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        <name>INTEGRA LIFESCIENCES HLD</name>
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        <name>ENBRIDGE INC</name>
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        <name>Sound Point CLO LTD</name>
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        <title>Sound Point Clo XXI Ltd</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3133KPY36</cusip>
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        <balance>261068.20000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>US TREASURY N/B</name>
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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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          <couponKind>Fixed</couponKind>
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        <name>ALLY FINANCIAL INC</name>
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        <name>Freddie Mac</name>
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        <name>Northrop Grumman Corp</name>
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        <name>1375209 BC LTD</name>
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        <name>iShares MSCI EAFE ETF</name>
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        <title>iShares MSCI EAFE ETF</title>
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        <name>Rithm Capital Corp</name>
        <lei>549300WNTHGEO5LP2G31</lei>
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        <name>BUNGE LTD FINANCE CORP</name>
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        <title>Bunge Ltd Finance Corp</title>
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        <name>BANCO LATINOAMERICANO SA</name>
        <lei>549300CN3134K4LC0651</lei>
        <title>Banco Latinoamericano de Comercio Exterior SA</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PERUSAHAAN PENERBIT SBSN</name>
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          <isin value="US71567RAV87"/>
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        <invCountry>ID</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-06-06</maturityDt>
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          <annualizedRt>4.70000000</annualizedRt>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Agree Realty Corp</name>
        <lei>N/A</lei>
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          <isin value="US0084921008"/>
          <ticker value="ADC"/>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Digital Realty Trust Inc</name>
        <lei>549300HKCZ31D08NEI41</lei>
        <title>Digital Realty Trust Inc</title>
        <cusip>253868103</cusip>
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          <isin value="US2538681030"/>
          <ticker value="DLR"/>
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        <balance>2467.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CCO HLDGS LLC/CAP CORP</name>
        <lei>N/A</lei>
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        <cusip>1248EPCB7</cusip>
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          <isin value="US1248EPCB75"/>
          <other otherDesc="SEDOL" value="BK8KJX7"/>
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        <balance>380000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CNTL AMR BOTTLING CORP</name>
        <lei>N/A</lei>
        <title>Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL</title>
        <cusip>15239XAA6</cusip>
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          <isin value="US15239XAA63"/>
          <other otherDesc="SEDOL" value="BPVBYK4"/>
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        <balance>200000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3132DNCD3</cusip>
        <identifiers>
          <isin value="US3132DNCD30"/>
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        <balance>27749.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>25533.70000000</valUSD>
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        <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>3.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ARAB REPUBLIC OF EGYPT</name>
        <lei>529900GFIVH4086NMH82</lei>
        <title>Egypt Government International Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2241075014"/>
          <other otherDesc="SEDOL" value="BMCFZF6"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>178981.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>EG</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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      <invstOrSec>
        <name>TELEDYNE TECHNOLOGIES IN</name>
        <lei>549300VSMO9KYQWDND94</lei>
        <title>Teledyne Technologies Inc</title>
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          <isin value="US879360AE54"/>
          <other otherDesc="SEDOL" value="BKY5HF4"/>
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        <balance>430000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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        <name>Micron Technology Inc</name>
        <lei>B3DXGBC8GAIYWI2Z0172</lei>
        <title>Micron Technology Inc</title>
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          <ticker value="MU"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>UNITED AIRLINES INC</name>
        <lei>K1OQBWM7XEOO08LDNP29</lei>
        <title>United Airlines Inc</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-04-15</maturityDt>
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        <name>BENCHMARK Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Benchmark 2020-B17 Mortgage Trust</title>
        <cusip>08162MAX6</cusip>
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          <isin value="US08162MAX65"/>
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        <balance>350000.00000000</balance>
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        <valUSD>290243.59000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2053-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Exxon Mobil Corp</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>Exxon Mobil Corp</title>
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          <ticker value="XOM"/>
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        <name>MURPHY OIL USA INC</name>
        <lei>N32S6DTR2ZZ5222WHV58</lei>
        <title>Murphy Oil USA Inc</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Kinder Morgan Inc</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>Kinder Morgan Inc</title>
        <cusip>49456B101</cusip>
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          <isin value="US49456B1017"/>
          <ticker value="KMI"/>
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        <assetCat>EC</assetCat>
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        <name>ANGLOGOLD HOLDINGS PLC</name>
        <lei>213800745ZIXC4L6A131</lei>
        <title>AngloGold Ashanti Holdings PLC</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
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          <other otherDesc="SEDOL" value="BM96PW9"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <name>PTTEP TREASURY CENTER CO</name>
        <lei>2549006WFOUPZX6TZG08</lei>
        <title>PTTEP Treasury Center Co Ltd</title>
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        <balance>185000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-06-10</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>RUTAS 2 AND 7 FINANCE</name>
        <lei>N/A</lei>
        <title>Rutas 2 and 7 Finance Ltd</title>
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          <isin value="US78319MAA18"/>
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        <balance>186666.66000000</balance>
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        <curCd>USD</curCd>
        <valUSD>116036.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-30</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T INC</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T Inc</title>
        <cusip>00206RHJ4</cusip>
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          <isin value="US00206RHJ41"/>
          <other otherDesc="SEDOL" value="BJN39B2"/>
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        <balance>280000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>268937.73000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.35000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ameriprise Financial Inc</name>
        <lei>6ZLKQF7QB6JAEKQS5388</lei>
        <title>Ameriprise Financial Inc</title>
        <cusip>03076C106</cusip>
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          <isin value="US03076C1062"/>
          <ticker value="AMP"/>
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        <balance>4349.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1443650.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Omega Healthcare Investors Inc</name>
        <lei>549300OJ7ENK42CZ8E73</lei>
        <title>Omega Healthcare Investors Inc</title>
        <cusip>681936100</cusip>
        <identifiers>
          <isin value="US6819361006"/>
          <ticker value="OHI"/>
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        <balance>419.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12687.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>HILCORP ENERGY I/HILCORP</name>
        <lei>N/A</lei>
        <title>Hilcorp Energy I LP / Hilcorp Finance Co</title>
        <cusip>431318AV6</cusip>
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          <isin value="US431318AV64"/>
          <other otherDesc="SEDOL" value="BL6JRX9"/>
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        <balance>20000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18451.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>Vector Group Ltd</name>
        <lei>549300TUIF4WWN6NDN50</lei>
        <title>Vector Group Ltd</title>
        <cusip>92240M108</cusip>
        <identifiers>
          <isin value="US92240M1080"/>
          <ticker value="VGR"/>
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        <balance>14610.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>162171.00000000</valUSD>
        <pctVal>0.044144819008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Best Buy Co Inc</name>
        <lei>HL5XPTVRV0O8TUN5LL90</lei>
        <title>Best Buy Co Inc</title>
        <cusip>086516101</cusip>
        <identifiers>
          <isin value="US0865161014"/>
          <ticker value="BBY"/>
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        <balance>14362.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1225078.60000000</valUSD>
        <pctVal>0.333480542562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WHITE CAP PARENT LLC</name>
        <lei>N/A</lei>
        <title>White Cap Parent LLC</title>
        <cusip>96351CAA4</cusip>
        <identifiers>
          <isin value="US96351CAA45"/>
          <other otherDesc="SEDOL" value="BMGS0S9"/>
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        <balance>2000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1705.57000000</valUSD>
        <pctVal>0.000464275850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Vistra Corp</name>
        <lei>549300KP43CPCUJOOG15</lei>
        <title>Vistra Corp</title>
        <cusip>92840M102</cusip>
        <identifiers>
          <isin value="US92840M1027"/>
          <ticker value="VST"/>
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        <balance>46299.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1126454.67000000</valUSD>
        <pctVal>0.306633969872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NUSTAR LOGISTICS LP</name>
        <lei>N62BF2PKP51FIIOIUN20</lei>
        <title>NuStar Logistics LP</title>
        <cusip>67059TAF2</cusip>
        <identifiers>
          <isin value="US67059TAF21"/>
          <other otherDesc="SEDOL" value="BK6J2V5"/>
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        <balance>78000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75723.18000000</valUSD>
        <pctVal>0.020612724074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Jackson Financial Inc</name>
        <lei>213800WXW2KG1N4CO374</lei>
        <title>Jackson Financial Inc</title>
        <cusip>46817M107</cusip>
        <identifiers>
          <isin value="US46817M1071"/>
          <ticker value="JXN"/>
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        <balance>24118.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>900807.30000000</valUSD>
        <pctVal>0.245210149902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>eBay Inc</name>
        <lei>OML71K8X303XQONU6T67</lei>
        <title>eBay Inc</title>
        <cusip>278642103</cusip>
        <identifiers>
          <isin value="US2786421030"/>
          <ticker value="EBAY"/>
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        <balance>11586.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>526467.84000000</valUSD>
        <pctVal>0.143310625885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Washington Prime Group Inc</name>
        <lei>N/A</lei>
        <title>Washington Prime Group Inc</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="93964X106"/>
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        <balance>962.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co</title>
        <cusip>46647PBE5</cusip>
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          <isin value="US46647PBE51"/>
          <other otherDesc="SEDOL" value="BK5W969"/>
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        <balance>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17008.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.73900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TIME WARNER CABLE LLC</name>
        <lei>549300U5NFR7S6E3GM41</lei>
        <title>Time Warner Cable LLC</title>
        <cusip>88732JAN8</cusip>
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          <isin value="US88732JAN81"/>
          <other otherDesc="SEDOL" value="B3B14R7"/>
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        <balance>60000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61441.00000000</valUSD>
        <pctVal>0.016724949742</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SEALED AIR CORP</name>
        <lei>Q0M0CZB4YN6JZ65WXI09</lei>
        <title>Sealed Air Corp</title>
        <cusip>81211KBA7</cusip>
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          <isin value="US81211KBA79"/>
          <other otherDesc="SEDOL" value="BPX3RJ8"/>
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        <balance>130000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>121031.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Walt Disney Co/The</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>Walt Disney Co/The</title>
        <cusip>254687106</cusip>
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          <isin value="US2546871060"/>
          <ticker value="DIS"/>
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        <balance>15866.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1552805.42000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Park Hotels &amp; Resorts Inc</name>
        <lei>5493005UZ5TQN0H6HS73</lei>
        <title>Park Hotels &amp; Resorts Inc</title>
        <cusip>700517105</cusip>
        <identifiers>
          <isin value="US7005171050"/>
          <ticker value="PK"/>
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        <balance>7035.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>90259.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Host Hotels &amp; Resorts Inc</name>
        <lei>N6EL63S0K3PB1YFTDI24</lei>
        <title>Host Hotels &amp; Resorts Inc</title>
        <cusip>44107P104</cusip>
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          <isin value="US44107P1049"/>
          <ticker value="HST"/>
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        <balance>11615.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>219988.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DUKE ENERGY CORP</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>Duke Energy Corp</title>
        <cusip>26441CBG9</cusip>
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          <isin value="US26441CBG96"/>
          <other otherDesc="SEDOL" value="BK7CRC9"/>
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        <balance>240000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>216600.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>N/A</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>TELEDYNE TECHNOLOGIES IN</name>
        <lei>549300VSMO9KYQWDND94</lei>
        <title>Teledyne Technologies Inc</title>
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        <curCd>USD</curCd>
        <valUSD>99182.27000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-01</maturityDt>
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          <annualizedRt>0.95000000</annualizedRt>
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      <invstOrSec>
        <name>Terreno Realty Corp</name>
        <lei>N/A</lei>
        <title>Terreno Realty Corp</title>
        <cusip>88146M101</cusip>
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          <isin value="US88146M1018"/>
          <ticker value="TRNO"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Prologis Inc</name>
        <lei>529900DFH19P073LZ636</lei>
        <title>Prologis Inc</title>
        <cusip>74340W103</cusip>
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          <isin value="US74340W1036"/>
          <ticker value="PLD"/>
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        <balance>13571.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BIOGEN INC</name>
        <lei>W8J5WZB5IY3K0NDQT671</lei>
        <title>Biogen Inc</title>
        <cusip>09062XAG8</cusip>
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          <isin value="US09062XAG88"/>
          <other otherDesc="SEDOL" value="BMDWRC7"/>
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        <balance>275000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>189392.47000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.15000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Brixmor Property Group Inc</name>
        <lei>5299007UXW6Y0W2EGZ95</lei>
        <title>Brixmor Property Group Inc</title>
        <cusip>11120U105</cusip>
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          <isin value="US11120U1051"/>
          <ticker value="BRX"/>
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        <balance>12074.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>279875.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GS Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>GS Mortgage Securities Trust 2019-GC42</title>
        <cusip>36257UAL1</cusip>
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          <isin value="US36257UAL17"/>
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        <balance>350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>304382.44000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00050000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FORD MOTOR CREDIT CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>Ford Motor Credit Co LLC</title>
        <cusip>345397B28</cusip>
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          <isin value="US345397B280"/>
          <other otherDesc="SEDOL" value="BMWS436"/>
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        <balance>240000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>221700.00000000</valUSD>
        <pctVal>0.060349300270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Healthpeak Properties Inc</name>
        <lei>PZ9HF5U52KPF0MH0QN75</lei>
        <title>Healthpeak Properties Inc</title>
        <cusip>42250P103</cusip>
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          <isin value="US42250P1030"/>
          <ticker value="PEAK"/>
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        <balance>2383.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>62577.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Regency Centers Corp</name>
        <lei>529900053A7X7FJ97S58</lei>
        <title>Regency Centers Corp</title>
        <cusip>758849103</cusip>
        <identifiers>
          <isin value="US7588491032"/>
          <ticker value="REG"/>
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        <balance>3512.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>233302.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ConocoPhillips</name>
        <lei>WPTL2Z3FIYTHSP5V2253</lei>
        <title>ConocoPhillips</title>
        <cusip>20825C104</cusip>
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          <isin value="US20825C1045"/>
          <ticker value="COP"/>
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        <balance>28487.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3518429.37000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DIRECTV FIN LLC/COINC</name>
        <lei>N/A</lei>
        <title>Directv Financing LLC / Directv Financing Co-Obligor Inc</title>
        <cusip>25461LAA0</cusip>
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          <isin value="US25461LAA08"/>
          <other otherDesc="SEDOL" value="BN765Z1"/>
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        <balance>115000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>105655.68000000</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>5.87500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ENTERPRISE PRODUCTS OPER</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>Enterprise Products Operating LLC</title>
        <cusip>29379VCA9</cusip>
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          <isin value="US29379VCA98"/>
          <other otherDesc="SEDOL" value="BLD57S5"/>
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        <balance>335000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>227135.09000000</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>2052-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>REPUBLIC OF CHILE</name>
        <lei>549300FLZTJM5YJF8D34</lei>
        <title>Chile Government International Bond</title>
        <cusip>168863DN5</cusip>
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          <isin value="US168863DN50"/>
          <other otherDesc="SEDOL" value="BL1N060"/>
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        <balance>523000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>438240.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NexPoint Residential Trust Inc</name>
        <lei>549300U2J6XVYBF87166</lei>
        <title>NexPoint Residential Trust Inc</title>
        <cusip>65341D102</cusip>
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          <isin value="US65341D1028"/>
          <ticker value="NXRT"/>
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        <balance>112.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5386.08000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CASTLELAKE AVIATION FIN</name>
        <lei>2138006F7SMD1COVC345</lei>
        <title>Castlelake Aviation Finance DAC</title>
        <cusip>14856HAA6</cusip>
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          <isin value="US14856HAA68"/>
          <other otherDesc="SEDOL" value="BMV3PB7"/>
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        <balance>170000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>144783.19000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>US BANCORP</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
        <title>US Bancorp</title>
        <cusip>91159HHW3</cusip>
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          <isin value="US91159HHW34"/>
          <other otherDesc="SEDOL" value="BK6YKB6"/>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>133373.94000000</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>2029-07-30</maturityDt>
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      <invstOrSec>
        <name>Devon Energy Corp</name>
        <lei>54930042348RKR3ZPN35</lei>
        <title>Devon Energy Corp</title>
        <cusip>25179M103</cusip>
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          <isin value="US25179M1036"/>
          <ticker value="DVN"/>
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        <balance>4385.00000000</balance>
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        <valUSD>300460.20000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>Broadcom Inc</title>
        <cusip>11135FBL4</cusip>
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          <isin value="US11135FBL40"/>
          <other otherDesc="SEDOL" value="BKMQWR6"/>
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        <balance>345000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>274197.06000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.46900000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>QATAR ENERGY</name>
        <lei>254900QTESJKJ3P87J26</lei>
        <title>Qatar Energy</title>
        <cusip>74730DAC7</cusip>
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          <isin value="US74730DAC74"/>
          <other otherDesc="SEDOL" value="BP2PSC5"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>167011.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>QA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</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>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3132DNEW9</cusip>
        <identifiers>
          <isin value="US3132DNEW92"/>
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        <balance>23339.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21426.94000000</valUSD>
        <pctVal>0.005832660513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3132DVKS3</cusip>
        <identifiers>
          <isin value="US3132DVKS33"/>
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        <balance>22607.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22457.17000000</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>2049-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140QCKS4</cusip>
        <identifiers>
          <isin value="US3140QCKS49"/>
        </identifiers>
        <balance>153553.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>142568.80000000</valUSD>
        <pctVal>0.038808873795</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HCA INC</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA Inc</title>
        <cusip>19767QAQ8</cusip>
        <identifiers>
          <isin value="US19767QAQ82"/>
          <other otherDesc="SEDOL" value="2141985"/>
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        <balance>159000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>165652.11000000</valUSD>
        <pctVal>0.045092417351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.58000000</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>LAREDO PETROLEUM INC</name>
        <lei>549300X0PTWU2QSLSL14</lei>
        <title>Laredo Petroleum Inc</title>
        <cusip>516806AH9</cusip>
        <identifiers>
          <isin value="US516806AH93"/>
          <other otherDesc="SEDOL" value="BNNTD61"/>
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        <balance>120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114600.00000000</valUSD>
        <pctVal>0.031195443441</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dollar Tree Inc</name>
        <lei>549300PMSTQITB1WHR43</lei>
        <title>Dollar Tree Inc</title>
        <cusip>256746108</cusip>
        <identifiers>
          <isin value="US2567461080"/>
          <ticker value="DLTR"/>
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        <balance>12200.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1833538.00000000</valUSD>
        <pctVal>0.499110217947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENBRIDGE INC</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>Enbridge Inc</title>
        <cusip>29250NBD6</cusip>
        <identifiers>
          <isin value="US29250NBD66"/>
          <other otherDesc="SEDOL" value="BNNDWB1"/>
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        <balance>125000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124889.81000000</valUSD>
        <pctVal>0.033996448553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.20169000</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>Starbucks Corp</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
        <title>Starbucks Corp</title>
        <cusip>855244109</cusip>
        <identifiers>
          <isin value="US8552441094"/>
          <ticker value="SBUX"/>
        </identifiers>
        <balance>4974.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>508342.80000000</valUSD>
        <pctVal>0.138376780682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PAYPAL HOLDINGS INC</name>
        <lei>5493005X2GO78EFZ3E94</lei>
        <title>PayPal Holdings Inc</title>
        <cusip>70450YAD5</cusip>
        <identifiers>
          <isin value="US70450YAD58"/>
          <other otherDesc="SEDOL" value="BKZCC15"/>
        </identifiers>
        <balance>340000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>316231.11000000</valUSD>
        <pctVal>0.086081760091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65000000</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>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418DWS7</cusip>
        <identifiers>
          <isin value="US31418DWS79"/>
        </identifiers>
        <balance>159861.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>137532.98000000</valUSD>
        <pctVal>0.037438065435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BROWN &amp; BROWN INC</name>
        <lei>549300PC8KTJ71XKFY89</lei>
        <title>Brown &amp; Brown Inc</title>
        <cusip>115236AF8</cusip>
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          <isin value="US115236AF88"/>
          <other otherDesc="SEDOL" value="BMZQHY9"/>
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        <balance>185000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153532.09000000</valUSD>
        <pctVal>0.041793207941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.95000000</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>APA Corp</name>
        <lei>549300VCIWLRHYVSHC79</lei>
        <title>APA Corp</title>
        <cusip>03743Q108</cusip>
        <identifiers>
          <isin value="US03743Q1085"/>
          <ticker value="APA"/>
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        <balance>21798.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1021236.30000000</valUSD>
        <pctVal>0.277992314458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140X5FW8</cusip>
        <identifiers>
          <isin value="US3140X5FW83"/>
        </identifiers>
        <balance>9689.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8745.13000000</valUSD>
        <pctVal>0.002380525377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ANTOFAGASTA PLC</name>
        <lei>213800MY6QVH4FVLD628</lei>
        <title>Antofagasta PLC</title>
        <cusip>03718NAB2</cusip>
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          <isin value="US03718NAB29"/>
          <other otherDesc="SEDOL" value="BMD47Y5"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193690.00000000</valUSD>
        <pctVal>0.052724654800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</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>POST HOLDINGS INC</name>
        <lei>JM1I5YUAURL6DC8N1468</lei>
        <title>Post Holdings Inc</title>
        <cusip>737446AN4</cusip>
        <identifiers>
          <isin value="US737446AN44"/>
          <other otherDesc="SEDOL" value="BD2BTD7"/>
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        <balance>120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114663.60000000</valUSD>
        <pctVal>0.031212756095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</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>CARNIVAL CORP</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
        <title>Carnival Corp</title>
        <cusip>143658BN1</cusip>
        <identifiers>
          <isin value="US143658BN13"/>
          <other otherDesc="SEDOL" value="BMHYR18"/>
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        <balance>330000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>245850.00000000</valUSD>
        <pctVal>0.066923209162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CUMULUS MEDIA NEW HLDGS</name>
        <lei>5493001D9VBAVY1OKJ46</lei>
        <title>Cumulus Media New Holdings Inc</title>
