>
        <valUSD>324229.39000000</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>0.02000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS 6.5% 01/23/2029</title>
        <cusip>71654QCP5</cusip>
        <identifiers>
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        <balance>1705000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1734837.50000000</valUSD>
        <pctVal>0.053174147673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-23</maturityDt>
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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>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140QVLS1</cusip>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <cusip>3137HNN46</cusip>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36179SB97</cusip>
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      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31417FPP7</cusip>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 20YR 2% 07/01/2041#</title>
        <cusip>3133KYVK2</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 04/01/2044#AW1064</title>
        <cusip>3138XQFE6</cusip>
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        <invCountry>US</invCountry>
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        <name>INTESA SANPAOLO SPA</name>
        <lei>2W8N8UU78PMDQKZENC08</lei>
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        <cusip>46115HAW7</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2.5% 11/01/2051#SD7548</title>
        <cusip>3132DVL52</cusip>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <name>OCP CLO 2025-44</name>
        <lei>N/A</lei>
        <title>OCP CLO 2025-44 LTD A TSFR3M+130 10/24/2038 144A</title>
        <cusip>67570UAA0</cusip>
        <identifiers>
          <isin value="US67570UAA07"/>
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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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 7% 12/01/2053#QH7568</title>
        <cusip>3133CLMR4</cusip>
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        <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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        <curCd>USD</curCd>
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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>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>BROADCOM INC 1.95% 02/15/2028</title>
        <cusip>11135FCP4</cusip>
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        <curCd>USD</curCd>
        <valUSD>489495.89000000</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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          <isLoanByFund>N</isLoanByFund>
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        <name>HEALTHCARE REALTY HOLDINGS LP</name>
        <lei>549300IYGAS4GE6VDL07</lei>
        <title>HEALTHCARE REALTY HOLDINGS LP 3.5% 08/01/2026</title>
        <cusip>42225UAD6</cusip>
        <identifiers>
          <isin value="US42225UAD63"/>
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        <balance>419000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>416739.44000000</valUSD>
        <pctVal>0.012773394928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>CAPITAL ONE FINANCIAL CORP</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FIN CORP 3.65% 05/11/2027</title>
        <cusip>14040HCE3</cusip>
        <identifiers>
          <isin value="US14040HCE36"/>
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        <balance>4134000.00000000</balance>
        <units>PA</units>
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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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      <invstOrSec>
        <name>MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC</name>
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        <name>VERIZON COMMUNICATIONS INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140X4KG0</cusip>
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        <name>COREBRIDGE GLOBAL FUNDING</name>
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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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      <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>BX COML MTG TR 2024-XL4</name>
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        <name>WALT DISNEY CO/THE</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>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <title>FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 02/25/2055</title>
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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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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <curCd>USD</curCd>
        <valUSD>5479859.70000000</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>FNMA GTD MTG PASS THRU CTF</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>STORE CAPITAL LLC</name>
        <lei>254900Z9PIEFQ6AYXK50</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>PUGET ENERGY INC</name>
        <lei>SYBSJ96YIDMIUY7WDR33</lei>
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      <invstOrSec>
        <name>WELLS FARGO and CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>EXELON CORP</name>
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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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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 7% 01/01/2054#SD4777</title>
        <cusip>3132DSJW3</cusip>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>0.07000000</annualizedRt>
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      <invstOrSec>
        <name>NAKILAT INC</name>
        <lei>2549006RMTDJWLLWF072</lei>
        <title>NAKILAT INC 6.067% 12/31/2033 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>MH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CLOVER CLO 2019-1 LTD.</name>
        <lei>N/A</lei>
        <title>CLOVER CLO 2019-1 LTD 19-1A ARR TSFR3M+100 04/18/2035 144A</title>
        <cusip>102875AA9</cusip>
        <identifiers>
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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>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 09/25/2053</title>
        <cusip>3136BQY60</cusip>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Variable</couponKind>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4.5% 01/01/2056 #TBA</title>
        <cusip>21H042612</cusip>
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        <curCd>USD</curCd>
        <valUSD>1948193.80000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.0% 02/01/2043#AB7767</title>
        <cusip>31417ETZ4</cusip>
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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>
        <title>FHLG 30YR 3.5% 03/01/2045#Q32008</title>
        <cusip>3132QNGS2</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4% 09/46#BC2843</title>
        <cusip>3140EXER0</cusip>
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        <curCd>USD</curCd>
        <valUSD>221242.79000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO 6.858% 05/01/2054</title>
        <cusip>097023DT9</cusip>
        <identifiers>
          <isin value="US097023DT94"/>
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        <curCd>USD</curCd>
        <valUSD>1133246.86000000</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>
          <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 4.50% 8/41 #AI7910</title>
        <cusip>3138AMYG4</cusip>
        <identifiers>
          <isin value="US3138AMYG47"/>
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        <balance>13101.06860000</balance>
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        <curCd>USD</curCd>
        <valUSD>13112.14000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138EKFA8</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>BENCHMARK 2025-V18 MORTGAGE TRUST</name>
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        <title>BENCHMARK 2025-V18 MORTGAGE TRUST V18 XB CSTR VAR 06/15/2030 144A</title>
