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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU01CUC1-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="8.030000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2023-12-31</terminationDt>
            <upfrontPmnt>4420.280000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>67200.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>450370.030000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD EUROBOBCO 1Q23 1 03/31/23 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU01NJC0"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>416333.420000</valUSD>
        <pctVal>0.0103410</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU01NJC0-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2023-03-31</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>63000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>416333.420000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD EUROBOBCO 1Q23 3.45 03/31/23 JPM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU01NPA7"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-263149.050000</valUSD>
        <pctVal>-0.0065362</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU01NPA7-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Single Leg Swap</otherRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.450000"/>
            <terminationDt>2023-03-31</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>63000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-263149.050000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD GASOILCO 2Q23 34.18 06/30/23 GST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU01M131"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-89936.930000</valUSD>
        <pctVal>-0.0022339</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU01M131-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="34.180000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2023-06-30</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>18000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-89936.930000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD GASOILCO 3Q23 32.65 09/30/23 GST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU01M149"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-88802.840000</valUSD>
        <pctVal>-0.0022057</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU01M149-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="32.650000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2023-09-30</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>18000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-88802.840000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD GASOILCO 4Q23 31.47 12/31/23 GST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU01M156"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-91010.830000</valUSD>
        <pctVal>-0.0022606</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU01M156-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="31.470000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2023-12-31</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>18000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-91010.830000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD GOLDLNPM 1712 10/19/23 JPM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU01M9P4"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>260315.930000</valUSD>
        <pctVal>0.0064658</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>LONDON GOLD MKT FIX LTD PM</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1712.000000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2023-10-19</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1500.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>260315.930000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD JETCO 2Q23 33.86 06/30/23 GST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU01M0W8"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>37700.620000</valUSD>
        <pctVal>0.0009364</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU01M0W8-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Single Leg Swap</otherRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="33.860000"/>
            <terminationDt>2023-06-30</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>18000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>37700.620000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD JETCO 3Q23 33.02 09/30/23 GST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU01M1H0"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>54548.230000</valUSD>
        <pctVal>0.0013549</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Single Leg Swap</otherRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="33.020000"/>
            <terminationDt>2023-09-30</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>18000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>54548.230000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD JETCO 4Q23 32.12 12/31/23 GST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU01M1I8"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>60480.000000</valUSD>
        <pctVal>0.0015022</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU01M1I8-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Single Leg Swap</otherRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="32.120000"/>
            <terminationDt>2023-12-31</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>18000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>60480.000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD LASA G23 29.997 01/30/23 GST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU0NJ654"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5993580.490000</valUSD>
        <pctVal>-0.1488705</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Natural Gas</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU0NJ654-Natural Gas"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="29.997000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2023-01-30</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>790000.000000</notionalAmt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        </identifiers>
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        <curCd>USD</curCd>
        <valUSD>0.010000</valUSD>
        <pctVal>0.0000000</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>Natural Gas</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU0NF280-Natural Gas"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.000000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2023-02-27</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD LLSCO CAL22 -2.1 12/31/22 MYC</title>
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        <identifiers>
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        </identifiers>
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        <curCd>USD</curCd>
        <valUSD>-12915.000000</valUSD>
        <pctVal>-0.0003208</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="-2.100000"/>
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            <rcptCurCd>USD</rcptCurCd>
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            <unrealizedAppr>-12915.000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU0GD622"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13120.000000</valUSD>
        <pctVal>-0.0003259</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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            <descRefInstrmnt>
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                <issueTitle>Petroleum</issueTitle>
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                  <other otherDesc="Internal ID" value="SWU0GD622-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="-2.100000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2022-12-31</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>6400.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-13120.000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD LLSCO CAL22 -2.5 12/31/22 MYC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU0GB576"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7590.000000</valUSD>
        <pctVal>-0.0001885</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU0GB576-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="-2.500000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2022-12-31</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>4600.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-7590.000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD LLSCO CAL22 -2.8 12/31/22 MAC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU0SP366"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6210.000000</valUSD>
        <pctVal>-0.0001542</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MACQUARIE BANK LIMITED</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU0SP366-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="-2.800000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2022-12-31</terminationDt>
            <upfrontPmnt>1334.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>4600.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-7544.000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD LLSCO K2-Z2 0.07 12/31/22 JPM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU01IVZ6"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>35975.500000</valUSD>
        <pctVal>0.0008936</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU01IVZ6-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Single Leg Swap</otherRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.070000"/>
            <terminationDt>2022-12-31</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>8525.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>35975.500000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD LLSMEH 2H22 1 12/31/22 GST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU0SV520"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-335.000000</valUSD>
        <pctVal>-0.0000083</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Single Leg Swap</otherRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000"/>
            <terminationDt>2022-12-31</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>6700.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-335.000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD LLSMEH CAL22 1 12/31/22 GST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU0SM983"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-200.000000</valUSD>
        <pctVal>-0.0000050</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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            <descRefInstrmnt>