        <cusip>23110AAA4</cusip>
        <identifiers>
          <isin value="US23110AAA43"/>
          <other otherDesc="SEDOL" value="BK6WVG2"/>
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        <balance>183000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153646.80000000</valUSD>
        <pctVal>0.041824433327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Viper Energy Partners LP</name>
        <lei>5299009LINL232255G03</lei>
        <title>Viper Energy Partners LP</title>
        <cusip>92763M105</cusip>
        <identifiers>
          <isin value="US92763M1053"/>
          <ticker value="VNOM"/>
        </identifiers>
        <balance>12746.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>421000.38000000</valUSD>
        <pctVal>0.114601165297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>Lowe's Cos Inc</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
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      <invstOrSec>
        <name>Paychex Inc</name>
        <lei>529900K900DW6SUBM174</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>HUTAMA KARYA PERSERO PT</name>
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        <title>Hutama Karya Persero PT</title>
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        <invCountry>ID</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>GOLDMAN SACHS GROUP INC</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Equity LifeStyle Properties In</name>
        <lei>529900PEQG66LENB6798</lei>
        <title>Equity LifeStyle Properties Inc</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JPMBB Commercial Mortgage Secu</name>
        <lei>N/A</lei>
        <title>JPMBB Commercial Mortgage Securities Trust 2015-C33</title>
        <cusip>46645JAD4</cusip>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
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        <name>OCCIDENTAL PETROLEUM COR</name>
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        <title>Occidental Petroleum Corp</title>
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        <balance>155000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2046-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.60000000</annualizedRt>
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      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>Colombia Government International Bond</title>
        <cusip>195325EA9</cusip>
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          <isin value="US195325EA91"/>
          <other otherDesc="SEDOL" value="BN7N9P0"/>
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        <balance>217000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>133919.71000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
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      <invstOrSec>
        <name>INFRAESTRUCTURA ENERGETI</name>
        <lei>715K4H1JYF3O6JOK1411</lei>
        <title>Infraestructura Energetica Nova SAPI de CV</title>
        <cusip>456829AA8</cusip>
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          <isin value="US456829AA84"/>
          <other otherDesc="SEDOL" value="BF4PGQ3"/>
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        <balance>205000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>182960.66000000</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>3.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>LOWE'S COS INC</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>Lowe's Cos Inc</title>
        <cusip>548661EJ2</cusip>
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          <other otherDesc="SEDOL" value="BMGCHJ1"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140X5PY3</cusip>
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        <balance>14339.37000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13390.86000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <name>REPUBLIC OF PARAGUAY</name>
        <lei>529900UXKJTJPCU0HK83</lei>
        <title>Paraguay Government International Bond</title>
        <cusip>000000000</cusip>
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          <isin value="USP75744AF25"/>
          <other otherDesc="SEDOL" value="BD06592"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PY</invCountry>
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        <name>Principal Financial Group Inc</name>
        <lei>CUMYEZJOAF02RYZ1JJ85</lei>
        <title>Principal Financial Group Inc</title>
        <cusip>74251V102</cusip>
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          <isin value="US74251V1026"/>
          <ticker value="PFG"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>EOG Resources Inc</name>
        <lei>XWTZDRYZPBUHIQBKDB46</lei>
        <title>EOG Resources Inc</title>
        <cusip>26875P101</cusip>
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          <isin value="US26875P1012"/>
          <ticker value="EOG"/>
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        <balance>4921.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>698437.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Trafigura Securitisation Finan</name>
        <lei>N/A</lei>
        <title>Trafigura Securitisation Finance PLC 2021-1</title>
        <cusip>892725AS1</cusip>
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          <isin value="US892725AS10"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>223469.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.08000000</annualizedRt>
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        <name>PACIFICORP</name>
        <lei>SGY07Y7FNYBNLM6Z1M11</lei>
        <title>PacifiCorp</title>
        <cusip>695114CY2</cusip>
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          <other otherDesc="SEDOL" value="BL544T0"/>
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        <balance>425000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>DISCOVERY COMMUNICATIONS</name>
        <lei>L2Z2MO2EQURH3BREWI15</lei>
        <title>Discovery Communications LLC</title>
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          <other otherDesc="SEDOL" value="BK6QRR7"/>
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        <balance>240000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>211495.34000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
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        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912810TG3</cusip>
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          <other otherDesc="SEDOL" value="BPSLLZ1"/>
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        <balance>490000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>407465.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</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>Iron Mountain Inc</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>Iron Mountain Inc</title>
        <cusip>46284V101</cusip>
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          <isin value="US46284V1017"/>
          <ticker value="IRM"/>
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        <balance>11216.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>609365.28000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Equity Residential</name>
        <lei>5493008RACSH5EP3PI59</lei>
        <title>Equity Residential</title>
        <cusip>29476L107</cusip>
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          <isin value="US29476L1070"/>
          <ticker value="EQR"/>
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        <balance>30749.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1994380.14000000</valUSD>
        <pctVal>0.542893305917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AIR LEASE CORP</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>Air Lease Corp</title>
        <cusip>00914AAJ1</cusip>
        <identifiers>
          <isin value="US00914AAJ16"/>
          <other otherDesc="SEDOL" value="BKPTQC5"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>230390.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</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>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays PLC</title>
        <cusip>06738EBN4</cusip>
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          <isin value="US06738EBN40"/>
          <other otherDesc="SEDOL" value="BMF3VZ9"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180730.00000000</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>N/A</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</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>Merck &amp; Co Inc</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>Merck &amp; Co Inc</title>
        <cusip>58933Y105</cusip>
        <identifiers>
          <isin value="US58933Y1055"/>
          <ticker value="MRK"/>
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        <balance>42870.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4720844.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VISHAY INTERTECHNOLOGY</name>
        <lei>5493009O8F3QQJTCQR75</lei>
        <title>Vishay Intertechnology Inc</title>
        <cusip>928298AP3</cusip>
        <identifiers>
          <isin value="US928298AP38"/>
          <other otherDesc="SEDOL" value="BJV2WB2"/>
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        <balance>416000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>407929.60000000</valUSD>
        <pctVal>0.111043148035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Vishay Intertechnology Inc</name>
              <title>Vishay Intertechnology Inc</title>
              <curCd>USD</curCd>
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                <cusip value="928298108"/>
                <isin value="US9282981086"/>
                <ticker value="VSH"/>
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          <currencyInfos>
            <currencyInfo convRatio="32.04780000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENTERGY MISSISSIPPI LLC</name>
        <lei>54930043I78H35DVVW89</lei>
        <title>Entergy Mississippi LLC</title>
        <cusip>29364NAT5</cusip>
        <identifiers>
          <isin value="US29364NAT54"/>
          <other otherDesc="SEDOL" value="BYZK6X7"/>
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        <balance>60000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53599.63000000</valUSD>
        <pctVal>0.014590438273</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85000000</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>CSC HOLDINGS LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC Holdings LLC</title>
        <cusip>126307BK2</cusip>
        <identifiers>
          <isin value="US126307BK24"/>
          <other otherDesc="SEDOL" value="BMY0YV8"/>
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        <balance>215000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>136215.36000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140J7L94</cusip>
        <identifiers>
          <isin value="US3140J7L940"/>
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        <balance>86796.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86202.00000000</valUSD>
        <pctVal>0.023465179891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JAZZ INVESTMENTS I LTD</name>
        <lei>N/A</lei>
        <title>Jazz Investments I Ltd</title>
        <cusip>472145AF8</cusip>
        <identifiers>
          <isin value="US472145AF83"/>
          <other otherDesc="SEDOL" value="BNT2JN3"/>
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        <balance>460000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>546537.50000000</valUSD>
        <pctVal>0.148773819108</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Jazz Pharmaceuticals PLC</name>
              <title>Jazz Pharmaceuticals PLC</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="000000000"/>
                <isin value="IE00B4Q5ZN47"/>
                <ticker value="JAZZ"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="6.41820000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>Energy Transfer LP</title>
        <cusip>29279FAA7</cusip>
        <identifiers>
          <isin value="US29279FAA75"/>
          <other otherDesc="SEDOL" value="BJ2NY29"/>
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        <balance>60000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>56925.29000000</valUSD>
        <pctVal>0.015495721331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>6174468U6</cusip>
        <identifiers>
          <isin value="US6174468U61"/>
          <other otherDesc="SEDOL" value="BMWH712"/>
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        <balance>315000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>240033.75000000</valUSD>
        <pctVal>0.065339958744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.79400000</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>Retail Opportunity Investments</name>
        <lei>N/A</lei>
        <title>Retail Opportunity Investments Corp</title>
        <cusip>76131N101</cusip>
        <identifiers>
          <isin value="US76131N1019"/>
          <ticker value="ROIC"/>
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        <balance>13442.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>204990.50000000</valUSD>
        <pctVal>0.055800781402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co</title>
        <cusip>46647PCC8</cusip>
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          <isin value="US46647PCC86"/>
          <other otherDesc="SEDOL" value="BKVKP92"/>
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        <balance>435000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>353034.86000000</valUSD>
        <pctVal>0.096100165863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.58000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DuPont de Nemours Inc</name>
        <lei>5493004JF0SDFLM8GD76</lei>
        <title>DuPont de Nemours Inc</title>
        <cusip>26614N102</cusip>
        <identifiers>
          <isin value="US26614N1028"/>
          <ticker value="DD"/>
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        <balance>29400.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2072994.00000000</valUSD>
        <pctVal>0.564292906469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CP ATLAS BUYER INC</name>
        <lei>2549006ZZ07G0NDDCR36</lei>
        <title>CP Atlas Buyer Inc</title>
        <cusip>12597YAA7</cusip>
        <identifiers>
          <isin value="US12597YAA73"/>
          <other otherDesc="SEDOL" value="BMWC4P0"/>
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        <balance>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51331.00000000</valUSD>
        <pctVal>0.013972890988</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MODIVCARE ESCROW ISSUER</name>
        <lei>N/A</lei>
        <title>ModivCare Escrow Issuer Inc</title>
        <cusip>60783XAA2</cusip>
        <identifiers>
          <isin value="US60783XAA28"/>
          <other otherDesc="SEDOL" value="BPCKTM7"/>
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        <balance>135000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113772.60000000</valUSD>
        <pctVal>0.030970215606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>APTIV PLC</name>
        <lei>N/A</lei>
        <title>Aptiv PLC</title>
        <cusip>03835VAJ5</cusip>
        <identifiers>
          <isin value="US03835VAJ52"/>
          <other otherDesc="SEDOL" value="BLR5N72"/>
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        <balance>285000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>176947.07000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10000000</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>Invitation Homes Inc</name>
        <lei>N/A</lei>
        <title>Invitation Homes Inc</title>
        <cusip>46187W107</cusip>
        <identifiers>
          <isin value="US46187W1071"/>
          <ticker value="INVH"/>
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        <balance>12694.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>414205.22000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BERKSHIRE HATHAWAY FIN</name>
        <lei>549300RLHFT5RU20WM87</lei>
        <title>Berkshire Hathaway Finance Corp</title>
        <cusip>084664DB4</cusip>
        <identifiers>
          <isin value="US084664DB47"/>
          <other otherDesc="SEDOL" value="BNC3CS9"/>
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        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>286369.79000000</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>2052-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</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>BLOCK INC</name>
        <lei>549300OHIIUWSTIZME52</lei>
        <title>Block Inc</title>
        <cusip>852234AF0</cusip>
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          <isin value="US852234AF05"/>
          <other otherDesc="SEDOL" value="BMDV1M2"/>
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        <balance>1193000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1170631.25000000</valUSD>
        <pctVal>0.318659345114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Square Inc</name>
              <title>Square Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="852234103"/>
                <isin value="US8522341036"/>
                <ticker value="SQ"/>
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          <currencyInfos>
            <currencyInfo convRatio="8.26410000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kilroy Realty Corp</name>
        <lei>549300CXXI18B214UN80</lei>
        <title>Kilroy Realty Corp</title>
        <cusip>49427F108</cusip>
        <identifiers>
          <isin value="US49427F1084"/>
          <ticker value="KRC"/>
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        <balance>1880.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81253.60000000</valUSD>
        <pctVal>0.022118168265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3138MRK67</cusip>
        <identifiers>
          <isin value="US3138MRK677"/>
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        <balance>18185.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15841.82000000</valUSD>
        <pctVal>0.004312326350</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>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Healthcare Realty Trust Inc</name>
        <lei>549300L0I14L7I0VLX84</lei>
        <title>Healthcare Realty Trust Inc</title>
        <cusip>42226K105</cusip>
        <identifiers>
          <isin value="US42226K1051"/>
          <ticker value="HR"/>
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        <balance>6985.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>143402.05000000</valUSD>
        <pctVal>0.039035694067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FIRST QUANTUM MINERALS L</name>
        <lei>549300I7UVBGWRYMYZ18</lei>
        <title>First Quantum Minerals Ltd</title>
        <cusip>335934AL9</cusip>
        <identifiers>
          <isin value="US335934AL97"/>
          <other otherDesc="SEDOL" value="BF083S7"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>246684.98000000</valUSD>
        <pctVal>0.067150500361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BANCO CONTINENTAL S.A.E.</name>
        <lei>8945005Q0D60A6FCEM55</lei>
        <title>Banco Continental SAECA</title>
        <cusip>059490AB8</cusip>
        <identifiers>
          <isin value="US059490AB83"/>
          <other otherDesc="SEDOL" value="BKY5RF4"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>174457.00000000</valUSD>
        <pctVal>0.047489210091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ALTICE FRANCE SA</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>Altice France SA/France</title>
        <cusip>02156LAH4</cusip>
        <identifiers>
          <isin value="US02156LAH42"/>
          <other otherDesc="SEDOL" value="BMXJSV4"/>
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        <balance>180000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>144565.20000000</valUSD>
        <pctVal>0.039352316930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418EF47</cusip>
        <identifiers>
          <isin value="US31418EF479"/>
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        <balance>160950.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160304.15000000</valUSD>
        <pctVal>0.043636640879</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140QKRY6</cusip>
        <identifiers>
          <isin value="US3140QKRY69"/>
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        <balance>267284.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>220947.22000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NXP BV/NXP FUNDING LLC</name>
        <lei>N/A</lei>
        <title>NXP BV / NXP Funding LLC</title>
        <cusip>62947QBA5</cusip>
        <identifiers>
          <isin value="US62947QBA58"/>
          <other otherDesc="SEDOL" value="BPNZRG1"/>
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        <balance>230000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>227841.13000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PulteGroup Inc</name>
        <lei>N/A</lei>
        <title>PulteGroup Inc</title>
        <cusip>745867101</cusip>
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          <isin value="US7458671010"/>
          <ticker value="PHM"/>
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        <balance>10409.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>466115.02000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ON SEMICONDUCTOR CORP</name>
        <lei>ZV20P4CNJVT8V1ZGJ064</lei>
        <title>ON Semiconductor Corp</title>
        <cusip>682189AP0</cusip>
        <identifiers>
          <isin value="US682189AP09"/>
          <other otherDesc="SEDOL" value="BZ1M9M4"/>
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        <balance>337000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1221793.50000000</valUSD>
        <pctVal>0.332586300404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>ON Semiconductor Corp</name>
              <title>ON Semiconductor Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="682189105"/>
                <isin value="US6821891057"/>
                <ticker value="ON"/>
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          <currencyInfos>
            <currencyInfo convRatio="48.25670000" curCd="USD"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3133KPZH4</cusip>
        <identifiers>
          <isin value="US3133KPZH45"/>
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        <balance>96736.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98951.98000000</valUSD>
        <pctVal>0.026935871688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>ENERGEAN ISRAEL FINANCE</name>
        <lei>98450044QACBL3F8EB03</lei>
        <title>Energean Israel Finance Ltd</title>
        <cusip>000000000</cusip>
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          <isin value="IL0011736654"/>
          <other otherDesc="SEDOL" value="BLH2QQ3"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>186500.00000000</valUSD>
        <pctVal>0.050767453768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</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>REPUBLIC OF SENEGAL</name>
        <lei>549300NP14ZLQGWIUZ97</lei>
        <title>Senegal Government International Bond</title>
        <cusip>81720TAC9</cusip>
        <identifiers>
          <isin value="US81720TAC99"/>
          <other otherDesc="SEDOL" value="BZ11Z23"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167960.00000000</valUSD>
        <pctVal>0.045720651661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KINGDOM OF MOROCCO</name>
        <lei>529900F3MBW9XY5K1X07</lei>
        <title>Morocco Government International Bond</title>
        <cusip>617726AK0</cusip>
        <identifiers>
          <isin value="US617726AK00"/>
          <other otherDesc="SEDOL" value="BMQBRQ5"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172572.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VISTAJET MALTA/XO MGMT</name>
        <lei>N/A</lei>
        <title>VistaJet Malta Finance PLC / XO Management Holding Inc</title>
        <cusip>92840JAB5</cusip>
        <identifiers>
          <isin value="US92840JAB52"/>
          <other otherDesc="SEDOL" value="BP4Z8H8"/>
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        <balance>99000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81303.75000000</valUSD>
        <pctVal>0.022131819674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</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>Dell Technologies Inc</name>
        <lei>549300TJB5YBRUPOG437</lei>
        <title>Dell Technologies Inc</title>
        <cusip>24703L202</cusip>
        <identifiers>
          <isin value="US24703L2025"/>
          <ticker value="DELL"/>
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        <balance>18895.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>846307.05000000</valUSD>
        <pctVal>0.230374552463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Extra Space Storage Inc</name>
        <lei>N/A</lei>
        <title>Extra Space Storage Inc</title>
        <cusip>30225T102</cusip>
        <identifiers>
          <isin value="US30225T1025"/>
          <ticker value="EXR"/>
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        <balance>2462.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>395618.78000000</valUSD>
        <pctVal>0.107692000661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LSF9 ATL HLDG/VICTRA FIN</name>
        <lei>N/A</lei>
        <title>LSF9 Atlantis Holdings LLC / Victra Finance Corp</title>
        <cusip>50220MAA8</cusip>
        <identifiers>
          <isin value="US50220MAA80"/>
          <other otherDesc="SEDOL" value="BNC44F3"/>
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        <balance>184000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>170061.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Commercial Mortgage</name>
        <lei>N/A</lei>
        <title>Citigroup Commercial Mortgage Trust 2019-C7</title>
        <cusip>17328CAD4</cusip>
        <identifiers>
          <isin value="US17328CAD48"/>
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        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>305532.19000000</valUSD>
        <pctVal>0.083169390512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2072-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10200000</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>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140X6MU2</cusip>
        <identifiers>
          <isin value="US3140X6MU28"/>
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        <balance>88950.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86143.07000000</valUSD>
        <pctVal>0.023449138464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3133ASH63</cusip>
        <identifiers>
          <isin value="US3133ASH636"/>
        </identifiers>
        <balance>169791.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140470.03000000</valUSD>
        <pctVal>0.038237564363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>GS Mortgage Securities Trust 2020-GC47</title>
        <cusip>36258RBA0</cusip>
        <identifiers>
          <isin value="US36258RBA05"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206347.18000000</valUSD>
        <pctVal>0.056170085366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37720000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TRUIST FINANCIAL CORP</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>Truist Financial Corp</title>
        <cusip>89832QAE9</cusip>
        <identifiers>
          <isin value="US89832QAE98"/>
          <other otherDesc="SEDOL" value="BMX3601"/>
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        <balance>55000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53212.50000000</valUSD>
        <pctVal>0.014485057016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.95000000</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>Cedar Funding Ltd</name>
        <lei>N/A</lei>
        <title>Cedar Funding IX CLO Ltd</title>
        <cusip>15033EAA6</cusip>
        <identifiers>
          <isin value="US15033EAA64"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>245115.25000000</valUSD>
        <pctVal>0.066723201727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.22257000</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>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co</title>
        <cusip>95000U2V4</cusip>
        <identifiers>
          <isin value="US95000U2V48"/>
          <other otherDesc="SEDOL" value="BNLYDQ8"/>
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        <balance>190000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176638.90000000</valUSD>
        <pctVal>0.048083148468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.52600000</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>BOYD GAMING CORP</name>
        <lei>254900787YGRYS2A1Z35</lei>
        <title>Boyd Gaming Corp</title>
        <cusip>103304BV2</cusip>
        <identifiers>
          <isin value="US103304BV23"/>
          <other otherDesc="SEDOL" value="BMW1BG7"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43691.50000000</valUSD>
        <pctVal>0.011893330864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SHERWIN-WILLIAMS CO</name>
        <lei>Z15BMIOX8DDH0X2OBP21</lei>
        <title>Sherwin-Williams Co/The</title>
        <cusip>824348BM7</cusip>
        <identifiers>
          <isin value="US824348BM72"/>
          <other otherDesc="SEDOL" value="BJN50M6"/>
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        <balance>105000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74037.45000000</valUSD>
        <pctVal>0.020153848900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</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>NRG ENERGY INC</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG Energy Inc</title>
        <cusip>629377CG5</cusip>
        <identifiers>
          <isin value="US629377CG50"/>
          <other otherDesc="SEDOL" value="BK75V93"/>
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        <balance>685000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>782270.00000000</valUSD>
        <pctVal>0.212942927931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>NRG Energy Inc</name>
              <title>NRG Energy Inc</title>
              <curCd>USD</curCd>
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                <isin value="US6293775085"/>
                <ticker value="NRG"/>
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          <currencyInfos>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140XAA85</cusip>
        <identifiers>
          <isin value="US3140XAA859"/>
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        <balance>132697.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119755.22000000</valUSD>
        <pctVal>0.032598753859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912810TF5</cusip>
        <identifiers>
          <isin value="US912810TF57"/>
          <other otherDesc="SEDOL" value="BNYF3R9"/>
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        <balance>285000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221865.83000000</valUSD>
        <pctVal>0.060394441111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CENTRAL AMERICAN BANK</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AIR LEASE CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MSILF Government Portfolio</name>
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        <fairValLevel>1</fairValLevel>
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        <name>SOUTHWESTERN ELEC POWER</name>
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        <fairValLevel>2</fairValLevel>
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        <name>WP Carey Inc</name>
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      <invstOrSec>
        <name>Freddie Mac</name>
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        <name>Gilead Sciences Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Truist Financial Corp</name>
        <lei>549300DRQQI75D2JP341</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>PDC ENERGY INC</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-05-15</maturityDt>
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        <name>Masco Corp</name>
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        <assetCat>EC</assetCat>
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        <name>EL PASO ENERGY CAP TRST</name>