        <cusip>08164EAH7</cusip>
        <identifiers>
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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>
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      <invstOrSec>
        <name>CLECO CORPORATE HLDGS LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC (THE)</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140QMGY4</cusip>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <invCountry>US</invCountry>
        <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 4.0% 01/46#MA3377</title>
        <cusip>36179RXE4</cusip>
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      <invstOrSec>
        <name>SAUDI ARABIA KINGDOM OF</name>
        <lei>635400FMICXSM3SI3H65</lei>
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        <identifiers>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST 2021-VINO</name>
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        <title>BX COMMERCIAL MORTGAGE TRUST 22-LP2 TSFR1M+196.27 02/15/2039 144A</title>
        <cusip>05610HAG8</cusip>
        <identifiers>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 2% 12/20/2050#MA7051</title>
        <cusip>36179VZQ6</cusip>
        <identifiers>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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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% 6/32 #534007</title>
        <cusip>36212HGQ7</cusip>
        <identifiers>
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        <name>OPORTUN ISSUANCE TRUST 2025-D</name>
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        <title>OPORTUN ISSUANCE TRUST 2025-D 4.53% 02/08/2033 144A</title>
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        <identifiers>
          <isin value="US68379HAA05"/>
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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 30YR 7% 01/01/2054#FS6965</title>
        <cusip>3140XNW34</cusip>
        <identifiers>
          <isin value="US3140XNW344"/>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
        <lei>N/A</lei>
        <title>UMBS 30YR 2.5% 01/01/2056 #TBA</title>
        <cusip>01F022618</cusip>
        <identifiers>
          <isin value="US01F0226187"/>
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        <curCd>USD</curCd>
        <valUSD>-5155214.92000000</valUSD>
        <pctVal>-0.15801143302</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>0.02500000</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>
      <invstOrSec>
        <name>VENTAS RLTY LTD PARTNERSHIP</name>
        <lei>32SXKSJ72K64GM3HOU64</lei>
        <title>VENTAS RLTY LTD PARTNERSHIP 4.375% 02/01/2045</title>
        <cusip>92277GAF4</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>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GREATAMERICA LEASING RECEIV- ABLES FDG LLC</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>INVESCO US CLO 2024-1 LTD</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>MARSH and MCLENNAN COS INC</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST 2021-VINO</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>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>OPORTUN ISSUANCE TRUST 2025-C</name>
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        <name>MAGNETITE XXVIII LTD</name>
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        <name>SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC</name>
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        <name>GENERAL MILLS INC</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <title>GNII II 4% 12/20/2045#MA3311</title>
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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>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>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 10/41 #748242</title>
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          <isin value="US3620C4HT09"/>
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        <curCd>USD</curCd>
        <valUSD>5045.23000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <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>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2.5% 10/01/2050#CA7229</title>
        <cusip>3140QFA74</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>91282CNJ6</cusip>
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          <isin value="US91282CNJ61"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-30</maturityDt>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 3.50% 4/42 #G06993</title>
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          <isin value="US3128M9C672"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <title>FHLG 30YR 4% 04/01/2046#V82292</title>
        <cusip>3132L7RM3</cusip>
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        <curCd>USD</curCd>
        <valUSD>56082.81000000</valUSD>
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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% 04/01/2048#Q55500</title>
        <cusip>3132XYDE4</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.5% 01/01/2047#BE6903</title>
        <cusip>3140FSU50</cusip>
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        <curCd>USD</curCd>
        <valUSD>59338.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II 3.5% 07/20/2052#MA8149</title>
        <cusip>36179XBS4</cusip>
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          <isin value="US36179XBS45"/>
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        <curCd>USD</curCd>
        <valUSD>1692618.37000000</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>0.03500000</annualizedRt>
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      <invstOrSec>
        <name>BARINGS CLO LTD 2023-IV</name>
        <lei>N/A</lei>
        <title>BARINGS CLO LTD 2023-IV A TSFR3M+175 01/20/2037 144A</title>
        <cusip>06763MAA3</cusip>
        <identifiers>
          <isin value="US06763MAA36"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4% 04/20/2047#MA4383</title>
        <cusip>36179S2Q9</cusip>
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          <isin value="US36179S2Q92"/>
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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% 04/01/2046#AS7009</title>
        <cusip>3138WGYF5</cusip>
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      <invstOrSec>
        <name>DRYDEN 98 CLO LTD</name>
        <lei>N/A</lei>
        <title>DRYDEN 98 CLO LTD A TSFR3M+130 04/20/2035 144A</title>
        <cusip>26248AAA2</cusip>
        <identifiers>
          <isin value="US26248AAA25"/>
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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 7.00% 10/28 #323327</title>
        <cusip>31374TD89</cusip>
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          <isin value="US31374TD899"/>
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        <curCd>USD</curCd>
        <valUSD>134.68000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
        <lei>N/A</lei>
        <title>UMBS 30YR 5.5% 01/01/2056 #TBA</title>
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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>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ARM 5.31% 2/36 #822116</title>
        <cusip>31406WK52</cusip>
        <identifiers>
          <isin value="US31406WK526"/>
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        <balance>5277.16850000</balance>
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        <curCd>USD</curCd>
        <valUSD>5448.81000000</valUSD>
        <pctVal>0.000167010355</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06788000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DELL INTERNATIONAL LLC / EMC CORP</name>
        <lei>N/A</lei>
        <title>DELL INTL/EMC CORP 4.5% 02/15/2031</title>
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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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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>CENOVUS ENERGY INC</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>UBS GROUP AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 11/28 #457257</title>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.50% 4/39 #AB0042</title>