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        <name>Philip Morris International In</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>Philip Morris International Inc</title>
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        <assetCat>EC</assetCat>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
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        <balance>225326.00000000</balance>
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        <name>MPLX LP</name>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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        <name>BANK OF AMERICA CORP</name>
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        <name>Fannie Mae</name>
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        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>Energy Transfer LP</title>
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          <maturityDt>N/A</maturityDt>
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        <name>Microchip Technology Inc</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>Microchip Technology Inc</title>
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          <ticker value="MCHP"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>JEFFERIES FIN GROUP INC</name>
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        <title>Jefferies Financial Group Inc</title>
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        <curCd>USD</curCd>
        <valUSD>10281.34000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>RUMO LUXEMBOURG SARL</name>
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        <title>Rumo Luxembourg Sarl</title>
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          <isin value="US781467AC98"/>
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        <valUSD>186500.00000000</valUSD>
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        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SOUTHERN CAL EDISON</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
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          <isin value="US842400GR87"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-03-01</maturityDt>
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      <invstOrSec>
        <name>HCA INC</name>
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          <isin value="US404119BS74"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-15</maturityDt>
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      <invstOrSec>
        <name>Carlyle Group Inc/The</name>
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        <title>Carlyle Group Inc/The</title>
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          <isin value="US14316J1088"/>
          <ticker value="CG"/>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T Inc</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
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        <balance>130741.82000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>FORD MOTOR COMPANY</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>Ford Motor Co</title>
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          <isin value="US345370CZ16"/>
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        <balance>811000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>841818.00000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-03-15</maturityDt>
          <couponKind>None</couponKind>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
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              <title>Ford Motor Co</title>
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      <invstOrSec>
        <name>ALGONQUIN PWR &amp;</name>
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        <title>Algonquin Power &amp; Utilities Corp</title>
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        <assetCat>EP</assetCat>
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        <invCountry>CA</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GENERAL MOTORS FINL CO</name>
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        <title>General Motors Financial Co Inc</title>
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        <balance>110000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BATH &amp; BODY WORKS INC</name>
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        <title>Bath &amp; Body Works Inc</title>
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        <balance>122000.00000000</balance>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-03-01</maturityDt>
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      <invstOrSec>
        <name>DEUTSCHE BANK AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>Deutsche Bank AG</title>
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        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140Q8EZ4</cusip>
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        <balance>84134.75000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <name>CHEESECAKE FACTORY (THE)</name>
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        <name>Comcast Corp</name>
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        <title>Comcast Corp</title>
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        <name>CVS HEALTH CORP</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS Health Corp</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912810PW2</cusip>
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          <other otherDesc="SEDOL" value="B2PKS37"/>
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        <balance>555000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>596126.39000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>ROLLER BEARING CO OF AME</name>
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        <curCd>USD</curCd>
        <valUSD>166630.00000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Gaming and Leisure Properties</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ARD FINANCE SA</name>
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        <invCountry>LU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Macy's Inc</name>
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        <title>Macy's Inc</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>EUROPEAN INVESTMENT BANK</name>
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        <cusip>000000000</cusip>
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          <isin value="XS1524609531"/>
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        <invCountry>N/A</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>FRONTIER COMMUNICATIONS</name>
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        <balance>25000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-05-01</maturityDt>
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        <name>REPUBLIC OF INDONESIA</name>
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        <title>Indonesia Government International Bond</title>
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          <isin value="US455780DN36"/>
          <other otherDesc="SEDOL" value="BMTPQ67"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>ID</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EQM MIDSTREAM PARTNERS L</name>
        <lei>549300NELT611CL6XM83</lei>
        <title>EQM Midstream Partners LP</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>ASBURY AUTOMOTIVE GROUP</name>
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        <title>Asbury Automotive Group Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>NORTH MACEDONIA</name>
        <lei>635400RD1N6RVNCE4958</lei>
        <title>North Macedonia Government International Bond</title>
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        <name>UDR Inc</name>
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        <name>CT TRUST</name>
        <lei>213800MJB7WO427HQD34</lei>
        <title>CT Trust</title>
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        <invCountry>GT</invCountry>
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        <name>AT&amp;T INC</name>
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        <title>AT&amp;T Inc</title>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140QQDG7</cusip>
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          <isin value="US3140QQDG79"/>
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        <balance>205174.94000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <name>CORP ANDINA DE FOMENTO</name>
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        <title>Corp Andina de Fomento</title>
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        <invCountry>N/A</invCountry>
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        <name>CubeSmart</name>
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        <title>CubeSmart</title>
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        <name>BUNGE LTD FINANCE CORP</name>
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        <title>Bunge Ltd Finance Corp</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Altria Group Inc</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>Altria Group Inc</title>
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          <isin value="US02209S1033"/>
          <ticker value="MO"/>
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        <curCd>USD</curCd>
        <valUSD>1744421.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Kimco Realty Corp</name>
        <lei>549300EA7I6T15IBYS12</lei>
        <title>Kimco Realty Corp</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Realty Income Corp</name>
        <lei>549300CUWDAUZSH43859</lei>
        <title>Realty Income Corp</title>
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        <balance>5597.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PILGRIM'S PRIDE CORP</name>
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        <title>Pilgrim's Pride Corp</title>
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        <balance>110000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>95470.65000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-04-15</maturityDt>
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      <invstOrSec>
        <name>HILCORP ENERGY I/HILCORP</name>
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        <title>Hilcorp Energy I LP / Hilcorp Finance Co</title>
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          <isin value="US431318AZ78"/>
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        <balance>83000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>76250.86000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-04-15</maturityDt>
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      <invstOrSec>
        <name>CITIZENS BANK NA/RI</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>Citizens Bank NA/Providence RI</title>
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        <balance>260000.00000000</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>2025-10-24</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KDDI Corp</name>
        <lei>5299003FU7V4I45FU310</lei>
        <title>KDDI Corp</title>
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          <isin value="JP3496400007"/>
          <ticker value="9433"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BENCHMARK Mortgage Trust</name>
        <lei>N/A</lei>
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        <cusip>08163PBG4</cusip>
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          <isin value="US08163PBG46"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>443980.25000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CONSOLIDATED COMMUNICATI</name>
        <lei>549300WW675Y48HDVX34</lei>
        <title>Consolidated Communications Inc</title>
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          <other otherDesc="SEDOL" value="BMW6PM6"/>
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        <balance>80000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CVS Health Corp</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>VICI PROPERTIES / NOTE</name>
        <lei>N/A</lei>
        <title>VICI Properties LP / VICI Note Co Inc</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Raytheon Technologies Corp</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>Raytheon Technologies Corp</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Motorola Solutions Inc</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
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        <balance>145794.13000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <name>PACIFIC GAS &amp; ELECTRIC</name>
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        <invCountry>US</invCountry>
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        <name>Smith &amp; Nephew PLC</name>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>UEP PENONOME II SA</name>
        <lei>549300DS6G5XB230S845</lei>
        <title>UEP Penonome II SA</title>
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        <invCountry>PA</invCountry>
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        <name>ROYAL CARIBBEAN CRUISES</name>
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        <title>Royal Caribbean Cruises Ltd</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140XA4E9</cusip>
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          <isin value="US3140XA4E90"/>
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        <balance>167873.91000000</balance>
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        <curCd>USD</curCd>
        <valUSD>158275.45000000</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>2047-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
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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>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140QQNR2</cusip>
        <identifiers>
          <isin value="US3140QQNR25"/>
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        <balance>94827.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94424.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>MetLife Inc</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>MetLife Inc</title>
        <cusip>59156R108</cusip>
        <identifiers>
          <isin value="US59156R1086"/>
          <ticker value="MET"/>
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        <balance>51978.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3986712.60000000</valUSD>
        <pctVal>1.085229209690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank</name>
        <lei>N/A</lei>
        <title>BANK 2017-BNK5</title>
        <cusip>06541WBB7</cusip>
        <identifiers>
          <isin value="US06541WBB72"/>
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        <balance>95000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84056.98000000</valUSD>
        <pctVal>0.022881280675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.89600000</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>MARVELL TECHNOLOGY INC</name>
        <lei>N/A</lei>
        <title>Marvell Technology Inc</title>
        <cusip>573874AF1</cusip>
        <identifiers>
          <isin value="US573874AF10"/>
          <other otherDesc="SEDOL" value="BLB5691"/>
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        <balance>260000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>220776.92000000</valUSD>
        <pctVal>0.060098027234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ATHENAHEALTH GROUP INC</name>
        <lei>254900AA3KZN4Q7A5Z33</lei>
        <title>AthenaHealth Group Inc</title>
        <cusip>60337JAA4</cusip>
        <identifiers>
          <isin value="US60337JAA43"/>
          <other otherDesc="SEDOL" value="BN7SNC0"/>
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        <balance>55000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41255.89000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT OF BERMUDA</name>
        <lei>549300FP5PUZXX9FVJ40</lei>
        <title>Bermuda Government International Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="USG10367AH66"/>
          <other otherDesc="SEDOL" value="BNVSRY6"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193011.76000000</valUSD>
        <pctVal>0.052540030040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ally Financial Inc</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>Ally Financial Inc</title>
        <cusip>02005N100</cusip>
        <identifiers>
          <isin value="US02005N1000"/>
          <ticker value="ALLY"/>
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        <balance>7914.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>213757.14000000</valUSD>
        <pctVal>0.058187162051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Home Depot Inc/The</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>Home Depot Inc/The</title>
        <cusip>437076102</cusip>
        <identifiers>
          <isin value="US4370761029"/>
          <ticker value="HD"/>
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        <balance>7461.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2417289.39000000</valUSD>
        <pctVal>0.658014087673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>10 YEAR US TREASURY NOTE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="TYH3"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG0186GJZ92"/>
        </identifiers>
        <balance>2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1776.50000000</valUSD>
        <pctVal>0.000483583815</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>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>US TREASURY N/B</issuerName>
                <issueTitle>United States Treasury Note/Bond</issueTitle>
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                  <cusip value="91282CFL0"/>
                  <isin value="US91282CFL00"/>
                  <other otherDesc="SEDOL" value="BN6ML52"/>
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            <expDate>2023-03-22</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>1776.50000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC OF UZBEKISTAN</name>
        <lei>213800L6VDKUM3TCM927</lei>
        <title>Republic of Uzbekistan International Bond</title>
        <cusip>91822Q2E6</cusip>
        <identifiers>
          <isin value="US91822Q2E63"/>
          <other otherDesc="SEDOL" value="BNNTCN1"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242938.50000000</valUSD>
        <pctVal>0.066130665239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NBK SPC LTD</name>
        <lei>549300P1ANDK86KWB419</lei>
        <title>NBK SPC Ltd</title>
        <cusip>62877PAB0</cusip>
        <identifiers>
          <isin value="US62877PAB04"/>
          <other otherDesc="SEDOL" value="BNZJRS9"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>174100.00000000</valUSD>
        <pctVal>0.047392030568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140QM6W9</cusip>
        <identifiers>
          <isin value="US3140QM6W95"/>
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        <balance>161537.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148174.72000000</valUSD>
        <pctVal>0.040334869958</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REPUBLIC OF ANGOLA</name>
        <lei>549300QHR2R3J8JSGK83</lei>
        <title>Angolan Government International Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1819680528"/>
          <other otherDesc="SEDOL" value="BG205D7"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167655.00000000</valUSD>
        <pctVal>0.045637627139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.37500000</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>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>91282CFU0</cusip>
        <identifiers>
          <isin value="US91282CFU09"/>
          <other otherDesc="SEDOL" value="BNTVWV9"/>
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        <balance>1760000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1782618.82000000</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>2027-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UGI CORP</name>
        <lei>DX6GCWD4Q1JO9CRE5I40</lei>
        <title>UGI Corp</title>
        <cusip>902681113</cusip>
        <identifiers>
          <isin value="US9026811136"/>
          <ticker value="UGI"/>
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        <balance>9425.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>831756.25000000</valUSD>
        <pctVal>0.226413656666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Urban Edge Properties</name>
        <lei>N/A</lei>
        <title>Urban Edge Properties</title>
        <cusip>91704F104</cusip>
        <identifiers>
          <isin value="US91704F1049"/>
          <ticker value="UE"/>
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        <balance>2648.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41653.04000000</valUSD>
        <pctVal>0.011338438512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140XCLU0</cusip>
        <identifiers>
          <isin value="US3140XCLU03"/>
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        <balance>130474.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112509.32000000</valUSD>
        <pctVal>0.030626336201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINL CO</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Co Inc</title>
        <cusip>37045XCK0</cusip>
        <identifiers>
          <isin value="US37045XCK00"/>
          <other otherDesc="SEDOL" value="BFMYXB6"/>
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        <balance>130000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127323.42000000</valUSD>
        <pctVal>0.034658905300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-09</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PALO ALTO NETWORKS</name>
        <lei>549300QXR2YVZV231H43</lei>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>Palo Alto Networks Inc</title>
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                <isin value="US6974351057"/>
                <ticker value="PANW"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>JEFFERIES FIN GROUP INC</name>
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        <title>Jefferies Financial Group Inc</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>Energy Transfer LP</title>
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          <isin value="US29278NAG88"/>
          <other otherDesc="SEDOL" value="BJ2DPR1"/>
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        <balance>95000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>92551.23000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Marathon Petroleum Corp</name>
        <lei>3BNYRYQHD39K4LCKQF12</lei>
        <title>Marathon Petroleum Corp</title>
        <cusip>56585A102</cusip>
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          <isin value="US56585A1025"/>
          <ticker value="MPC"/>
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        <balance>15114.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>HADRIAN MERGER SUB</name>
        <lei>N/A</lei>
        <title>Hadrian Merger Sub Inc</title>
        <cusip>42239PAA7</cusip>
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          <isin value="US42239PAA75"/>
          <other otherDesc="SEDOL" value="BDVJC99"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>182839.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Apple Inc</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>Apple Inc</title>
        <cusip>037833100</cusip>
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          <isin value="US0378331005"/>
          <ticker value="AAPL"/>
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        <balance>55731.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8249859.93000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMERICAN AIRLINES/AADVAN</name>
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        <title>American Airlines Inc/AAdvantage Loyalty IP Ltd</title>
        <cusip>00253XAB7</cusip>
        <identifiers>
          <isin value="US00253XAB73"/>
          <other otherDesc="SEDOL" value="BM8H783"/>
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        <balance>82185.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>76597.61000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</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>RBC BEARINGS INC</name>
        <lei>N/A</lei>
        <title>RBC Bearings Inc</title>
        <cusip>75524B203</cusip>
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          <isin value="US75524B2034"/>
          <ticker value="ROLL"/>
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        <balance>6211.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>719171.69000000</valUSD>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CROWN CASTLE INC</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>Crown Castle Inc</title>
        <cusip>22822VAV3</cusip>
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          <isin value="US22822VAV36"/>
          <other otherDesc="SEDOL" value="BJP8J15"/>
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        <balance>375000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>324678.49000000</valUSD>
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        <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>1.05000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3132CWQB3</cusip>
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          <isin value="US3132CWQB36"/>
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        <balance>60715.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>54945.73000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>ENTERGY TEXAS INC</name>
        <lei>LWXX58X12AJXISQ28573</lei>
        <title>Entergy Texas Inc</title>
        <cusip>29365TAJ3</cusip>
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          <isin value="US29365TAJ34"/>
          <other otherDesc="SEDOL" value="BKTPNZ1"/>
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        <balance>115000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>84764.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-30</maturityDt>
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      <invstOrSec>
        <name>ENTEGRIS ESCROW CORP</name>
        <lei>N/A</lei>
        <title>Entegris Escrow Corp</title>
        <cusip>29365BAA1</cusip>
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          <isin value="US29365BAA17"/>
          <other otherDesc="SEDOL" value="BPVCP60"/>
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        <balance>63000.00000000</balance>
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        <valUSD>57099.09000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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      <invstOrSec>
        <name>ASCENT RESOURCES/ARU FIN</name>
        <lei>N/A</lei>
        <title>Ascent Resources Utica Holdings LLC / ARU Finance Corp</title>
        <cusip>04364VAU7</cusip>
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          <isin value="US04364VAU70"/>
          <other otherDesc="SEDOL" value="BNHTSC8"/>
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        <balance>160000.00000000</balance>
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        <valUSD>144471.20000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Ryerson Holding Corp</name>
        <lei>549300JMA41B3ZHOVE45</lei>
        <title>Ryerson Holding Corp</title>
        <cusip>783754104</cusip>
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          <isin value="US7837541041"/>
          <ticker value="RYI"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Vanguard Russell 2000 ETF</name>
        <lei>N/A</lei>
        <title>Vanguard Russell 2000 ETF</title>
        <cusip>92206C664</cusip>
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          <isin value="US92206C6646"/>
          <ticker value="VTWO"/>
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        <balance>118769.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>AbbVie Inc</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie Inc</title>
        <cusip>00287Y109</cusip>
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          <isin value="US00287Y1091"/>
          <ticker value="ABBV"/>
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        <balance>15854.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>GOVT OF BERMUDA</name>
        <lei>549300FP5PUZXX9FVJ40</lei>
        <title>Bermuda Government International Bond</title>
        <cusip>085209AJ3</cusip>
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          <isin value="US085209AJ33"/>
          <other otherDesc="SEDOL" value="BM8BPS1"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>386023.52000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <name>GA GLOBAL FUNDING TRUST</name>
        <lei>54930029I8ROQ4OROZ88</lei>
        <title>GA Global Funding Trust</title>
        <cusip>36143L2B0</cusip>
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          <isin value="US36143L2B09"/>
          <other otherDesc="SEDOL" value="BMQ4X33"/>
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        <balance>365000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>341068.99000000</valUSD>
        <pctVal>0.092842917863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AVIATION CAPITAL GROUP</name>
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          <isin value="US05369AAK79"/>
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        <balance>365000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>318578.46000000</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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Equinix Inc</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>Equinix Inc</title>
        <cusip>29444U700</cusip>
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        <curCd>USD</curCd>
        <valUSD>658880.10000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>VALERO ENERGY CORP</name>
        <lei>549300XTO5VR8SKV1V74</lei>
        <title>Valero Energy Corp</title>
        <cusip>91913YBD1</cusip>
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          <isin value="US91913YBD13"/>
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        <balance>310000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>226373.72000000</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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HCA INC</name>
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          <isin value="US404119BR91"/>
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        <balance>124000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>123853.93000000</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>2025-02-01</maturityDt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Blackstone Inc</name>
        <lei>5299004LW4QWGZUB8Y96</lei>
        <title>Blackstone Inc</title>
        <cusip>09260D107</cusip>
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          <isin value="US09260D1072"/>
          <ticker value="BX"/>
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        <balance>13171.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1205541.63000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912810RT7</cusip>
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          <isin value="US912810RT79"/>
          <other otherDesc="SEDOL" value="BD1FML9"/>
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        <balance>1110000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>806961.34000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CDW LLC/CDW FINANCE</name>
        <lei>N/A</lei>
        <title>CDW LLC / CDW Finance Corp</title>
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          <isin value="US12513GBH11"/>
          <other otherDesc="SEDOL" value="BPLVD63"/>
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        <balance>285000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>241678.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.27600000</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>Cigna Corp</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>Cigna Corp</title>
        <cusip>125523100</cusip>
        <identifiers>
          <isin value="US1255231003"/>
          <ticker value="CI"/>
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        <balance>5400.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1776006.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WEATHERFORD INTERNATIONA</name>
        <lei>549300A2JKMG5PGOGF82</lei>
        <title>Weatherford International Ltd</title>
        <cusip>947075AU1</cusip>
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          <isin value="US947075AU14"/>
          <other otherDesc="SEDOL" value="BNRPC80"/>
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        <balance>85000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81616.58000000</valUSD>
        <pctVal>0.022216975613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.62500000</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>KLA Corp</name>
        <lei>549300H0BF5JCG96TJ81</lei>
        <title>KLA Corp</title>
        <cusip>482480100</cusip>
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          <isin value="US4824801009"/>
          <ticker value="KLAC"/>
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        <balance>1905.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>748950.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BlackRock Liquidity FedFund</name>
        <lei>549300T8K043VZEOVK74</lei>
        <title>BlackRock Liquidity FedFund</title>
        <cusip>09248U700</cusip>
        <identifiers>
          <isin value="US09248U7000"/>
          <ticker value="TFDXX"/>
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        <balance>1975344.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1975344.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Roche Holding AG</name>
        <lei>549300U41AUUVOAAOB37</lei>
        <title>Roche Holding AG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CH0012032048"/>
          <ticker value="ROG"/>
          <other otherDesc="SEDOL" value="7110388"/>
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        <currencyConditional curCd="CHF" exchangeRt="0.94625000"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 10YR ULTRA</title>
        <cusip>000000000</cusip>
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          <ticker value="UXYH3"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG0186GJZ29"/>
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        <curCd>USD</curCd>
        <valUSD>-3640.23000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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                <issuerName>US TREASURY N/B</issuerName>
                <issueTitle>United States Treasury Note/Bond</issueTitle>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3132DWE74</cusip>
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          <isin value="US3132DWE748"/>
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        <balance>140986.51000000</balance>
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        <curCd>USD</curCd>
        <valUSD>140388.08000000</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>2052-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CALPINE CORP</name>
        <lei>43R4VPJBXTU2O15HEF41</lei>
        <title>Calpine Corp</title>
        <cusip>131347CK0</cusip>
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          <isin value="US131347CK09"/>
          <other otherDesc="SEDOL" value="BYZ97P3"/>
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        <balance>60000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>57556.05000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>REPUBLIC OF SOUTH AFRICA</name>
        <lei>378900AAFB4F17004C49</lei>
        <title>Republic of South Africa Government International Bond</title>
        <cusip>836205AX2</cusip>
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          <isin value="US836205AX27"/>
          <other otherDesc="SEDOL" value="BD35XR0"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>305688.00000000</valUSD>
        <pctVal>0.083211803793</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.65000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CAESARS ENTERTAIN INC</name>
        <lei>549300FA4CTCW903Y781</lei>
        <title>Caesars Entertainment Inc</title>
        <cusip>28470RAH5</cusip>
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          <isin value="US28470RAH57"/>
          <other otherDesc="SEDOL" value="BLFBXP0"/>
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        <balance>370000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>366178.83000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CVS HEALTH CORP</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS Health Corp</title>
        <cusip>126650DP2</cusip>
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          <isin value="US126650DP20"/>
          <other otherDesc="SEDOL" value="BKSGRK8"/>
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        <balance>555000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>391403.59000000</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>2040-08-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PETSMART INC/PETSMART FI</name>
        <lei>N/A</lei>
        <title>PetSmart Inc / PetSmart Finance Corp</title>
        <cusip>71677KAB4</cusip>
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          <isin value="US71677KAB44"/>
          <other otherDesc="SEDOL" value="BMTN6F0"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>231558.75000000</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>
          <annualizedRt>7.75000000</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>US Bancorp</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
        <title>US Bancorp</title>
        <cusip>902973304</cusip>
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          <isin value="US9029733048"/>
          <ticker value="USB"/>
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        <balance>38700.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1756593.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT AGRICOLE SA</name>
        <lei>969500TJ5KRTCJQWXH05</lei>
        <title>Credit Agricole SA</title>
        <cusip>225313AN5</cusip>
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          <isin value="US225313AN57"/>
          <other otherDesc="SEDOL" value="BMF9NQ2"/>
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        <balance>275000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>170789.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.81100000</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>Monolithic Power Systems Inc</name>
        <lei>529900TB7O85LSZ1XU31</lei>
        <title>Monolithic Power Systems Inc</title>
        <cusip>609839105</cusip>
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          <isin value="US6098391054"/>
          <ticker value="MPWR"/>
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        <balance>3252.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1242133.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dover Corp</name>
        <lei>549300FMC2ALGA7N9E80</lei>
        <title>Dover Corp</title>
        <cusip>260003108</cusip>
        <identifiers>
          <isin value="US2600031080"/>
          <ticker value="DOV"/>
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        <balance>13817.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1961323.15000000</valUSD>
        <pctVal>0.533894811485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Essex Property Trust Inc</name>
        <lei>549300TR2H2VEFX0NC60</lei>
        <title>Essex Property Trust Inc</title>
        <cusip>297178105</cusip>
        <identifiers>
          <isin value="US2971781057"/>
          <ticker value="ESS"/>
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        <balance>1447.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>318889.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp</title>
        <cusip>06051GJL4</cusip>
        <identifiers>
          <isin value="US06051GJL41"/>
          <other otherDesc="SEDOL" value="BLR8X26"/>
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        <balance>560000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>434348.82000000</valUSD>
        <pctVal>0.118234764818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.92200000</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>VERIZON COMMUNICATIONS</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications Inc</title>
        <cusip>92343VGH1</cusip>
        <identifiers>
          <isin value="US92343VGH15"/>
          <other otherDesc="SEDOL" value="BNGDVX3"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>175152.62000000</valUSD>
        <pctVal>0.047678565888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Microsoft Corp</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>Microsoft Corp</title>
        <cusip>594918104</cusip>
        <identifiers>
          <isin value="US5949181045"/>
          <ticker value="MSFT"/>
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        <balance>28315.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7224289.10000000</valUSD>
        <pctVal>1.966534921672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CCO HLDGS LLC/CAP CORP</name>
        <lei>N/A</lei>
        <title>CCO Holdings LLC / CCO Holdings Capital Corp</title>
        <cusip>1248EPCN1</cusip>
        <identifiers>
          <isin value="US1248EPCN14"/>
          <other otherDesc="SEDOL" value="BMBVFS8"/>
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        <balance>45000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37184.40000000</valUSD>
        <pctVal>0.010122023098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TK ELEVATOR US NEWCO INC</name>
        <lei>549300C2AFWPAYWS5574</lei>
        <title>TK Elevator US Newco Inc</title>
        <cusip>92537RAA7</cusip>
        <identifiers>
          <isin value="US92537RAA77"/>
          <other otherDesc="SEDOL" value="BMC7DR0"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>181799.00000000</valUSD>
        <pctVal>0.049487787279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHEFS' WAREHOUSE THE</name>
        <lei>549300JYEDC8C547E980</lei>
        <title>Chefs' Warehouse Inc/The</title>
        <cusip>163086AB7</cusip>
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          <isin value="US163086AB75"/>
          <other otherDesc="SEDOL" value="BM9GQQ0"/>
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        <balance>1198000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1336369.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>Chefs' Warehouse Inc/The</title>
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                <isin value="US1630861011"/>
                <ticker value="CHEF"/>
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          <currencyInfos>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140XFU74</cusip>
        <identifiers>
          <isin value="US3140XFU740"/>
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        <balance>531646.58000000</balance>
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        <curCd>USD</curCd>
        <valUSD>457464.55000000</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>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>KAMAN CORP</name>
        <lei>5493003YK076OLTEQF95</lei>
        <title>Kaman Corp</title>
        <cusip>483548AF0</cusip>
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          <isin value="US483548AF00"/>
          <other otherDesc="SEDOL" value="BF50X11"/>
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        <balance>826000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>768593.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Kaman Corp</name>
              <title>Kaman Corp</title>
              <curCd>USD</curCd>
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                <isin value="US4835481031"/>
                <ticker value="KAMN"/>
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          <currencyInfos>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NIKE Inc</name>
        <lei>787RXPR0UX0O0XUXPZ81</lei>
        <title>NIKE Inc</title>
        <cusip>654106103</cusip>
        <identifiers>
          <isin value="US6541061031"/>
          <ticker value="NKE"/>
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        <balance>10284.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1128051.96000000</valUSD>
        <pctVal>0.307068770656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3132CWKJ2</cusip>
        <identifiers>
          <isin value="US3132CWKJ26"/>
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        <balance>115752.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108983.58000000</valUSD>
        <pctVal>0.029666589057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>NOVELIS CORP</name>
        <lei>549300G5F3W3B52WYL23</lei>
        <title>Novelis Corp</title>
        <cusip>670001AE6</cusip>
        <identifiers>
          <isin value="US670001AE60"/>
          <other otherDesc="SEDOL" value="BKLPSC1"/>
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        <balance>175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155810.08000000</valUSD>
        <pctVal>0.042413303126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DOMINICAN REPUBLIC</name>
        <lei>254900EHU7Q8FGVPI369</lei>
        <title>Dominican Republic International Bond</title>
        <cusip>25714PEF1</cusip>
        <identifiers>
          <isin value="US25714PEF18"/>
          <other otherDesc="SEDOL" value="BNDPBP4"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>165835.82000000</valUSD>
        <pctVal>0.045142425334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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              <title>Paratek Pharmaceuticals Inc</title>
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        <name>T-MOBILE USA INC</name>
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        <name>Mid-America Apartment Communit</name>
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        <name>NetApp Inc</name>
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        <name>SAP SE</name>
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        <invCountry>DE</invCountry>
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        <name>UNITED RENTALS NORTH AM</name>
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        <name>REPUBLIC OF ARMENIA</name>
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        <name>Freddie Mac</name>
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        <name>Publicis Groupe SA</name>
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        <name>Bank</name>
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        <name>Simon Property Group Inc</name>
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        <title>Cellnex Finance Co SA</title>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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        <name>GRAY TELEVISION INC</name>
        <lei>529900TM5726KDN7UU35</lei>
        <title>Gray Television Inc</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>USA COM PART/USA COM FIN</name>
        <lei>N/A</lei>
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          <isin value="US91740PAC23"/>
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        <balance>20000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-04-01</maturityDt>
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          <annualizedRt>6.87500000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>DISCOVERY COMMUNICATIONS</name>
        <lei>L2Z2MO2EQURH3BREWI15</lei>
        <title>Discovery Communications LLC</title>
        <cusip>25470DBL2</cusip>
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          <isin value="US25470DBL29"/>
          <other otherDesc="SEDOL" value="BP4X032"/>
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        <balance>40000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>25698.74000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group Inc/The</title>
        <cusip>38141GYB4</cusip>
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          <isin value="US38141GYB49"/>
          <other otherDesc="SEDOL" value="BMCPVP8"/>
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        <balance>355000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>287165.93000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.61500000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CALPINE CORP</name>
        <lei>43R4VPJBXTU2O15HEF41</lei>
        <title>Calpine Corp</title>
        <cusip>131347CQ7</cusip>
        <identifiers>
          <isin value="US131347CQ78"/>
          <other otherDesc="SEDOL" value="BN30PL3"/>
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        <balance>185000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160220.49000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ASBURY AUTOMOTIVE GROUP</name>
        <lei>549300JH4DTA7U42GL91</lei>
        <title>Asbury Automotive Group Inc</title>
        <cusip>043436AV6</cusip>
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          <isin value="US043436AV64"/>
          <other otherDesc="SEDOL" value="BMD2QQ4"/>
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        <balance>85000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>72819.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</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>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3132DWFH1</cusip>
        <identifiers>
          <isin value="US3132DWFH16"/>
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        <balance>225852.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>228586.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>American Homes 4 Rent</name>
        <lei>549300ZJUO7A58PNUW40</lei>
        <title>American Homes 4 Rent</title>
        <cusip>02665T306</cusip>
        <identifiers>
          <isin value="US02665T3068"/>
          <ticker value="AMH"/>
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        <balance>4565.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>150964.55000000</valUSD>
        <pctVal>0.041094293902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AmerisourceBergen Corp</name>
        <lei>AI8GXW8LG5WK7E9UD086</lei>
        <title>AmerisourceBergen Corp</title>
        <cusip>03073E105</cusip>
        <identifiers>
          <isin value="US03073E1055"/>
          <ticker value="ABC"/>
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        <balance>10767.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1837819.23000000</valUSD>
        <pctVal>0.500275618194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140K16M3</cusip>
        <identifiers>
          <isin value="US3140K16M33"/>
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        <balance>203739.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>188336.79000000</valUSD>
        <pctVal>0.051267449218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MAF SUKUK LTD</name>
        <lei>549300IS9H0W5N2N4K34</lei>
        <title>MAF Sukuk Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2069310865"/>
          <other otherDesc="SEDOL" value="BKWBF94"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183842.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.93250000</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>NUSTAR LOGISTICS LP</name>
        <lei>N62BF2PKP51FIIOIUN20</lei>
        <title>NuStar Logistics LP</title>
        <cusip>67059TAE5</cusip>
        <identifiers>
          <isin value="US67059TAE55"/>
          <other otherDesc="SEDOL" value="BF0L7Z1"/>
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        <balance>163000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>153544.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>REPUBLIC OF PARAGUAY</name>
        <lei>529900UXKJTJPCU0HK83</lei>
        <title>Paraguay Government International Bond</title>
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          <isin value="US699149AJ91"/>
          <other otherDesc="SEDOL" value="BLF0C94"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>386500.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.95000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140KYPB4</cusip>
        <identifiers>
          <isin value="US3140KYPB43"/>
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        <balance>20133.62000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16824.85000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3132DWE82</cusip>
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          <isin value="US3132DWE821"/>
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        <balance>269759.76000000</balance>
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        <curCd>USD</curCd>
        <valUSD>273105.46000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140Q9T29</cusip>
        <identifiers>
          <isin value="US3140Q9T296"/>
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        <balance>3874.20000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3725.52000000</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>4.00000000</annualizedRt>
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        <name>SENSATA TECHNOLOGIES BV</name>
        <lei>PUCKW5P5O3XMOZVH7T53</lei>
        <title>Sensata Technologies BV</title>
        <cusip>81725WAK9</cusip>
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          <other otherDesc="SEDOL" value="BNKFMN2"/>
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        <curCd>USD</curCd>
        <valUSD>174324.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>APPALACHIAN POWER CO</name>
        <lei>3SCHO1ABYYIG382BEI70</lei>
        <title>Appalachian Power Co</title>
        <cusip>037735DA2</cusip>
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          <isin value="US037735DA25"/>
          <other otherDesc="SEDOL" value="BNRNRF6"/>
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        <balance>175000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>164441.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VICI PROPERTIES / NOTE</name>
        <lei>N/A</lei>
        <title>VICI Properties LP / VICI Note Co Inc</title>
        <cusip>92564RAJ4</cusip>
        <identifiers>
          <isin value="US92564RAJ41"/>
          <other otherDesc="SEDOL" value="BMGMNJ3"/>
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        <balance>120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116433.85000000</valUSD>
        <pctVal>0.031694638589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REPAY HOLDINGS</name>
        <lei>N/A</lei>
        <title>Repay Holdings Corp</title>
        <cusip>76029LAA8</cusip>
        <identifiers>
          <isin value="US76029LAA89"/>
          <other otherDesc="SEDOL" value="BMVHKC5"/>
        </identifiers>
        <balance>1414000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1054278.40000000</valUSD>
        <pctVal>0.286986755660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Repay Holdings Corp</name>
              <title>Repay Holdings Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="76029L100"/>
                <isin value="US76029L1008"/>
                <ticker value="RPAY"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="29.76190000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WOLFSPEED INC</name>
        <lei>549300OGU88P3AW3TO93</lei>
        <title>Wolfspeed Inc</title>
        <cusip>977852AA0</cusip>
        <identifiers>
          <isin value="US977852AA06"/>
          <other otherDesc="SEDOL" value="BPVD2W8"/>
        </identifiers>
        <balance>385000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>372487.50000000</valUSD>
        <pctVal>0.101395399117</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Wolfspeed Inc</name>
              <title>Wolfspeed Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="977852102"/>
                <isin value="US9778521024"/>
                <ticker value="WOLF"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="7.86020000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SEASPAN CORP</name>
        <lei>5493007Z8Q1H45KT7W98</lei>
        <title>Seaspan Corp</title>
        <cusip>81254UAK2</cusip>
        <identifiers>
          <isin value="US81254UAK25"/>
          <other otherDesc="SEDOL" value="BMZ6F67"/>
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        <balance>165000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127323.90000000</valUSD>
        <pctVal>0.034659035961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140QQLR4</cusip>
        <identifiers>
          <isin value="US3140QQLR43"/>
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        <balance>93456.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93666.64000000</valUSD>
        <pctVal>0.025497141103</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American International Group I</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
        <title>American International Group Inc</title>
        <cusip>026874784</cusip>
        <identifiers>
          <isin value="US0268747849"/>
          <ticker value="AIG"/>
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        <balance>33600.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2120496.00000000</valUSD>
        <pctVal>0.577223499439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CD Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CD 2019-CD8 Mortgage Trust</title>
        <cusip>12515BAE8</cusip>
        <identifiers>
          <isin value="US12515BAE83"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215984.15000000</valUSD>
        <pctVal>0.058793379891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.91200000</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>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418EJ84</cusip>
        <identifiers>
          <isin value="US31418EJ844"/>
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        <balance>304510.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>308287.08000000</valUSD>
        <pctVal>0.083919303384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3133KYU64</cusip>
        <identifiers>
          <isin value="US3133KYU644"/>
        </identifiers>
        <balance>45713.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39399.85000000</valUSD>
        <pctVal>0.010725094173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATHENE GLOBAL FUNDING</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>Athene Global Funding</title>
        <cusip>04685A2W0</cusip>
        <identifiers>
          <isin value="US04685A2W05"/>
          <other otherDesc="SEDOL" value="BMD68H1"/>
        </identifiers>
        <balance>90000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84211.74000000</valUSD>
        <pctVal>0.022923408135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418D2S0</cusip>
        <identifiers>
          <isin value="US31418D2S08"/>
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        <balance>240437.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>222906.30000000</valUSD>
        <pctVal>0.060677669061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Life Storage Inc</name>
        <lei>W9EE01AFDDF9DQCQZC68</lei>
        <title>Life Storage Inc</title>
        <cusip>53223X107</cusip>
        <identifiers>
          <isin value="US53223X1072"/>
          <ticker value="LSI"/>
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        <balance>2635.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>283236.15000000</valUSD>
        <pctVal>0.077100150941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae I Pool</title>
        <cusip>3622ABDD1</cusip>
        <identifiers>
          <isin value="US3622ABDD17"/>
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        <balance>52868.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48095.55000000</valUSD>
        <pctVal>0.013092164134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CNX MIDSTREAM PART LP</name>
        <lei>N/A</lei>
        <title>CNX Midstream Partners LP</title>
        <cusip>12654AAA9</cusip>
        <identifiers>
          <isin value="US12654AAA97"/>
          <other otherDesc="SEDOL" value="BPBJK33"/>
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        <balance>65000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54286.60000000</valUSD>
        <pctVal>0.014777439440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Prudential Financial Inc</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>Prudential Financial Inc</title>
        <cusip>744320102</cusip>
        <identifiers>
          <isin value="US7443201022"/>
          <ticker value="PRU"/>
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        <balance>15841.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1711303.23000000</valUSD>
        <pctVal>0.465836501942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IRON MOUNTAIN INC</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>Iron Mountain Inc</title>
        <cusip>46284VAN1</cusip>
        <identifiers>
          <isin value="US46284VAN10"/>
          <other otherDesc="SEDOL" value="BMG1HP4"/>
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        <balance>320000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>268336.00000000</valUSD>
        <pctVal>0.073044158039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIPT 07-B JPM CLASS B</name>
        <lei>N/A</lei>
        <title>Fixed Income Pass-Through Trust 2007-C</title>
        <cusip>33832QAC1</cusip>
        <identifiers>
          <isin value="US33832QAC15"/>
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        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1300.00000000</valUSD>
        <pctVal>0.000353875012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2087-01-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>Toyota Auto Loan Extended Note</name>
        <lei>549300VJ12IVOF78MZ11</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MILEAGE PLUS HLDINGS LLC</name>
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          <isin value="US599191AA16"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NOTA DO TESOURO NACIONAL</name>
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          <isin value="BRSTNCNTF212"/>
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        <balance>1000000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALLISON TRANSMISSION INC</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
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          <isin value="US3132ADXY92"/>
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        <balance>92061.39000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-01-01</maturityDt>
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          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Independence Realty Trust Inc</name>
        <lei>549300Z3L8NU44NQEB29</lei>
        <title>Independence Realty Trust Inc</title>
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          <isin value="US45378A1060"/>
          <ticker value="IRT"/>
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        <balance>6667.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>DANIMER SCIENTIFIC INC</name>
        <lei>549300L6Q02MAX72BH35</lei>
        <title>Danimer Scientific Inc</title>
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        <balance>194000.00000000</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>2026-12-15</maturityDt>
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              <title>Danimer Scientific Inc</title>
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                <ticker value="DNMR"/>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140XCM54</cusip>
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        <balance>71344.83000000</balance>
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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>3.00000000</annualizedRt>
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        <name>DUKE ENERGY CAROLINAS</name>
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        <title>Duke Energy Carolinas LLC</title>
        <cusip>26442CAX2</cusip>
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          <isin value="US26442CAX20"/>
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        <balance>225000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>216909.07000000</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>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>IONIS PHARMACEUTICALS IN</name>
        <lei>549300SI4ZGLG0BLUZ92</lei>
        <title>Ionis Pharmaceuticals Inc</title>
        <cusip>462222AB6</cusip>