        <cusip>31416VBL7</cusip>
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        <curCd>USD</curCd>
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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 15YR 3% 10/20/2031#MA3979</title>
        <cusip>36179SM46</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>OBX 2025-NQM19 TR</name>
        <lei>N/A</lei>
        <title>OBX 2025-NQM19 TR VAR 10/25/2065 144A</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>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>ALABAMA POWER and LIGHT</name>
        <lei>0RL818ELFOHP5JHOFU19</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II 3% 03/20/2043#AA6146</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.50% 8/33 #726923</title>
        <cusip>31402ESL3</cusip>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II 3.5% 01/20/2050#BR8993</title>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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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>LIFE 2021-BMR 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>MAGNE 2023-36A</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>LAKESIDE PK CLO LTD / LAKESIDE PK CLO LLC</name>
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        <name>AVOLON HOLDINGS FUNDING 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>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 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>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>AVOLON HOLDINGS FUNDING LTD</name>
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        <name>PAYCHEX INC</name>
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        <name>TIME WARNER CABLE LLC</name>
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        <name>TCO COML MTG TR 2024-DPM</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CIFC FUNDING 2025-VI 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 II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>SBA TOWER 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>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BX TR 2025-TAIL</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>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>OMEGA HEALTHCARE INVESTORS INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FLATIRON CLO LT</name>
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        <name>MORGAN STANLEY</name>
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        <name>ELP 2025-ELP</name>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</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>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36213UGM6</cusip>
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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>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CENTENE CORP DEL</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
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        <curCd>USD</curCd>
        <valUSD>1751626.00000000</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>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 12/41 #709061</title>
        <cusip>36297DWW3</cusip>
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          <isin value="US36297DWW37"/>
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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>AT and T INC</name>
        <lei>549300Z40J86GGSTL398</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/28 #458374</title>
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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>
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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 20YR 2% 11/01/2040#</title>
        <cusip>31418DUA8</cusip>
        <identifiers>
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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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4% 09/01/2047#Q50433</title>
        <cusip>3132XSPT1</cusip>
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        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
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        <name>DELL INTERNATIONAL LLC / EMC CORP</name>
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        <issuerCat>CORP</issuerCat>
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        <name>WELLS FARGO and CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
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        <issuerCat>CORP</issuerCat>
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        <name>VLS COMMERCIAL MORTGAGE TRUST 2020</name>
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        <issuerCat>CORP</issuerCat>
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        <name>VICI PROPERTIES LP</name>
        <lei>254900X4QE7SGKQLLN38</lei>
        <title>VICI PROPERTIES LP 4.95% 02/15/2030</title>
        <cusip>925650AC7</cusip>
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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>MERCHANTS FLEET FUNDING LLC</name>
        <lei>N/A</lei>
        <title>MERCHANTS FLEET FUNDING LLC 4.66% 01/20/2039 144A</title>
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        <curCd>USD</curCd>
        <valUSD>903044.97000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</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>
        <title>GNMA 30YR 3% 07/45#AK8997</title>
        <cusip>36183S7J4</cusip>
        <identifiers>
          <isin value="US36183S7J49"/>
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        <balance>948.52050000</balance>
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        <curCd>USD</curCd>
        <valUSD>857.59000000</valUSD>
        <pctVal>0.000026285814</pctVal>
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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>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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      </invstOrSec>
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        <name>GNMA GUARANTEED PASS THRU CERT</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>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>HESS CORP</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>BENCHMARK 2018-B8 MTG TR</name>
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        <name>UST NOTES</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>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>DELL INTERNATIONAL LLC / EMC CORP</name>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1521349.02000000</valUSD>
        <pctVal>0.046630556148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04150000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 5.00% 1/40 #A90893</title>
        <cusip>3129387E7</cusip>
        <identifiers>
          <isin value="US3129387E74"/>
        </identifiers>
        <balance>28975.30630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29583.38000000</valUSD>
        <pctVal>0.000906754100</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <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 3.5% 04/01/2043#Q17578</title>
        <cusip>3132J82L3</cusip>
        <identifiers>
          <isin value="US3132J82L36"/>
        </identifiers>
        <balance>42423.41160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40559.36000000</valUSD>
        <pctVal>0.001243176607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>METLIFE INC</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>METLIFE INC 5.3% 12/15/2034</title>
        <cusip>59156RCN6</cusip>
        <identifiers>
          <isin value="US59156RCN61"/>
        </identifiers>
        <balance>4063000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4225317.91000000</valUSD>
        <pctVal>0.129509350884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="As of March 2025, monthly returns presented in Item B.5.a. have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2026-01-30</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>