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          <other otherDesc="SEDOL" value="BLD8ZF7"/>
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        <balance>782000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>713954.35000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>0.12500000</annualizedRt>
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              <title>Ionis Pharmaceuticals Inc</title>
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                <ticker value="IONS"/>
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        <name>US TREASURY N/B</name>
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        <title>United States Treasury Note/Bond</title>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>TRANSDIGM INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TransDigm Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Danone SA</name>
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        <title>Danone SA</title>
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          <ticker value="BN"/>
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        <invCountry>FR</invCountry>
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        <name>DISH DBS CORP</name>
        <lei>N/A</lei>
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        <balance>125000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Phillips Edison &amp; Co Inc</name>
        <lei>549300JPN4YHYPXTJQ85</lei>
        <title>Phillips Edison &amp; Co Inc</title>
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          <ticker value="PECO"/>
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        <fairValLevel>1</fairValLevel>
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        <name>NFP CORP</name>
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        <balance>55000.00000000</balance>
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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>
          <annualizedRt>7.50000000</annualizedRt>
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        <name>FRONTIER COMMUNICATIONS</name>
        <lei>N/A</lei>
        <title>Frontier Communications Holdings LLC</title>
        <cusip>35906ABE7</cusip>
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          <other otherDesc="SEDOL" value="BMHL2W5"/>
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        <balance>253000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>241058.40000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>OFFICE CHERIFIEN DES PHO</name>
        <lei>213800D26TAPVTCVWG40</lei>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>164444.80000000</valUSD>
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        <invCountry>MA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AUTONATION INC</name>
        <lei>N/A</lei>
        <title>AutoNation Inc</title>
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          <isin value="US05329WAR34"/>
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        <balance>210000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>168019.26000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-01</maturityDt>
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          <annualizedRt>1.95000000</annualizedRt>
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      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co</title>
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          <isin value="US9497468044"/>
          <ticker value="WFC"/>
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        <balance>305.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>362992.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Otis Worldwide Corp</name>
        <lei>549300ZLBKR8VSU25153</lei>
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          <isin value="US68902V1070"/>
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        <balance>2347.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BERKSHIRE HATHAWAY ENERG</name>
        <lei>549300JD0S5IZJE9LY15</lei>
        <title>Berkshire Hathaway Energy Co</title>
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          <isin value="US084659BC45"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-05-15</maturityDt>
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      <invstOrSec>
        <name>REPUBLIC OF ALBANIA</name>
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        <title>Albania Government International Bond</title>
        <cusip>000000000</cusip>
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          <isin value="XS2406936075"/>
          <other otherDesc="SEDOL" value="BN6SFY7"/>
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        <balance>149000.00000000</balance>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>AL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-11-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>T-MOBILE USA INC</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-Mobile USA Inc</title>
        <cusip>87264ABW4</cusip>
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          <isin value="US87264ABW45"/>
          <other otherDesc="SEDOL" value="BMW23T7"/>
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        <balance>68000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>59333.45000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JEFFERIES FIN GROUP INC</name>
        <lei>549300HOF34RGOJ5YL07</lei>
        <title>Jefferies Financial Group Inc</title>
        <cusip>47233JBH0</cusip>
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          <isin value="US47233JBH05"/>
          <other otherDesc="SEDOL" value="BD1DDP4"/>
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        <balance>170000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>151423.95000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-23</maturityDt>
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          <annualizedRt>4.15000000</annualizedRt>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp</title>
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          <isin value="US06051GKC23"/>
          <other otherDesc="SEDOL" value="BN4J4R8"/>
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        <balance>140000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>106112.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.48200000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Seven &amp; i Holdings Co Ltd</name>
        <lei>52990037G8JRM3TWGY86</lei>
        <title>Seven &amp; i Holdings Co Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3422950000"/>
          <ticker value="3382"/>
          <other otherDesc="SEDOL" value="B0FS5D6"/>
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        <balance>5300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="138.09000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHART INDUSTRIES INC</name>
        <lei>EM7QGKC1GYOF3LSZSL80</lei>
        <title>Chart Industries Inc</title>
        <cusip>16115QAD2</cusip>
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          <isin value="US16115QAD25"/>
          <other otherDesc="SEDOL" value="BYWSW70"/>
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        <balance>331000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>813763.50000000</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>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
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              <title>Chart Industries Inc</title>
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                <isin value="US16115Q3083"/>
                <ticker value="GTLS"/>
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          <currencyInfos>
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      <invstOrSec>
        <name>STATE STREET CORP</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>State Street Corp</title>
        <cusip>857477AN3</cusip>
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          <isin value="US857477AN34"/>
          <other otherDesc="SEDOL" value="BTGQBS9"/>
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        <balance>130000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>127117.04000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>LIBERTY LATIN AMERICA</name>
        <lei>213800YWQHEAX7CAVO83</lei>
        <title>Liberty Latin America Ltd</title>
        <cusip>53069QAB5</cusip>
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          <isin value="US53069QAB59"/>
          <other otherDesc="SEDOL" value="BMVV481"/>
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        <balance>373000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>332203.13000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
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          <dbtSecRefInstruments>
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              <title>Liberty Latin America Ltd</title>
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                <isin value="BMG9001E1286"/>
                <ticker value="LILAK"/>
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          <currencyInfos>
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      <invstOrSec>
        <name>MIDCAP FINANCIAL ISSR TR</name>
        <lei>N/A</lei>
        <title>Midcap Financial Issuer Trust</title>
        <cusip>59567LAA2</cusip>
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          <isin value="US59567LAA26"/>
          <other otherDesc="SEDOL" value="BMBV4H0"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>174747.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>STATE STREET CORP</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>State Street Corp</title>
        <cusip>857477AL7</cusip>
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          <isin value="US857477AL77"/>
          <other otherDesc="SEDOL" value="B96WF41"/>
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        <balance>10000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9921.60000000</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>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANCO NACIONAL DE PANAMA</name>
        <lei>529900H2Q7WMDKKIW109</lei>
        <title>Banco Nacional de Panama</title>
        <cusip>059626AC5</cusip>
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          <isin value="US059626AC55"/>
          <other otherDesc="SEDOL" value="BMF3TD3"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>154900.00000000</valUSD>
        <pctVal>0.042165568840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cousins Properties Inc</name>
        <lei>5493007XPYD5EJABN062</lei>
        <title>Cousins Properties Inc</title>
        <cusip>222795502</cusip>
        <identifiers>
          <isin value="US2227955026"/>
          <ticker value="CUZ"/>
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        <balance>5884.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>155219.92000000</valUSD>
        <pctVal>0.042252654758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREEPORT-MCMORAN INC</name>
        <lei>549300IRDTHJQ1PVET45</lei>
        <title>Freeport-McMoRan Inc</title>
        <cusip>35671DBC8</cusip>
        <identifiers>
          <isin value="US35671DBC83"/>
          <other otherDesc="SEDOL" value="BFPC4S1"/>
        </identifiers>
        <balance>230000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206499.75000000</valUSD>
        <pctVal>0.056211616682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.45000000</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>Fidelity National Information</name>
        <lei>6WQI0GK1PRFVBA061U48</lei>
        <title>Fidelity National Information Services Inc</title>
        <cusip>31620M106</cusip>
        <identifiers>
          <isin value="US31620M1062"/>
          <ticker value="FIS"/>
        </identifiers>
        <balance>19263.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1398108.54000000</valUSD>
        <pctVal>0.380581290441</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NESCO HOLDINGS II INC</name>
        <lei>254900FAHT0HW9T6L409</lei>
        <title>NESCO Holdings II Inc</title>
        <cusip>64083YAA9</cusip>
        <identifiers>
          <isin value="US64083YAA91"/>
          <other otherDesc="SEDOL" value="BLNB084"/>
        </identifiers>
        <balance>105000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92501.33000000</valUSD>
        <pctVal>0.025179930264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>Amadeus IT Group SA</name>
        <lei>9598004A3FTY3TEHHN09</lei>
        <title>Amadeus IT Group SA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ES0109067019"/>
          <ticker value="AMS"/>
          <other otherDesc="SEDOL" value="B3MSM28"/>
        </identifiers>
        <balance>15900.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.96098404"/>
        <valUSD>859673.47000000</valUSD>
        <pctVal>0.234013046348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lockheed Martin Corp</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>Lockheed Martin Corp</title>
        <cusip>539830109</cusip>
        <identifiers>
          <isin value="US5398301094"/>
          <ticker value="LMT"/>
        </identifiers>
        <balance>1083.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>525460.77000000</valUSD>
        <pctVal>0.143036489801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NFP CORP</name>
        <lei>VO2L9FZNXDJNQNEYH039</lei>
        <title>NFP Corp</title>
        <cusip>65342RAD2</cusip>
        <identifiers>
          <isin value="US65342RAD26"/>
          <other otherDesc="SEDOL" value="BLD6JG0"/>
        </identifiers>
        <balance>120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101664.60000000</valUSD>
        <pctVal>0.027674278178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</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>ATMOS ENERGY CORP</name>
        <lei>QVLWEGTD2S8GJMO8D383</lei>
        <title>Atmos Energy Corp</title>
        <cusip>049560AW5</cusip>
        <identifiers>
          <isin value="US049560AW50"/>
          <other otherDesc="SEDOL" value="BP6SYL1"/>
        </identifiers>
        <balance>95000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62732.58000000</valUSD>
        <pctVal>0.017076532734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85000000</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>SIRIUS XM RADIO INC</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>Sirius XM Radio Inc</title>
        <cusip>82967NBJ6</cusip>
        <identifiers>
          <isin value="US82967NBJ63"/>
          <other otherDesc="SEDOL" value="BMBJVY0"/>
        </identifiers>
        <balance>315000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>278718.30000000</valUSD>
        <pctVal>0.075870339997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>City Office REIT Inc</name>
        <lei>5493003J7157VP25NL57</lei>
        <title>City Office REIT Inc</title>
        <cusip>178587101</cusip>
        <identifiers>
          <isin value="US1785871013"/>
          <ticker value="CIO"/>
        </identifiers>
        <balance>888.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8782.32000000</valUSD>
        <pctVal>0.002390648925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CMG MEDIA CORPORATION</name>
        <lei>N/A</lei>
        <title>CMG Media Corp</title>
        <cusip>88146LAA1</cusip>
        <identifiers>
          <isin value="US88146LAA17"/>
          <other otherDesc="SEDOL" value="BK7CY84"/>
        </identifiers>
        <balance>180000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>137138.40000000</valUSD>
        <pctVal>0.037330656202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.87500000</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>LXP Industrial Trust</name>
        <lei>549300S4MH2ICXDBFV43</lei>
        <title>LXP Industrial Trust</title>
        <cusip>529043101</cusip>
        <identifiers>
          <isin value="US5290431015"/>
          <ticker value="LXP"/>
        </identifiers>
        <balance>9364.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100756.64000000</valUSD>
        <pctVal>0.027427120981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac</title>
        <cusip>01F0606C4</cusip>
        <identifiers>
          <isin value="US01F0606C40"/>
        </identifiers>
        <balance>415000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>424302.68000000</valUSD>
        <pctVal>0.115500089493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418EHF0</cusip>
        <identifiers>
          <isin value="US31418EHF07"/>
        </identifiers>
        <balance>246930.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>236320.24000000</valUSD>
        <pctVal>0.064329098437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Financial Square Government Fund</name>
        <lei>549300BRJMXN4GUWZ402</lei>
        <title>Goldman Sachs Financial Square Government Fund</title>
        <cusip>38141W273</cusip>
        <identifiers>
          <isin value="US38141W2733"/>
          <ticker value="FGTXX"/>
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        <balance>1975344.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1975344.00000000</valUSD>
        <pctVal>0.537711448773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140JAP77</cusip>
        <identifiers>
          <isin value="US3140JAP773"/>
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        <balance>336119.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>335672.02000000</valUSD>
        <pctVal>0.091373800303</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140QPCL9</cusip>
        <identifiers>
          <isin value="US3140QPCL90"/>
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        <balance>152732.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139873.06000000</valUSD>
        <pctVal>0.038075062235</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DEVELOPMENT BANK OF KAZA</name>
        <lei>213800LCDPGJ1BI7KX98</lei>
        <title>Development Bank of Kazakhstan JSC</title>
        <cusip>25159XAC7</cusip>
        <identifiers>
          <isin value="US25159XAC74"/>
          <other otherDesc="SEDOL" value="BN29VJ1"/>
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        <balance>100000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="KZT" exchangeRt="468.96500000"/>
        <valUSD>171797.03000000</valUSD>
        <pctVal>0.046765135539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.95000000</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>NVIDIA Corp</name>
        <lei>549300S4KLFTLO7GSQ80</lei>
        <title>NVIDIA Corp</title>
        <cusip>67066G104</cusip>
        <identifiers>
          <isin value="US67066G1040"/>
          <ticker value="NVDA"/>
        </identifiers>
        <balance>12272.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2076790.56000000</valUSD>
        <pctVal>0.565326373945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140QBCC0</cusip>
        <identifiers>
          <isin value="US3140QBCC06"/>
        </identifiers>
        <balance>7230.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6993.56000000</valUSD>
        <pctVal>0.001903727796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM COR</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Tesla Inc</name>
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          <ticker value="TSLA"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140QPAD9</cusip>
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        <balance>140744.14000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>PNC FINANCIAL SERVICES</name>
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          <isin value="US693475AX33"/>
          <other otherDesc="SEDOL" value="BJX5W42"/>
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        <balance>180000.00000000</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>2026-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Orange SA</name>
        <lei>969500MCOONR8990S771</lei>
        <title>Orange SA</title>
        <cusip>000000000</cusip>
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          <isin value="FR0000133308"/>
          <ticker value="ORA"/>
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        <balance>26290.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.96098404"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NEXTERA ENERGY CAPITAL</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NextEra Energy Capital Holdings Inc</title>
        <cusip>65339KCA6</cusip>
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          <isin value="US65339KCA60"/>
          <other otherDesc="SEDOL" value="BMV7VW2"/>
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        <balance>270000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>185744.21000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>ATMOS ENERGY CORP</name>
        <lei>QVLWEGTD2S8GJMO8D383</lei>
        <title>Atmos Energy Corp</title>
        <cusip>049560AY1</cusip>
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          <isin value="US049560AY17"/>
          <other otherDesc="SEDOL" value="BNDXTC1"/>
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        <balance>170000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>181648.03000000</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>2052-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140J5E54</cusip>
        <identifiers>
          <isin value="US3140J5E543"/>
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        <balance>7467.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7255.13000000</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>2047-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3132DNVR1</cusip>
        <identifiers>
          <isin value="US3132DNVR15"/>
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        <balance>347072.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>329493.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>ALTICE FRANCE HOLDING SA</name>
        <lei>5299000JVHXKJPOE6H40</lei>
        <title>Altice France Holding SA</title>
        <cusip>02156TAA2</cusip>
        <identifiers>
          <isin value="US02156TAA25"/>
          <other otherDesc="SEDOL" value="BJP8GP8"/>
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        <balance>310000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>208455.01000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>91282CFP1</cusip>
        <identifiers>
          <isin value="US91282CFP14"/>
          <other otherDesc="SEDOL" value="BPTH5G7"/>
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        <balance>3235000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3247131.25000000</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>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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        <name>IVANHOE MINES LTD</name>
        <lei>5299006XZISURYIA4G32</lei>
        <title>Ivanhoe Mines Ltd</title>
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          <isin value="US46579RAA23"/>
          <other otherDesc="SEDOL" value="BNNLXL2"/>
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        <balance>393000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>533095.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>Ivanhoe Mines Ltd</title>
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                <ticker value="IVN"/>
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        <name>CHARTER COMM OPT LLC/CAP</name>
        <lei>N/A</lei>
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          <isin value="US161175CC60"/>
          <other otherDesc="SEDOL" value="BMBP1C6"/>
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        <balance>40000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>27339.73000000</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>4.40000000</annualizedRt>
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      <invstOrSec>
        <name>Ross Stores Inc</name>
        <lei>549300ENZFLPGRDFZQ60</lei>
        <title>Ross Stores Inc</title>
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          <isin value="US7782961038"/>
          <ticker value="ROST"/>
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        <balance>14158.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1665971.86000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140X6TD3</cusip>
        <identifiers>
          <isin value="US3140X6TD30"/>
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        <balance>140095.61000000</balance>
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        <curCd>USD</curCd>
        <valUSD>140449.97000000</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>4.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HILCORP ENERGY I/HILCORP</name>
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        <title>Hilcorp Energy I LP / Hilcorp Finance Co</title>
        <cusip>431318AY0</cusip>
        <identifiers>
          <isin value="US431318AY04"/>
          <other otherDesc="SEDOL" value="BQ68QK1"/>
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        <balance>145000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>133508.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Diamond Infrastructure Funding</name>
        <lei>N/A</lei>
        <title>Diamond Infrastructure Funding LLC</title>
        <cusip>25265LAA8</cusip>
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          <isin value="US25265LAA89"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82161.30000000</valUSD>
        <pctVal>0.022365254687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SCIENTIFIC GAMES INTERNA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DEUTSCHE BANK NY</name>
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        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EPR Properties</name>
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        <fairValLevel>1</fairValLevel>
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        <name>STORE Capital Corp</name>
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        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SUMMIT HOTEL PROPERTIES</name>
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        <fairValLevel>2</fairValLevel>
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            <dbtSecRefInstrument>
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              <title>Summit Hotel Properties Inc</title>
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        <name>Fannie Mae</name>
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        <name>Fidelity Government Portfolio</name>
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          <isin value="US3161751082"/>
          <ticker value="FIGXX"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Unilever PLC</name>
        <lei>549300MKFYEKVRWML317</lei>
        <title>Unilever PLC</title>
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          <ticker value="ULVR"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>HN</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418CYN8</cusip>
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        <name>Invesco Ltd</name>
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        <name>Cisco Systems Inc</name>
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        <title>Cisco Systems Inc</title>
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        <fairValLevel>1</fairValLevel>
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        <name>BANK OF AMERICA CORP</name>
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      <invstOrSec>
        <name>Securitas AB</name>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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        <title>Colombia Government International Bond</title>
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        <invCountry>CO</invCountry>
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        <name>SHERWIN-WILLIAMS CO</name>
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        <name>SOUTHERN CAL EDISON</name>
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        <title>Southern California Edison Co</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>SOUTHWESTERN ENERGY CO</name>
        <lei>EFWMP121W54QV9MGOP87</lei>
        <title>Southwestern Energy Co</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
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      <invstOrSec>
        <name>ASCENT RESOURCES/ARU FIN</name>
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        <fairValLevel>2</fairValLevel>
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        <name>LYONDELLBASELL ADVANCED</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Bank</name>
        <lei>N/A</lei>
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          <maturityDt>2062-09-15</maturityDt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418A7B8</cusip>
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          <isin value="US31418A7B81"/>
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        <balance>42249.13000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Sturm Ruger &amp; Co Inc</name>
        <lei>529900DV1BWFJSHFO847</lei>
        <title>Sturm Ruger &amp; Co Inc</title>
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          <isin value="US8641591081"/>
          <ticker value="RGR"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912810TJ7</cusip>
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          <isin value="US912810TJ79"/>
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        <balance>700000.00000000</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>
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          <maturityDt>2052-08-15</maturityDt>
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          <annualizedRt>3.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>9128282D1</cusip>
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          <isin value="US9128282D10"/>
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        <balance>8000000.00000000</balance>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-08-31</maturityDt>
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      <invstOrSec>
        <name>LEVI STRAUSS &amp; CO</name>
        <lei>MB0UERO0RDFKU8258G77</lei>
        <title>Levi Strauss &amp; Co</title>
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          <isin value="US52736RBJ05"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-03-01</maturityDt>
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          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fidelity National Financial In</name>
        <lei>549300CAZYIH39SYQ287</lei>
        <title>Fidelity National Financial Inc</title>
        <cusip>31620R303</cusip>
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          <isin value="US31620R3030"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>VISTRA CORP</name>
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        <title>Vistra Corp</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>N/A</maturityDt>
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        <name>Johnson &amp; Johnson</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>Johnson &amp; Johnson</title>
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          <isin value="US4781601046"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>REPUBLIC OF PERU</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>Peruvian Government International Bond</title>
        <cusip>715638DE9</cusip>
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          <isin value="US715638DE95"/>
          <other otherDesc="SEDOL" value="BMGFFS5"/>
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        <balance>200000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Medical Properties Trust Inc</name>
        <lei>254900U6E39J1MQCCY14</lei>
        <title>Medical Properties Trust Inc</title>
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          <ticker value="MPW"/>
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        <name>GENESIS ENERGY LP/FIN</name>
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        <name>AUTODESK INC</name>
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        <title>Autodesk Inc</title>
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        <name>NEVADA POWER CO</name>
        <lei>MJZFGXRJ52U8U4MKJ519</lei>
        <title>Nevada Power Co</title>
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        <name>NEWMONT CORP</name>
        <lei>549300VSP3RIX7FGDZ51</lei>
        <title>Newmont Corp</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CSC HOLDINGS LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC Holdings LLC</title>
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          <isin value="US126307AH04"/>
          <other otherDesc="SEDOL" value="BYMW5J5"/>
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        <balance>5000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4824.05000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3133KMJG1</cusip>
        <identifiers>
          <isin value="US3133KMJG15"/>
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        <balance>741111.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>660656.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>Vanguard FTSE Developed Markets ETF</name>
        <lei>N/A</lei>
        <title>Vanguard FTSE Developed Markets ETF</title>
        <cusip>921943858</cusip>
        <identifiers>
          <isin value="US9219438580"/>
          <ticker value="VEA"/>
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        <balance>810.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35162.10000000</valUSD>
        <pctVal>0.009571529684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kao Corp</name>
        <lei>353800HM38HFCB8RGL63</lei>
        <title>Kao Corp</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3205800000"/>
          <ticker value="4452"/>
          <other otherDesc="SEDOL" value="6483809"/>
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        <balance>14300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="138.09000000"/>
        <valUSD>572321.67000000</valUSD>
        <pctVal>0.155792567947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DAVITA INC</name>
        <lei>M2XHYMU3TZNEZURC6H66</lei>
        <title>DaVita Inc</title>
        <cusip>23918KAS7</cusip>
        <identifiers>
          <isin value="US23918KAS78"/>
          <other otherDesc="SEDOL" value="BMW7NB4"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121647.75000000</valUSD>
        <pctVal>0.033113922381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</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>JPMorgan Chase Bank, National Association</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>MXN/USD FORWARD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="H0G107USJIF5F64L-28"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2274.01000000</valUSD>
        <pctVal>-0.00061901178</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            <amtCurSold>-3308777.60000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>167225.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-02-03</settlementDt>
            <unrealizedAppr>-2274.01000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR CREDIT CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>Ford Motor Credit Co LLC</title>
        <cusip>345397B51</cusip>
        <identifiers>
          <isin value="US345397B512"/>
          <other otherDesc="SEDOL" value="BMT9FQ2"/>
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        <balance>260000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>217494.19000000</valUSD>
        <pctVal>0.059204430218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PG&amp;E CORP</name>
        <lei>8YQ2GSDWYZXO2EDN3511</lei>
        <title>PG&amp;E Corp</title>
        <cusip>69331CAJ7</cusip>
        <identifiers>
          <isin value="US69331CAJ71"/>
          <other otherDesc="SEDOL" value="BLCC408"/>
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        <balance>95000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86174.50000000</valUSD>
        <pctVal>0.023457694073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac</title>
        <cusip>01F0526C1</cusip>
        <identifiers>
          <isin value="US01F0526C13"/>
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        <balance>126000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127430.38000000</valUSD>
        <pctVal>0.034688021047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNIVAR SOLUTIONS USA INC</name>
        <lei>5493008FTB9VZW6CVA82</lei>
        <title>Univar Solutions USA Inc/Washington</title>
        <cusip>91337CAA4</cusip>
        <identifiers>
          <isin value="US91337CAA45"/>
          <other otherDesc="SEDOL" value="BL0MJC7"/>
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        <balance>135000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130073.18000000</valUSD>
        <pctVal>0.035407421727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140KVBU3</cusip>
        <identifiers>
          <isin value="US3140KVBU31"/>
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        <balance>22179.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18432.08000000</valUSD>
        <pctVal>0.005017425036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Amazon.com Inc</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>Amazon.com Inc</title>
        <cusip>023135106</cusip>
        <identifiers>
          <isin value="US0231351067"/>
          <ticker value="AMZN"/>
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        <balance>3759.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>362893.86000000</valUSD>
        <pctVal>0.098783899518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>2020 MANDATORY EXCHANGE</name>
        <lei>N/A</lei>
        <title>2020 Mandatory Exchangeable Trust</title>
        <cusip>901376202</cusip>
        <identifiers>
          <isin value="US9013762029"/>
          <ticker value="MANDEX"/>
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        <balance>484.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>492707.16000000</valUSD>
        <pctVal>0.134120578909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Public Storage</name>
        <lei>549300LMZF40TKJ6DM64</lei>
        <title>Public Storage</title>
        <cusip>74460D109</cusip>
        <identifiers>
          <isin value="US74460D1090"/>
          <ticker value="PSA"/>
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        <balance>2455.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>731491.80000000</valUSD>
        <pctVal>0.199120515486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NXP BV/NXP FDG/NXP USA</name>
        <lei>N/A</lei>
        <title>NXP BV / NXP Funding LLC / NXP USA Inc</title>
        <cusip>62954HAU2</cusip>
        <identifiers>
          <isin value="US62954HAU23"/>
          <other otherDesc="SEDOL" value="BPH0DN1"/>
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        <balance>60000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43013.21000000</valUSD>
        <pctVal>0.011708692493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418ECA6</cusip>
        <identifiers>
          <isin value="US31418ECA64"/>
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        <balance>124240.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110037.67000000</valUSD>
        <pctVal>0.029953524528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CUBESMART LP</name>
        <lei>549300MPHKO3I3FJRA97</lei>
        <title>CubeSmart LP</title>
        <cusip>22966RAF3</cusip>
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          <isin value="US22966RAF38"/>
          <other otherDesc="SEDOL" value="BKTRSK7"/>
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        <balance>140000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117816.59000000</valUSD>
        <pctVal>0.032071036385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOUTHWESTERN ENERGY CO</name>
        <lei>EFWMP121W54QV9MGOP87</lei>
        <title>Southwestern Energy Co</title>
        <cusip>845467AR0</cusip>
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          <isin value="US845467AR03"/>
          <other otherDesc="SEDOL" value="BPGBGP8"/>
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        <balance>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18900.00000000</valUSD>
        <pctVal>0.005144798263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEXTERA ENERGY PARTNERS</name>
        <lei>5493008F4ZOQFNG3WN54</lei>
        <title>NextEra Energy Partners LP</title>
        <cusip>65341BAD8</cusip>
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          <isin value="US65341BAD82"/>
          <other otherDesc="SEDOL" value="BN7JCF9"/>
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        <balance>364000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400946.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>NextEra Energy Partners LP</name>
              <title>NextEra Energy Partners LP</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="65341B106"/>
                <isin value="US65341B1061"/>
                <ticker value="NEP"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="13.27480000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SPIRIT AIRLINES INC</name>
        <lei>549300DCAFIXFNFR3304</lei>
        <title>Spirit Airlines Inc</title>
        <cusip>848577AB8</cusip>
        <identifiers>
          <isin value="US848577AB85"/>
          <other otherDesc="SEDOL" value="BMWPVP8"/>
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        <balance>1418000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1172686.00000000</valUSD>
        <pctVal>0.319218671793</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Spirit Airlines Inc</name>
              <title>Spirit Airlines Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="848577102"/>
                <isin value="US8485771021"/>
                <ticker value="SAVE"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="20.37910000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHARTER COMM OPT LLC/CAP</name>
        <lei>N/A</lei>
        <title>Charter Communications Operating LLC / Charter Communications Operating Capital</title>
        <cusip>161175BY9</cusip>
        <identifiers>
          <isin value="US161175BY99"/>
          <other otherDesc="SEDOL" value="BMDX2F8"/>
        </identifiers>
        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92694.87000000</valUSD>
        <pctVal>0.025232614087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</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>Essential Properties Realty Tr</name>
        <lei>2549009LXQLVYCGLZO50</lei>
        <title>Essential Properties Realty Trust Inc</title>
        <cusip>29670E107</cusip>
        <identifiers>
          <isin value="US29670E1073"/>
          <ticker value="EPRT"/>
        </identifiers>
        <balance>6028.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>139909.88000000</valUSD>
        <pctVal>0.038085085064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Commercial Mortgag</name>
        <lei>N/A</lei>
        <title>Wells Fargo Commercial Mortgage Trust 2019-C54</title>
        <cusip>95001YAE4</cusip>
        <identifiers>
          <isin value="US95001YAE41"/>
        </identifiers>
        <balance>375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>328172.70000000</valUSD>
        <pctVal>0.089332398794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.14600000</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>Outfront Media Inc</name>
        <lei>549300RZWDYU5722I639</lei>
        <title>Outfront Media Inc</title>
        <cusip>69007J106</cusip>
        <identifiers>
          <isin value="US69007J1060"/>
          <ticker value="OUT"/>
        </identifiers>
        <balance>5699.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104234.71000000</valUSD>
        <pctVal>0.028373891801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENCOMPASS HEALTH CORP</name>
        <lei>549300FVRPM9DRQZRG64</lei>
        <title>Encompass Health Corp</title>
        <cusip>421924BT7</cusip>
        <identifiers>
          <isin value="US421924BT72"/>
          <other otherDesc="SEDOL" value="BD9NRZ4"/>
        </identifiers>
        <balance>174000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172384.03000000</valUSD>
        <pctVal>0.046924923717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Volkswagen Auto Lease Trust</name>
        <lei>N/A</lei>
        <title>Volkswagen Auto Lease Trust 2022-A</title>
        <cusip>92868AAC9</cusip>
        <identifiers>
          <isin value="US92868AAC99"/>
        </identifiers>
        <balance>230000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>223782.02000000</valUSD>
        <pctVal>0.060916050158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.44000000</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>REPUBLIC OF CHILE</name>
        <lei>549300FLZTJM5YJF8D34</lei>
        <title>Chile Government International Bond</title>
        <cusip>168863DY1</cusip>
        <identifiers>
          <isin value="US168863DY16"/>
          <other otherDesc="SEDOL" value="BP960X6"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>171187.68000000</valUSD>
        <pctVal>0.046599263432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.34000000</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>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3133KYWT2</cusip>
        <identifiers>
          <isin value="US3133KYWT27"/>
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        <balance>237498.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>213984.91000000</valUSD>
        <pctVal>0.058249163675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bath &amp; Body Works Inc</name>
        <lei>GR3KVMWVCR54YWQNXU90</lei>
        <title>Bath &amp; Body Works Inc</title>
        <cusip>070830104</cusip>
        <identifiers>
          <isin value="US0708301041"/>
          <ticker value="BBWI"/>
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        <balance>29705.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1262462.50000000</valUSD>
        <pctVal>0.343656871864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENESIS ENERGY LP/FIN</name>
        <lei>N/A</lei>
        <title>Genesis Energy LP / Genesis Energy Finance Corp</title>
        <cusip>37185LAL6</cusip>
        <identifiers>
          <isin value="US37185LAL62"/>
          <other otherDesc="SEDOL" value="BKLZLT9"/>
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        <balance>285000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>272454.30000000</valUSD>
        <pctVal>0.074165206858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HUB INTERNATIONAL LTD</name>
        <lei>549300JQT6ATTUNS5E06</lei>
        <title>HUB International Ltd</title>
        <cusip>44332PAG6</cusip>
        <identifiers>
          <isin value="US44332PAG63"/>
          <other otherDesc="SEDOL" value="BLGTST2"/>
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        <balance>155000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>136002.36000000</valUSD>
        <pctVal>0.037021412995</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</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>CareTrust REIT Inc</name>
        <lei>5493001NVXE2B9GPLU96</lei>
        <title>CareTrust REIT Inc</title>
        <cusip>14174T107</cusip>
        <identifiers>
          <isin value="US14174T1079"/>
          <ticker value="CTRE"/>
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        <balance>3314.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65617.20000000</valUSD>
        <pctVal>0.017861759610</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC OF UZBEKISTAN</name>
        <lei>213800L6VDKUM3TCM927</lei>
        <title>Republic of Uzbekistan International Bond</title>
        <cusip>91822Q2B2</cusip>
        <identifiers>
          <isin value="US91822Q2B25"/>
          <other otherDesc="SEDOL" value="BHZQ1B9"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>244179.50000000</valUSD>
        <pctVal>0.066468479771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>iShares 0-5 Year Investment Grade Corporate Bond ETF</name>
        <lei>549300DQ0XBNCH5EKW50</lei>
        <title>iShares 0-5 Year Investment Grade Corporate Bond ETF</title>
        <cusip>46434V100</cusip>
        <identifiers>
          <isin value="US46434V1008"/>
          <ticker value="SLQD"/>
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        <balance>362554.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17417094.16000000</valUSD>
        <pctVal>4.741134169132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hologic Inc</name>
        <lei>549300DYP6F5ZJL0LB74</lei>
        <title>Hologic Inc</title>
        <cusip>436440101</cusip>
        <identifiers>
          <isin value="US4364401012"/>
          <ticker value="HOLX"/>
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        <balance>26281.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2001560.96000000</valUSD>
        <pctVal>0.544848008047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INRETAIL CONSUMER</name>
        <lei>N/A</lei>
        <title>InRetail Consumer</title>
        <cusip>45790TAB1</cusip>
        <identifiers>
          <isin value="US45790TAB17"/>
          <other otherDesc="SEDOL" value="BNC5092"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NEXTERA ENERGY CAPITAL</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COLLEGIUM PHARMA INC</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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            <dbtSecRefInstrument>
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              <title>Collegium Pharmaceutical Inc</title>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140N0WW1</cusip>
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          <isin value="US3140N0WW13"/>
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        <balance>174520.25000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-01</maturityDt>
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      <invstOrSec>
        <name>Rexford Industrial Realty Inc</name>
        <lei>549300MSLO0DF0EMX355</lei>
        <title>Rexford Industrial Realty Inc</title>
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          <isin value="US76169C1009"/>
          <ticker value="REXR"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TIME WARNER CABLE ENTRMN</name>
        <lei>N/A</lei>
        <title>Time Warner Cable Enterprises LLC</title>
        <cusip>88731EAF7</cusip>
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        <balance>25000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BBVA BANCOMER SA TEXAS</name>
        <lei>549300WIWQK5Q9MCUN92</lei>
        <title>BBVA Bancomer SA/Texas</title>
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          <isin value="US05533UAH14"/>
          <other otherDesc="SEDOL" value="BMG6Z22"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.87500000</annualizedRt>
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      <invstOrSec>
        <name>CALPINE CORP</name>
        <lei>43R4VPJBXTU2O15HEF41</lei>
        <title>Calpine Corp</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
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          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fresenius Medical Care AG &amp; Co</name>
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        <title>Fresenius Medical Care AG &amp; Co KGaA</title>
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          <ticker value="FME"/>
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        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418EGF1</cusip>
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        <name>GOODYEAR TIRE &amp; RUBBER</name>
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        <title>Goodyear Tire &amp; Rubber Co/The</title>
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        <name>Taco Bell Funding, LLC</name>
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        <title>Taco Bell Funding LLC</title>
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        <name>Lam Research Corp</name>
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        <name>Synchrony Financial</name>
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        <name>FMG RESOURCES AUG 2006</name>
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        <title>FMG Resources August 2006 Pty Ltd</title>
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        <invCountry>AU</invCountry>
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        <name>T-MOBILE USA INC</name>
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        <title>T-Mobile USA Inc</title>
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        <name>BATH &amp; BODY WORKS INC</name>
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        <title>Bath &amp; Body Works Inc</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>
        <name>CF Industries Holdings Inc</name>
        <lei>529900CG8YAQFZ2JMV97</lei>
        <title>CF Industries Holdings Inc</title>
        <cusip>125269100</cusip>
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          <isin value="US1252691001"/>
          <ticker value="CF"/>
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        <balance>8438.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>912907.22000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>OLIN CORP</name>
        <lei>549300GKK294V7W57P06</lei>
        <title>Olin Corp</title>
        <cusip>680665AK2</cusip>
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          <isin value="US680665AK27"/>
          <other otherDesc="SEDOL" value="BFNJ804"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>90875.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>UnitedHealth Group Inc</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UnitedHealth Group Inc</title>
        <cusip>91324P102</cusip>
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          <isin value="US91324P1021"/>
          <ticker value="UNH"/>
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        <balance>1371.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>750978.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp</title>
        <cusip>06051GJE0</cusip>
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          <isin value="US06051GJE08"/>
          <other otherDesc="SEDOL" value="BMYXXT8"/>
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        <balance>240000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>167696.59000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.67600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AON CORP/AON GLOBAL HOLD</name>
        <lei>N/A</lei>
        <title>Aon Corp / Aon Global Holdings PLC</title>
        <cusip>03740LAF9</cusip>
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          <isin value="US03740LAF94"/>
          <other otherDesc="SEDOL" value="BNDVRB0"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>396697.84000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Conagra Brands Inc</name>
        <lei>54930035UDEIH090K650</lei>
        <title>Conagra Brands Inc</title>
        <cusip>205887102</cusip>
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          <isin value="US2058871029"/>
          <ticker value="CAG"/>
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        <balance>52300.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1986354.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FTI CONSULTING INC</name>
        <lei>549300K17GM8EQD0FQ48</lei>
        <title>FTI Consulting Inc</title>
        <cusip>302941AP4</cusip>
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          <isin value="US302941AP45"/>
          <other otherDesc="SEDOL" value="BKS3BZ2"/>
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        <balance>610000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1045845.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>FTI Consulting Inc</name>
              <title>FTI Consulting Inc</title>
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                <cusip value="302941109"/>
                <isin value="US3029411093"/>
                <ticker value="FCN"/>
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          <currencyInfos>
            <currencyInfo convRatio="9.86430000" curCd="USD"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AVIATION CAPITAL GROUP</name>
        <lei>549300ODEK8HY3445C77</lei>
        <title>Aviation Capital Group LLC</title>
        <cusip>05369AAA9</cusip>
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          <isin value="US05369AAA97"/>
          <other otherDesc="SEDOL" value="BZ1DXR0"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>216358.23000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Boise Cascade Co</name>
        <lei>549300Z8B8LSRHC7XA55</lei>
        <title>Boise Cascade Co</title>
        <cusip>09739D100</cusip>
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          <isin value="US09739D1000"/>
          <ticker value="BCC"/>
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        <balance>12514.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>926536.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ATI INC</name>
        <lei>ZW1LRE7C3H17O2ZN9B45</lei>
        <title>ATI Inc</title>
        <cusip>01741RAM4</cusip>
        <identifiers>
          <isin value="US01741RAM43"/>
          <other otherDesc="SEDOL" value="BNYDD95"/>
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        <balance>75000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>63469.36000000</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>2031-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140XB5S5</cusip>
        <identifiers>
          <isin value="US3140XB5S59"/>
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        <balance>160491.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>143158.42000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Sodexo SA</name>
        <lei>969500LCBOG12HXPYM84</lei>
        <title>Sodexo SA</title>
        <cusip>000000000</cusip>
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          <isin value="FR0000121220"/>
          <ticker value="SW"/>
          <other otherDesc="SEDOL" value="7062713"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>VICI PROPERTIES LP</name>
        <lei>254900X4QE7SGKQLLN38</lei>
        <title>VICI Properties LP</title>
        <cusip>925650AC7</cusip>
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          <isin value="US925650AC72"/>
          <other otherDesc="SEDOL" value="BPWCPZ8"/>
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        <balance>75000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>70999.36000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.95000000</annualizedRt>
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      <invstOrSec>
        <name>BENCHMARK Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Benchmark 2020-B20 Mortgage Trust</title>
        <cusip>08162XBG8</cusip>
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          <isin value="US08162XBG88"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>241110.27000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2053-10-15</maturityDt>
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          <annualizedRt>2.03410000</annualizedRt>
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      <invstOrSec>
        <name>ROMANIA</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>Romanian Government International Bond</title>
        <cusip>000000000</cusip>
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          <isin value="XS2258398911"/>
          <other otherDesc="SEDOL" value="BMYD8V5"/>
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        <balance>73000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TRUIST BANK</name>
        <lei>JJKC32MCHWDI71265Z06</lei>
        <title>Truist Bank</title>
        <cusip>07330MAC1</cusip>
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          <isin value="US07330MAC10"/>
          <other otherDesc="SEDOL" value="BK7CQR7"/>
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        <balance>185000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.63600000</annualizedRt>
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      <invstOrSec>
        <name>Bank</name>
        <lei>N/A</lei>
        <title>BANK 2022-BNK40</title>
        <cusip>06541LBG0</cusip>
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          <isin value="US06541LBG05"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>440042.70000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-03-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.50671700</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>H &amp; M Hennes &amp; Mauritz AB</name>
        <lei>529900O5RR7R39FRDM42</lei>
        <title>H &amp; M Hennes &amp; Mauritz AB</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="SE0000106270"/>
          <ticker value="HMB"/>
          <other otherDesc="SEDOL" value="5687431"/>
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        <balance>26050.00000000</balance>
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        <valUSD>292083.26000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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        <name>WARNERMEDIA HOLDINGS INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHEPLAPHARM ARZNEIMITTEL</name>
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        <title>Cheplapharm Arzneimittel GmbH</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
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          <isin value="US3132DWDR16"/>
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        <balance>296278.50000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Knorr-Bremse AG</name>
        <lei>5299001GRRO0Z25YZT52</lei>
        <title>Knorr-Bremse AG</title>
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          <isin value="DE000KBX1006"/>
          <ticker value="KBX"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AVIENT CORP</name>
        <lei>SM8L9RZYIB34LNTWO040</lei>
        <title>Avient Corp</title>
        <cusip>73179PAM8</cusip>
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          <isin value="US73179PAM86"/>
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        <balance>88000.00000000</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>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DOMINICAN REPUBLIC</name>
        <lei>254900EHU7Q8FGVPI369</lei>
        <title>Dominican Republic International Bond</title>
        <cusip>25714PED6</cusip>
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          <isin value="US25714PED69"/>
          <other otherDesc="SEDOL" value="BKBLBC0"/>
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        <balance>396000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>337255.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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        <name>MADISON IAQ LLC</name>
        <lei>549300IXDNBXNHUPBU73</lei>
        <title>Madison IAQ LLC</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>JPMorgan Chase Bank, National Association</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>USD/EUR FORWARD</title>
        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="PS8BGJV24S5API90-28"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MPLX LP</name>
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        <title>MPLX LP</title>
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          <isin value="US55336VAR15"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Broadcom Inc</name>
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        <title>Broadcom Inc</title>
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          <ticker value="AVGO"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>BP CAP MARKETS AMERICA</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BP Capital Markets America Inc</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>National Storage Affiliates Tr</name>
        <lei>N/A</lei>
        <title>National Storage Affiliates Trust</title>
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        <assetCat>EC</assetCat>
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        <name>Bristol-Myers Squibb Co</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>Bristol-Myers Squibb Co</title>
        <cusip>110122108</cusip>
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          <isin value="US1101221083"/>
          <ticker value="BMY"/>
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        <name>CARNIVAL CORP</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
        <title>Carnival Corp</title>
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        <name>Edison International</name>
        <lei>549300I7ROF15MAEVP56</lei>
        <title>Edison International</title>
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          <ticker value="EIX"/>
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        <name>MARATHON OIL CORP</name>
        <lei>1FRVQX2CRLGC1XLP5727</lei>
        <title>Marathon Oil Corp</title>
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        <name>F-TECH INC</name>
        <lei>N/A</lei>
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        <name>Octagon Investment Partners 48</name>
        <lei>N/A</lei>
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        <invCountry>KY</invCountry>
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        <name>DIAMONDBACK ENERGY INC</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>Diamondback Energy Inc</title>
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      <invstOrSec>
        <name>CONNECT FINCO SARL/CONNE</name>
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      <invstOrSec>
        <name>US BANCORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dollar General Corp</name>
        <lei>OPX52SQVOZI8IVSWYU66</lei>
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          <ticker value="DG"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Amgen Inc</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>Amgen Inc</title>
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        <balance>1879.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>538145.60000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>DIG INTL FIN/DIG INTL HL</name>
        <lei>N/A</lei>
        <title>Digicel International Finance Ltd/Digicel international Holdings Ltd</title>
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        <curCd>USD</curCd>
        <valUSD>175276.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-25</maturityDt>
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      <invstOrSec>
        <name>Gracechurch Mortgage Finance P</name>
        <lei>N/A</lei>
        <title>Grace Trust 2020-GRCE</title>
        <cusip>38406JAA6</cusip>
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          <isin value="US38406JAA60"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>77093.64000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-10</maturityDt>
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      <invstOrSec>
        <name>Welltower Inc</name>
        <lei>T6IZ0MBEG5ACZDTR7D06</lei>
        <title>Welltower Inc</title>
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          <isin value="US95040Q1040"/>
          <ticker value="WELL"/>
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        <curCd>USD</curCd>
        <valUSD>444363.68000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CONMED CORP</name>
        <lei>Z6C0YCECH9DCU5ZIQW84</lei>
        <title>CONMED Corp</title>
        <cusip>207410AG6</cusip>
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          <isin value="US207410AG64"/>
          <other otherDesc="SEDOL" value="BNM7QC3"/>
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        <balance>1067000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>951230.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>CONMED Corp</title>
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                <ticker value="CNMD"/>
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      <invstOrSec>
        <name>INEOS QUATTRO FINANCE 2</name>
        <lei>213800V48W4Y5MT5Q131</lei>
        <title>INEOS Quattro Finance 2 Plc</title>
        <cusip>45674GAA2</cusip>
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          <isin value="US45674GAA22"/>
          <other otherDesc="SEDOL" value="BN91XF0"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>178036.00000000</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>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140X5TL7</cusip>
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        <balance>11020.51000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10891.61000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2050-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>ENTERGY LOUISIANA LLC</name>
        <lei>0V5453U14HDZO63CGH17</lei>
        <title>Entergy Louisiana LLC</title>
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          <other otherDesc="SEDOL" value="BSPPWR6"/>
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        <balance>5000.00000000</balance>
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        <valUSD>4550.84000000</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>2045-01-15</maturityDt>
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          <annualizedRt>4.95000000</annualizedRt>
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        <name>CHARTER COMM OPT LLC/CAP</name>
        <lei>N/A</lei>
        <title>Charter Communications Operating LLC / Charter Communications Operating Capital</title>
        <cusip>161175BT0</cusip>
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          <other otherDesc="SEDOL" value="BKSVYZ7"/>
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        <balance>240000.00000000</balance>
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        <valUSD>180414.10000000</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>2050-03-01</maturityDt>
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          <annualizedRt>4.80000000</annualizedRt>
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      <invstOrSec>
        <name>Apple Hospitality REIT Inc</name>
        <lei>549300EVZAR0FBZO4F16</lei>
        <title>Apple Hospitality REIT Inc</title>
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          <ticker value="APLE"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>BANQUE OUEST AFRICAINE D</name>
        <lei>529900LIZJABE4JJS826</lei>
        <title>Banque Ouest Africaine de Developpement</title>
        <cusip>06675QAC7</cusip>
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          <other otherDesc="SEDOL" value="BJM01J6"/>
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        <balance>402000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>332253.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <annualizedRt>4.70000000</annualizedRt>
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      <invstOrSec>
        <name>CHS/COMMUNITY HEALTH SYS</name>
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        <title>CHS/Community Health Systems Inc</title>
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          <other otherDesc="SEDOL" value="BMFGVX6"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>BlackRock Inc</name>
        <lei>549300LRIF3NWCU26A80</lei>
        <title>BlackRock Inc</title>
        <cusip>09247X101</cusip>
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          <ticker value="BLK"/>
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        <curCd>USD</curCd>
        <valUSD>1626752.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>Applied Materials Inc</name>
        <lei>41BNNE1AFPNAZELZ6K07</lei>
        <title>Applied Materials Inc</title>
        <cusip>038222105</cusip>
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          <isin value="US0382221051"/>
          <ticker value="AMAT"/>
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        <balance>7910.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>866936.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>CNX RESOURCES CORP</name>
        <lei>549300JK3KH8PWM3B226</lei>
        <title>CNX Resources Corp</title>
        <cusip>12653CAJ7</cusip>
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        <balance>135000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>127745.78000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HP Inc</name>
        <lei>WHKXQACZ14C5XRO8LW03</lei>
        <title>HP Inc</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
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          <isin value="US46647PBU93"/>
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        <balance>40000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>30840.17000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.76400000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Alphabet Inc</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>Alphabet Inc</title>
        <cusip>02079K107</cusip>
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          <isin value="US02079K1079"/>
          <ticker value="GOOG"/>
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        <balance>1036.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105102.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Alphabet Inc</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>Alphabet Inc</title>
        <cusip>02079K305</cusip>
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          <isin value="US02079K3059"/>
          <ticker value="GOOGL"/>
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        <balance>4800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>484752.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JP Morgan Mortgage Trust</name>
        <lei>N/A</lei>
        <title>JP Morgan Mortgage Trust 2021-10</title>
        <cusip>46654AAC3</cusip>
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          <isin value="US46654AAC36"/>
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        <balance>44646.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>36112.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ROYALTY PHARMA PLC</name>
        <lei>549300FGFN7VOK8BZR03</lei>
        <title>Royalty Pharma PLC</title>
        <cusip>78081BAH6</cusip>
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          <isin value="US78081BAH69"/>
          <other otherDesc="SEDOL" value="BMCHTX8"/>
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        <balance>370000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>331922.89000000</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>2025-09-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.20000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140LNA23</cusip>
        <identifiers>
          <isin value="US3140LNA238"/>
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        <balance>30139.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26116.93000000</valUSD>
        <pctVal>0.007109329953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Air Liquide SA</name>
        <lei>969500MMPQVHK671GT54</lei>
        <title>Air Liquide SA</title>
        <cusip>000000000</cusip>
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          <isin value="FR0000120073"/>
          <ticker value="AI"/>
          <other otherDesc="SEDOL" value="B1YXBJ7"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.96098404"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140X6FL0</cusip>
        <identifiers>
          <isin value="US3140X6FL02"/>
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        <balance>80757.62000000</balance>
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        <curCd>USD</curCd>
        <valUSD>72231.37000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TARGA RESOURCES PARTNERS</name>
        <lei>N/A</lei>
        <title>Targa Resources Partners LP / Targa Resources Partners Finance Corp</title>
        <cusip>87612BBG6</cusip>
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          <isin value="US87612BBG68"/>
          <other otherDesc="SEDOL" value="BFZRLM9"/>
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        <balance>230000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>218151.55000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Intertek Group PLC</name>
        <lei>2138003GAT25WW1RN369</lei>
        <title>Intertek Group PLC</title>
        <cusip>000000000</cusip>
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          <isin value="GB0031638363"/>
          <ticker value="ITRK"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AMC NETWORKS INC</name>
        <lei>549300VGG9K75226LR46</lei>
        <title>AMC Networks Inc</title>
        <cusip>00164VAF0</cusip>
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          <isin value="US00164VAF04"/>
          <other otherDesc="SEDOL" value="BLCHH93"/>
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        <balance>395000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>294891.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3132DVKR5</cusip>
        <identifiers>
          <isin value="US3132DVKR59"/>
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        <balance>233259.06000000</balance>
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        <curCd>USD</curCd>
        <valUSD>216255.85000000</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>2049-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>91282CFF3</cusip>
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          <isin value="US91282CFF32"/>
          <other otherDesc="SEDOL" value="BQHM4D1"/>
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        <balance>1675000.00000000</balance>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Douglas Emmett Inc</name>
        <lei>N/A</lei>
        <title>Douglas Emmett Inc</title>
        <cusip>25960P109</cusip>
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          <isin value="US25960P1093"/>
          <ticker value="DEI"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>SVB FINANCIAL GROUP</name>
        <lei>549300D2KJ20JMXE7542</lei>
        <title>SVB Financial Group</title>
        <cusip>78486QAJ0</cusip>
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          <other otherDesc="SEDOL" value="BKPGK46"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>N/A</maturityDt>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 5 YEAR TREASURY NOTE</title>
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          <ticker value="FVH3"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG018JV84V1"/>
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        <valUSD>9052.26000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Robert Half International Inc</name>
        <lei>529900VPCUY9H3HLIC08</lei>
        <title>Robert Half International Inc</title>
        <cusip>770323103</cusip>
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          <ticker value="RHI"/>
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        <balance>4565.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Bank</name>
        <lei>N/A</lei>
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          <isin value="US06540DBH70"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2064-09-15</maturityDt>
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      <invstOrSec>
        <name>CHEMOURS CO</name>
        <lei>549300M1BOLNXL8DOV14</lei>
        <title>Chemours Co/The</title>
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          <isin value="US163851AF58"/>
          <other otherDesc="SEDOL" value="BM9RFG6"/>
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        <balance>180000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>158310.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</maturityDt>
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          <annualizedRt>5.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NEW MOUNTAIN FINANCE COR</name>
        <lei>549300L1MPTT1H7SES77</lei>
        <title>New Mountain Finance Corp</title>
        <cusip>647551AD2</cusip>
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          <isin value="US647551AD22"/>
          <other otherDesc="SEDOL" value="BMFS1R6"/>
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        <balance>274000.00000000</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>2025-10-15</maturityDt>
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          <annualizedRt>7.50000000</annualizedRt>
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            <dbtSecRefInstrument>
              <name>New Mountain Finance Corp</name>
              <title>New Mountain Finance Corp</title>
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                <cusip value="647551100"/>
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                <ticker value="NMFC"/>
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          <currencyInfos>
            <currencyInfo convRatio="70.42250000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>ORGANON &amp; CO/ORG</name>
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        <cusip>68622TAB7</cusip>
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          <isin value="US68622TAB70"/>
          <other otherDesc="SEDOL" value="BMV1L02"/>
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        <balance>250000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-04-30</maturityDt>
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          <annualizedRt>5.12500000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Kite Realty Group Trust</name>
        <lei>N/A</lei>
        <title>Kite Realty Group Trust</title>
        <cusip>49803T300</cusip>
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          <isin value="US49803T3005"/>
          <ticker value="KRG"/>
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        <balance>3549.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BIOMARIN PHARMACEUTICAL</name>
        <lei>NSLL8ITTRR0J5HEMR848</lei>
        <title>BioMarin Pharmaceutical Inc</title>
        <cusip>09061GAH4</cusip>
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          <isin value="US09061GAH48"/>
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        <balance>539000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-01</maturityDt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
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          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>BioMarin Pharmaceutical Inc</name>
              <title>BioMarin Pharmaceutical Inc</title>
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                <cusip value="09061G101"/>
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                <ticker value="BMRN"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>CHARTER COMM OPT LLC/CAP</name>
        <lei>N/A</lei>
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        <cusip>161175BR4</cusip>
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          <isin value="US161175BR49"/>
          <other otherDesc="SEDOL" value="BH420W2"/>
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        <balance>100000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-03-30</maturityDt>
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      <invstOrSec>
        <name>BANCO DEL ESTADO -CHILE</name>
        <lei>5493004R4EJC0W0XVQ72</lei>
        <title>Banco del Estado de Chile</title>
        <cusip>05965MAG8</cusip>
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          <isin value="US05965MAG87"/>
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        <balance>205000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-09</maturityDt>
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          <annualizedRt>2.70400000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>SOCIEDAD DE TRANSMISION</name>
        <lei>N/A</lei>
        <title>Sociedad de Transmision Austral SA</title>
        <cusip>83364AAA1</cusip>
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          <isin value="US83364AAA16"/>
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        <balance>200000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-27</maturityDt>
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          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Honeywell International Inc</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>Honeywell International Inc</title>
        <cusip>438516106</cusip>
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          <ticker value="HON"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Tractor Supply Co</name>
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        <title>Tractor Supply Co</title>
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          <ticker value="TSCO"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Archer-Daniels-Midland Co</name>
        <lei>549300LO13MQ9HYSTR83</lei>
        <title>Archer-Daniels-Midland Co</title>
        <cusip>039483102</cusip>
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          <isin value="US0394831020"/>
          <ticker value="ADM"/>
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        <balance>20300.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CFCRE Commercial Mortgage Trus</name>
        <lei>N/A</lei>
        <title>CFCRE Commercial Mortgage Trust 2016-C7</title>
        <cusip>12532BAD9</cusip>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>93944.42000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Nestle SA</name>
        <lei>KY37LUS27QQX7BB93L28</lei>
        <title>Nestle SA</title>
        <cusip>000000000</cusip>
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          <isin value="CH0038863350"/>
          <ticker value="NESN"/>
          <other otherDesc="SEDOL" value="7123870"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Discover Financial Services</name>
        <lei>Z1YLO2USPORE63VVUL20</lei>
        <title>Discover Financial Services</title>
        <cusip>254709108</cusip>
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          <isin value="US2547091080"/>
          <ticker value="DFS"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>IVORY COAST</name>
        <lei>254900ICW11T82O6H590</lei>
        <title>Ivory Coast Government International Bond</title>
        <cusip>000000000</cusip>
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          <isin value="XS1632632037"/>
          <other otherDesc="SEDOL" value="BYW6508"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Swatch Group AG/The</name>
        <lei>529900NTES2LEON1JZ55</lei>
        <title>Swatch Group AG/The</title>
        <cusip>000000000</cusip>
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          <isin value="CH0012255151"/>
          <ticker value="UHR"/>
          <other otherDesc="SEDOL" value="7184725"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FRONTIER COMMUNICATIONS</name>
        <lei>N/A</lei>
        <title>Frontier Communications Holdings LLC</title>
        <cusip>35906ABG2</cusip>
        <identifiers>
          <isin value="US35906ABG22"/>
          <other otherDesc="SEDOL" value="BMF4PV6"/>
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        <balance>75000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>63103.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-01</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>BLACKSTONE MORTGAGE TR</name>
        <lei>549300OLDJ20R2Y2UW20</lei>
        <title>Blackstone Mortgage Trust Inc</title>
        <cusip>09257WAC4</cusip>
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          <isin value="US09257WAC47"/>
          <other otherDesc="SEDOL" value="BFWMKH5"/>
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        <balance>810000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>814050.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Blackstone Mortgage Trust Inc</name>
              <title>Blackstone Mortgage Trust Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="09257W100"/>
                <isin value="US09257W1009"/>
                <ticker value="BXMT"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="27.60520000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>VISTRA CORP</name>
        <lei>549300KP43CPCUJOOG15</lei>
        <title>Vistra Corp</title>
        <cusip>92840MAC6</cusip>
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          <isin value="US92840MAC64"/>
          <other otherDesc="SEDOL" value="BLDBFD4"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134363.81000000</valUSD>
        <pctVal>0.036575380762</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHEGG INC</name>
        <lei>549300AKX7O8JG0O3G77</lei>
        <title>Chegg Inc</title>
        <cusip>163092AF6</cusip>
        <identifiers>
          <isin value="US163092AF65"/>
          <other otherDesc="SEDOL" value="BM8Z4K8"/>
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        <balance>1559000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1242306.14000000</valUSD>
        <pctVal>0.338170077899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Chegg Inc</name>
              <title>Chegg Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="163092109"/>
                <isin value="US1630921096"/>
                <ticker value="CHGG"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="9.29780000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Alexandria Real Estate Equitie</name>
        <lei>MGCJBT4MKTQBVLNUIS88</lei>
        <title>Alexandria Real Estate Equities Inc</title>
        <cusip>015271109</cusip>
        <identifiers>
          <isin value="US0152711091"/>
          <ticker value="ARE"/>
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        <balance>2514.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>391203.54000000</valUSD>
        <pctVal>0.106490121345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140QLRB4</cusip>
        <identifiers>
          <isin value="US3140QLRB40"/>
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        <balance>317946.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>274155.60000000</valUSD>
        <pctVal>0.074628320366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</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>CONSOLIDATED COMMUNICATI</name>
        <lei>549300WW675Y48HDVX34</lei>
        <title>Consolidated Communications Inc</title>
        <cusip>20903XAF0</cusip>
        <identifiers>
          <isin value="US20903XAF06"/>
          <other otherDesc="SEDOL" value="BK811S9"/>
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        <balance>125000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103162.50000000</valUSD>
        <pctVal>0.028082023857</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140QKQH4</cusip>
        <identifiers>
          <isin value="US3140QKQH46"/>
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        <balance>18128.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15570.46000000</valUSD>
        <pctVal>0.004238459025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</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>Chatham Lodging Trust</name>
        <lei>N/A</lei>
        <title>Chatham Lodging Trust</title>
        <cusip>16208T102</cusip>
        <identifiers>
          <isin value="US16208T1025"/>
          <ticker value="CLDT"/>
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        <balance>6850.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>91584.50000000</valUSD>
        <pctVal>0.024930358550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140X9LP8</cusip>
        <identifiers>
          <isin value="US3140X9LP80"/>
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        <balance>16090.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13416.79000000</valUSD>
        <pctVal>0.003652205179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group Inc/The</title>
        <cusip>38141GYG3</cusip>
        <identifiers>
          <isin value="US38141GYG36"/>
          <other otherDesc="SEDOL" value="BM9Y705"/>
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        <balance>105000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90778.88000000</valUSD>
        <pctVal>0.024711059482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.54200000</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>Plymouth Industrial REIT Inc</name>
        <lei>N/A</lei>
        <title>Plymouth Industrial REIT Inc</title>
        <cusip>729640102</cusip>
        <identifiers>
          <isin value="US7296401026"/>
          <ticker value="PLYM"/>
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        <balance>2326.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48148.20000000</valUSD>
        <pctVal>0.013106496072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TENET HEALTHCARE CORP</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
        <title>Tenet Healthcare Corp</title>
        <cusip>88033GDL1</cusip>
        <identifiers>
          <isin value="US88033GDL14"/>
          <other otherDesc="SEDOL" value="BP4F9R5"/>
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        <balance>175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152040.88000000</valUSD>
        <pctVal>0.041387283358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ELANCO ANIMAL HEALTH INC</name>
        <lei>549300SHPNDCE059M934</lei>
        <title>Elanco Animal Health Inc</title>
        <cusip>28414H202</cusip>
        <identifiers>
          <isin value="US28414H2022"/>
          <ticker value="ELAN"/>
          <other otherDesc="SEDOL" value="BL1NKG0"/>
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        <balance>12144.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>251866.56000000</valUSD>
        <pctVal>0.068560986276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATHENE HOLDING LTD</name>
        <lei>549300H316CT32FQXI76</lei>
        <title>Athene Holding Ltd</title>
        <cusip>04686JAD3</cusip>
        <identifiers>
          <isin value="US04686JAD37"/>
          <other otherDesc="SEDOL" value="BMBZ4W7"/>
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        <balance>365000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252368.15000000</valUSD>
        <pctVal>0.068697524866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</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>DISH NETWORK CORP</name>
        <lei>529900U350CWHH15G169</lei>
        <title>DISH Network Corp</title>
        <cusip>25470MAB5</cusip>
        <identifiers>
          <isin value="US25470MAB54"/>
          <other otherDesc="SEDOL" value="BF953F6"/>
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        <balance>1420000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>923000.00000000</valUSD>
        <pctVal>0.251251259131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>DISH Network Corp</name>
              <title>DISH Network Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="25470M109"/>
                <isin value="US25470M1099"/>
                <ticker value="DISH"/>
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          <currencyInfos>
            <currencyInfo convRatio="15.34290000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GS Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>GS Mortgage Securities Trust 2017-GS6</title>
        <cusip>36253PAC6</cusip>
        <identifiers>
          <isin value="US36253PAC68"/>
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        <balance>165000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152174.09000000</valUSD>
        <pctVal>0.041423544658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.43300000</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>QUOTIENT TECHNOLOGY INC</name>
        <lei>5493005ZZT58VQ9RKP56</lei>
        <title>Quotient Technology Inc</title>
        <cusip>749119AB9</cusip>
        <identifiers>
          <isin value="US749119AB98"/>
          <other otherDesc="SEDOL" value="BGSGKG7"/>
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        <balance>547000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>549696.82000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-01</maturityDt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Quotient Technology Inc</name>
              <title>Quotient Technology Inc</title>
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                <cusip value="749119103"/>
                <isin value="US7491191034"/>
                <ticker value="QUOT"/>
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          <currencyInfos>
            <currencyInfo convRatio="57.60370000" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USI INC/NY</name>
        <lei>N/A</lei>
        <title>USI Inc/NY</title>
        <cusip>91739VAA6</cusip>
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          <isin value="US91739VAA61"/>
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        <balance>343000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3132D6CX6</cusip>
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          <isin value="US3132D6CX67"/>
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        <balance>241914.40000000</balance>
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        <curCd>USD</curCd>
        <valUSD>241315.23000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HELIX ENERGY SOLUTIONS</name>
        <lei>416AP2JOUTCWEGSOZW41</lei>
        <title>Helix Energy Solutions Group Inc</title>
        <cusip>42330PAK3</cusip>
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          <isin value="US42330PAK30"/>
          <other otherDesc="SEDOL" value="BKPVL48"/>
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        <balance>1088000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1385894.40000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Helix Energy Solutions Group I</name>
              <title>Helix Energy Solutions Group Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="42330P107"/>
                <isin value="US42330P1075"/>
                <ticker value="HLX"/>
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          <currencyInfos>
            <currencyInfo convRatio="143.37950000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140K0SW9</cusip>
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          <isin value="US3140K0SW98"/>
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        <balance>5293.93000000</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>
          <maturityDt>2049-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>Chevron Corp</name>
        <lei>N/A</lei>
        <title>Chevron Corp</title>
        <cusip>166764100</cusip>
        <identifiers>
          <isin value="US1667641005"/>
          <ticker value="CVX"/>
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        <balance>7399.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1356310.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>iShares Trust iShares ESG Aware MSCI EAFE ETF</name>
        <lei>549300IT2A3OM8F0BB22</lei>
        <title>iShares Trust iShares ESG Aware MSCI EAFE ETF</title>
        <cusip>46435G516</cusip>
        <identifiers>
          <isin value="US46435G5163"/>
          <ticker value="ESGD"/>
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        <balance>2480.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>166904.00000000</valUSD>
        <pctVal>0.045433196266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CORP FINANCIERA DE DESAR</name>
        <lei>254900BOM7T4MG6T0J30</lei>
        <title>Corp Financiera de Desarrollo SA</title>
        <cusip>21987DAE4</cusip>
        <identifiers>
          <isin value="US21987DAE40"/>
          <other otherDesc="SEDOL" value="BMZR032"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>165366.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR COMPANY</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>Ford Motor Co</title>
        <cusip>345370CQ1</cusip>
        <identifiers>
          <isin value="US345370CQ17"/>
          <other otherDesc="SEDOL" value="B8H94Y7"/>
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        <balance>75000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55588.78000000</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>2043-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AERCAP IRELAND CAP/GLOBA</name>
        <lei>N/A</lei>
        <title>AerCap Ireland Capital DAC / AerCap Global Aviation Trust</title>
        <cusip>00774MAL9</cusip>
        <identifiers>
          <isin value="US00774MAL90"/>
          <other otherDesc="SEDOL" value="BK15Z86"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>288056.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Novo Nordisk A/S</name>
        <lei>549300DAQ1CVT6CXN342</lei>
        <title>Novo Nordisk A/S</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DK0060534915"/>
          <ticker value="NOVOB"/>
          <other otherDesc="SEDOL" value="BHC8X90"/>
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        <balance>5810.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="7.14715000"/>
        <valUSD>728795.54000000</valUSD>
        <pctVal>0.198386562377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418AQU5</cusip>
        <identifiers>
          <isin value="US31418AQU50"/>
          <other otherDesc="SEDOL" value="B72T9R3"/>
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        <balance>233143.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221563.51000000</valUSD>
        <pctVal>0.060312146115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Koninklijke Ahold Delhaize NV</name>
        <lei>724500C9GNBV20UYRX36</lei>
        <title>Koninklijke Ahold Delhaize NV</title>
        <cusip>000000000</cusip>
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          <isin value="NL0011794037"/>
          <ticker value="AD"/>
          <other otherDesc="SEDOL" value="BD0Q398"/>
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        <balance>32600.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.96098404"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>REPUBLIC OF SOUTH AFRICA</name>
        <lei>378900AAFB4F17004C49</lei>
        <title>Republic of South Africa Government International Bond</title>
        <cusip>836205BB9</cusip>
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          <isin value="US836205BB97"/>
          <other otherDesc="SEDOL" value="BKPGX47"/>
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        <balance>210000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160519.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</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>PRIME SECSRVC BRW/FINANC</name>
        <lei>N/A</lei>
        <title>Prime Security Services Borrower LLC / Prime Finance Inc</title>
        <cusip>74166MAC0</cusip>
        <identifiers>
          <isin value="US74166MAC01"/>
          <other otherDesc="SEDOL" value="BJTRRK3"/>
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        <balance>225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>223018.88000000</valUSD>
        <pctVal>0.060708314637</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LIBERTY BROADBAND CORP</name>
        <lei>549300MIX43II8JLN536</lei>
        <title>Liberty Broadband Corp</title>
        <cusip>530307AC1</cusip>
        <identifiers>
          <isin value="US530307AC10"/>
          <other otherDesc="SEDOL" value="BMC71H6"/>
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        <balance>1559000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1494691.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Charter Communications Inc</name>
              <title>Charter Communications Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="16119P108"/>
                <isin value="US16119P1084"/>
                <ticker value="CHTR"/>
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          <currencyInfos>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>adidas AG</name>
        <lei>549300JSX0Z4CW0V5023</lei>
        <title>adidas AG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DE000A1EWWW0"/>
          <ticker value="ADS"/>
          <other otherDesc="SEDOL" value="4031976"/>
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        <balance>4230.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.96098404"/>
        <valUSD>545280.82000000</valUSD>
        <pctVal>0.148431736300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>US BANCORP</name>
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          <isin value="US91159HHV50"/>
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        <curCd>USD</curCd>
        <valUSD>59061.29000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ANHEUSER-BUSCH CO/INBEV</name>
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          <isin value="US03522AAG58"/>
          <other otherDesc="SEDOL" value="BK9VNF9"/>
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        <balance>125000.00000000</balance>
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        <valUSD>121366.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CABLE ONE INC</name>
        <lei>549300648QS85T0XSH18</lei>
        <title>Cable One Inc</title>
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          <isin value="US12685JAG04"/>
          <other otherDesc="SEDOL" value="BNHSP80"/>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>934700.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.12500000</annualizedRt>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
              <name>Cable One Inc</name>
              <title>Cable One Inc</title>
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                <isin value="US12685J1051"/>
                <ticker value="CABO"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>TENNESSEE GAS PIPELINE</name>
        <lei>N/A</lei>
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          <other otherDesc="SEDOL" value="BL1LY06"/>
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        <balance>130000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>110220.49000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>COHERUS BIOSCIENCES INC</name>
        <lei>5493007IL8W5MV932D26</lei>
        <title>Coherus Biosciences Inc</title>
        <cusip>19249HAB9</cusip>
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          <isin value="US19249HAB96"/>
          <other otherDesc="SEDOL" value="BM9CH65"/>
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        <balance>673000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>464437.30000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Coherus Biosciences Inc</name>
              <title>Coherus Biosciences Inc</title>
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                <isin value="US19249H1032"/>
                <ticker value="CHRS"/>
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          <currencyInfos>
            <currencyInfo convRatio="51.92240000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Moelis &amp; Co</name>
        <lei>549300891QNU7VTQUR83</lei>
        <title>Moelis &amp; Co</title>
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          <isin value="US60786M1053"/>
          <ticker value="MC"/>
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        <balance>11021.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Verizon Communications Inc</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications Inc</title>
        <cusip>92343V104</cusip>
        <identifiers>
          <isin value="US92343V1044"/>
          <ticker value="VZ"/>
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        <balance>74299.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2896175.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sun Communities Inc</name>
        <lei>549300H5GEOJYN41ZG57</lei>
        <title>Sun Communities Inc</title>
        <cusip>866674104</cusip>
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          <isin value="US8666741041"/>
          <ticker value="SUI"/>
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        <balance>1178.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>173048.20000000</valUSD>
        <pctVal>0.047105718461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cognizant Technology Solutions</name>
        <lei>5493006IEVQEFQO40L83</lei>
        <title>Cognizant Technology Solutions Corp</title>
        <cusip>192446102</cusip>
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          <isin value="US1924461023"/>
          <ticker value="CTSH"/>
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        <balance>28232.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1756312.72000000</valUSD>
        <pctVal>0.478088604906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAUSCH HEALTH COS INC</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Bausch Health Cos Inc</title>
        <cusip>071734AR8</cusip>
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          <isin value="US071734AR86"/>
          <other otherDesc="SEDOL" value="BPK2754"/>
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        <balance>17000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9516.60000000</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>2030-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>14.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140X65P2</cusip>
        <identifiers>
          <isin value="US3140X65P27"/>
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        <balance>153162.69000000</balance>
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        <curCd>USD</curCd>
        <valUSD>138222.54000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>AMG CAPITAL TRUST II</name>
        <lei>N/A</lei>
        <title>AMG Capital Trust II</title>
        <cusip>00170F209</cusip>
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          <isin value="US00170F2092"/>
          <ticker value="AMG"/>
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        <balance>7700.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>398244.00000000</valUSD>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ENTEGRIS ESCROW CORP</name>
        <lei>N/A</lei>
        <title>Entegris Escrow Corp</title>
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          <other otherDesc="SEDOL" value="BMVBD51"/>
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        <balance>165000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>154332.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.95000000</annualizedRt>
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      <invstOrSec>
        <name>Oracle Corp</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>Oracle Corp</title>
        <cusip>68389X105</cusip>
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          <isin value="US68389X1054"/>
          <ticker value="ORCL"/>
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        <curCd>USD</curCd>
        <valUSD>2017629.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>EVERGY METRO</name>
        <lei>1128SIJQ26096WL7IO82</lei>
        <title>Evergy Metro Inc</title>
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          <other otherDesc="SEDOL" value="BYX49Z4"/>
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        <balance>25000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24337.35000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65000000</annualizedRt>
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        <name>TJX Cos Inc/The</name>
        <lei>V167QI9I69W364E2DY52</lei>
        <title>TJX Cos Inc/The</title>
        <cusip>872540109</cusip>
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          <isin value="US8725401090"/>
          <ticker value="TJX"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>IVORY COAST</name>
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        <title>Ivory Coast Government International Bond</title>
        <cusip>000000000</cusip>
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          <isin value="XS2064787489"/>
          <other otherDesc="SEDOL" value="BJLTPQ9"/>
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        <balance>100000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3132DVLF0</cusip>
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        <balance>85863.22000000</balance>
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        <curCd>USD</curCd>
        <valUSD>74603.13000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>Fannie Mae</name>
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        <name>BENCHMARK Mortgage Trust</name>
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        <name>VICI Properties Inc</name>
        <lei>254900RKH6RY9KCJQH63</lei>
        <title>VICI Properties Inc</title>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Coterra Energy Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>AvalonBay Communities Inc</name>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>SEMTECH CORP</name>
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        <title>Semtech Corp</title>
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        <balance>455000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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            <dbtSecRefInstrument>
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              <title>Semtech Corp</title>
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        <name>Highwoods Properties Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>MSCI INC</name>
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        <balance>155000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NCR CORP</name>
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        <balance>125000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Piedmont Office Realty Trust I</name>
        <lei>N/A</lei>
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          <ticker value="PDM"/>
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        <fairValLevel>1</fairValLevel>
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        <name>MILLICOM INTL CELLULAR</name>
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        <title>Millicom International Cellular SA</title>
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        <invCountry>LU</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>UNITED AIRLINES INC</name>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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        <name>T-MOBILE USA INC</name>
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        <title>T-Mobile USA Inc</title>
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        <name>ORMAT TECHNOLOGIES INC</name>
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        <title>Ormat Technologies Inc</title>
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              <title>Ormat Technologies Inc</title>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418DXR8</cusip>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <name>Baxter International Inc</name>
        <lei>J5OIVXX3P24RJRW5CK77</lei>
        <title>Baxter International Inc</title>
        <cusip>071813109</cusip>
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          <ticker value="BAX"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>KINGDOM OF MOROCCO</name>
        <lei>529900F3MBW9XY5K1X07</lei>
        <title>Morocco Government International Bond</title>
        <cusip>000000000</cusip>
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          <isin value="XS2239830578"/>
          <other otherDesc="SEDOL" value="BLF7Z52"/>
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        <balance>100000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.37500000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140QAJA9</cusip>
        <identifiers>
          <isin value="US3140QAJA93"/>
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        <balance>14614.96000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14470.42000000</valUSD>
        <pctVal>0.003939015433</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SOUTHWESTERN ENERGY CO</name>
        <lei>EFWMP121W54QV9MGOP87</lei>
        <title>Southwestern Energy Co</title>
        <cusip>845467AS8</cusip>
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          <isin value="US845467AS85"/>
          <other otherDesc="SEDOL" value="BMDVV88"/>
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        <balance>95000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>89433.95000000</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>5.37500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CREDIT SUISSE GROUP AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>Credit Suisse Group AG</title>
        <cusip>225401AM0</cusip>
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          <isin value="US225401AM02"/>
          <other otherDesc="SEDOL" value="BJDSY12"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>221598.48000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.59300000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GO DADDY OPCO/FINCO</name>
        <lei>N/A</lei>
        <title>Go Daddy Operating Co LLC / GD Finance Co Inc</title>
        <cusip>38016LAC9</cusip>
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          <isin value="US38016LAC90"/>
          <other otherDesc="SEDOL" value="BL6LVP5"/>
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        <balance>175000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>148107.51000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Dow Inc</name>
        <lei>5493003S21INSLK2IP73</lei>
        <title>Dow Inc</title>
        <cusip>260557103</cusip>
        <identifiers>
          <isin value="US2605571031"/>
          <ticker value="DOW"/>
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        <balance>17036.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>868324.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>QUALCOMM Inc</name>
        <lei>H1J8DDZKZP6H7RWC0H53</lei>
        <title>QUALCOMM Inc</title>
        <cusip>747525103</cusip>
        <identifiers>
          <isin value="US7475251036"/>
          <ticker value="QCOM"/>
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        <balance>11474.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1451346.26000000</valUSD>
        <pctVal>0.395073212633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STRIP PRINC</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Strip Principal</title>
        <cusip>912803EH2</cusip>
        <identifiers>
          <isin value="US912803EH28"/>
          <other otherDesc="SEDOL" value="BYT06H7"/>
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        <balance>310000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130179.97000000</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>2044-05-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Western Union Co/The</name>
        <lei>28ID94QU1140NC23S047</lei>
        <title>Western Union Co/The</title>
        <cusip>959802109</cusip>
        <identifiers>
          <isin value="US9598021098"/>
          <ticker value="WU"/>
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        <balance>74326.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1089619.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dominos Pizza Master Issuer LL</name>
        <lei>N/A</lei>
        <title>Domino's Pizza Master Issuer LLC</title>
        <cusip>25755TAN0</cusip>
        <identifiers>
          <isin value="US25755TAN00"/>
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        <balance>98500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82389.54000000</valUSD>
        <pctVal>0.022427384251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.66200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TENGIZCHEVROIL FIN CO IN</name>
        <lei>5493001VEV2XTJIBZH31</lei>
        <title>Tengizchevroil Finance Co International Ltd</title>
        <cusip>88034QAB3</cusip>
        <identifiers>
          <isin value="US88034QAB32"/>
          <other otherDesc="SEDOL" value="BLCB9Z5"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>171000.00000000</valUSD>
        <pctVal>0.046548174768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TENET HEALTHCARE CORP</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
        <title>Tenet Healthcare Corp</title>
        <cusip>88033GDJ6</cusip>
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          <isin value="US88033GDJ67"/>
          <other otherDesc="SEDOL" value="BMTXLB1"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>176815.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COMCAST CORP</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>Comcast Corp</title>
        <cusip>20030NBT7</cusip>
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          <isin value="US20030NBT72"/>
          <other otherDesc="SEDOL" value="BDFL075"/>
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        <balance>340000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>280099.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>American Financial Group Inc/O</name>
        <lei>549300AFOM7IVKIU1G39</lei>
        <title>American Financial Group Inc/OH</title>
        <cusip>025932104</cusip>
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          <isin value="US0259321042"/>
          <ticker value="AFG"/>
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        <balance>11481.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1632827.82000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140Q8J48</cusip>
        <identifiers>
          <isin value="US3140Q8J489"/>
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        <balance>51324.52000000</balance>
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        <curCd>USD</curCd>
        <valUSD>47929.60000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ARTHUR J GALLAGHER &amp; CO</name>
        <lei>54930049QLLMPART6V29</lei>
        <title>Arthur J Gallagher &amp; Co</title>
        <cusip>363576AB5</cusip>
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          <isin value="US363576AB52"/>
          <other otherDesc="SEDOL" value="BNDQK38"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>285986.44000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BP CAP MARKETS AMERICA</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BP Capital Markets America Inc</title>
        <cusip>10373QBP4</cusip>
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          <isin value="US10373QBP46"/>
          <other otherDesc="SEDOL" value="BNBRK00"/>
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        <balance>275000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>188246.03000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.93900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USA COM PART/USA COM FIN</name>
        <lei>N/A</lei>
        <title>USA Compression Partners LP / USA Compression Finance Corp</title>
        <cusip>91740PAF5</cusip>
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          <isin value="US91740PAF53"/>
          <other otherDesc="SEDOL" value="BKWC8B0"/>
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        <balance>88000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>84160.12000000</valUSD>
        <pctVal>0.022909356574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>EQT Corp</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
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          <isin value="US26884L1098"/>
          <ticker value="EQT"/>
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        <curCd>USD</curCd>
        <valUSD>794381.71000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Asahi Group Holdings Ltd</name>
        <lei>353800KAJ02XNHLCJW79</lei>
        <title>Asahi Group Holdings Ltd</title>
        <cusip>000000000</cusip>
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          <isin value="JP3116000005"/>
          <ticker value="2502"/>
          <other otherDesc="SEDOL" value="6054409"/>
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        <balance>4900.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CRESTWOOD MID PARTNER LP</name>
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          <isin value="US226373AR90"/>
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        <balance>188000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>173625.52000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Diageo PLC</name>
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        <title>Diageo PLC</title>
        <cusip>000000000</cusip>
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          <isin value="GB0002374006"/>
          <ticker value="DGE"/>
          <other otherDesc="SEDOL" value="0237400"/>
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        <balance>20370.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Camden Property Trust</name>
        <lei>5493002MYX22OHYJBD89</lei>
        <title>Camden Property Trust</title>
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          <isin value="US1331311027"/>
          <ticker value="CPT"/>
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        <balance>1885.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Lamar Advertising Co</name>
        <lei>529900Y8WW4MKVPTB543</lei>
        <title>Lamar Advertising Co</title>
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          <isin value="US5128161099"/>
          <ticker value="LAMR"/>
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        <balance>896.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89725.44000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WHITE CAP BUYER LLC</name>
        <lei>N/A</lei>
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        <cusip>96350RAA2</cusip>
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          <isin value="US96350RAA23"/>
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        <balance>65000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>56115.38000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SS&amp;C TECHNOLOGIES INC</name>
        <lei>549300KY09TR3J12JU49</lei>
        <title>SS&amp;C Technologies Inc</title>
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          <isin value="US78466CAC01"/>
          <other otherDesc="SEDOL" value="BJQ1YJ6"/>
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        <balance>195000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>186674.79000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Four Corners Property Trust In</name>
        <lei>549300SVTPZPBDVNER42</lei>
        <title>Four Corners Property Trust Inc</title>
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          <isin value="US35086T1097"/>
          <ticker value="FCPT"/>
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        <balance>2338.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CCO HLDGS LLC/CAP CORP</name>
        <lei>N/A</lei>
        <title>CCO Holdings LLC / CCO Holdings Capital Corp</title>
        <cusip>1248EPCE1</cusip>
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          <isin value="US1248EPCE15"/>
          <other otherDesc="SEDOL" value="BKZHNR3"/>
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        <balance>80000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>67499.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140XCAX6</cusip>
        <identifiers>
          <isin value="US3140XCAX60"/>
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        <balance>858851.83000000</balance>
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        <curCd>USD</curCd>
        <valUSD>717717.65000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>HIGHTOWER HOLDING LLC</name>
        <lei>N/A</lei>
        <title>Hightower Holding LLC</title>
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          <other otherDesc="SEDOL" value="BMYDPK3"/>
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        <balance>110000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>91678.40000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>GARTNER INC</name>
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        <title>Gartner Inc</title>
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        <curCd>USD</curCd>
        <valUSD>117835.63000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Ventas Inc</name>
        <lei>ORQTRC074CWLT3DKHT41</lei>
        <title>Ventas Inc</title>
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          <ticker value="VTR"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>INTERDIGITAL INC</name>
        <lei>N/A</lei>
        <title>InterDigital Inc</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <title>InterDigital Inc</title>
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                <ticker value="IDCC"/>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Essity AB</name>
        <lei>549300G8E6YUVJ1DA153</lei>
        <title>Essity AB</title>
        <cusip>000000000</cusip>
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          <ticker value="ESSITYB"/>
          <other otherDesc="SEDOL" value="BF1K7P7"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418CR89</cusip>
        <identifiers>
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        <balance>277919.24000000</balance>
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        <curCd>USD</curCd>
        <valUSD>259048.63000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2023-01-24</ncom:dateSigned>
      <ncom:nameOfApplicant>Delaware Group Equity Funds V</ncom:nameOfApplicant>
      <ncom:signature>Dan Geatens</ncom:signature>
      <ncom:signerName>Dan Geatens</ncom:signerName>
      <ncom:title>Division Director - Head of US Fund Administration</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