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                <issueTitle>Petroleum</issueTitle>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Single Leg Swap</otherRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000"/>
            <terminationDt>2022-12-31</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
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            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
            <unrealizedAppr>-200.000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD MEHCO CAL22 -2.3 12/31/22 JPM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU0JL886"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13050.000000</valUSD>
        <pctVal>-0.0003241</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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                <identifiers>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="-2.300000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2022-12-31</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>4500.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-13050.000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD MEHCO CAL22 -2.82 12/31/22 JPM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU0GB360"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29988.000000</valUSD>
        <pctVal>-0.0007449</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <descRefInstrmnt>
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                <issueTitle>Petroleum</issueTitle>
                <identifiers>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="-2.820000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2022-12-31</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-125.430000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>12600.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-29862.570000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD MEHCO K2-Z2 -0.75 12/31/22 JPM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU01IVX1"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>21360.000000</valUSD>
        <pctVal>0.0005305</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU01IVX1-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Single Leg Swap</otherRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="-0.750000"/>
            <terminationDt>2022-12-31</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>4800.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>21360.000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD MEHCO K2-Z2 -1.517625 12/22 MYC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU01ITQ9"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-74383.980000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU01ITQ9-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="-1.517600"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2022-12-31</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>20200.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-74383.980000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD MEHCO M2-Z2 -0.75 12/31/22 CBK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU01JC36"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13350.000000</valUSD>
        <pctVal>0.0003316</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
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            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU01JC36-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Single Leg Swap</otherRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="-0.750000"/>
            <terminationDt>2022-12-31</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>3000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>13350.000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD MEHCO M2-Z2 -0.8 12/31/22 JPM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU01JB29"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4400.000000</valUSD>
        <pctVal>0.0001093</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU01JB29-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Single Leg Swap</otherRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="-0.800000"/>
            <terminationDt>2022-12-31</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4400.000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD QSCOCAL 4Q22 21.9 12/31/22 GST</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="SWU01HWU8"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>214523.030000</valUSD>
        <pctVal>0.0053284</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU01HWU8-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="21.900000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2022-12-31</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>13350.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>214523.030000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD QSCOCAL 4Q22 30 12/31/22 MYC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU01IS49"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-41270.760000</valUSD>
        <pctVal>-0.0010251</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU01IS49-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Single Leg Swap</otherRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="30.000000"/>
            <terminationDt>2022-12-31</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>5350.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-41270.760000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD TMRA G23 31.081 01/30/23 GST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU01YF30"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14939433.360000</valUSD>
        <pctVal>-0.3710706</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Natural Gas</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU01YF30-Natural Gas"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="31.081000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2023-01-30</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2080000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-14939433.360000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD TMRA H23 0 02/27/23 GST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU0EJ837"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>0.020000</valUSD>
        <pctVal>0.0000000</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Natural Gas</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU0EJ837-Natural Gas"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.000000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2023-02-27</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2080000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>0.020000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COM FWD XBHO CAL23 -59 12/31/23 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU01MGN1"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>175694.400000</valUSD>
        <pctVal>0.0043640</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="-59.000000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2023-12-31</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-84672.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2016000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>260366.400000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COMM SWAP BCOM UAG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU0ES472"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>683972.770000</valUSD>
        <pctVal>0.0169887</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>UBS AG</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>BCOM</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU0ES472-BCOM"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.000000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2023-01-20</terminationDt>
            <upfrontPmnt>1907632.930000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>20827108.020000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1223660.160000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COMM SWAP BCOM UAG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU0ET876"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1149823.380000</valUSD>
        <pctVal>0.0285597</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>UBS AG</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>BCOM</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU0ET876-BCOM"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Single Leg Swap</otherRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.000000"/>
            <terminationDt>2023-03-16</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-443238.430000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>13289129.370000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>706584.950000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COMM SWAP BCOMF1NTC BPS</title>
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        <identifiers>
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        </identifiers>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.000000"/>
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            <rcptCurCd>USD</rcptCurCd>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COMM SWAP CMDSKEWLS GST</title>
        <cusip>000000000</cusip>
        <identifiers>
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        </identifiers>
        <balance>1.000000</balance>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <curCd>USD</curCd>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
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        </identifiers>
        <balance>1.000000</balance>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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                  <derivAddlInfo>
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                    <lei>N/A</lei>
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                    <identifiers>
                      <other otherDesc="Internal ID" value="SWUVFJ747"/>
                    </identifiers>
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                    <invCountry>US</invCountry>
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                  <descRefInstrmnt>
                    <indexBasketInfo>
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        </derivativeInfo>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COMM SWAP ENHGUK03 GST</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.000000</balance>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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            <descRefInstrmnt>
              <nestedDerivInfo>
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                  <derivAddlInfo>
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                  <descRefInstrmnt>
                    <indexBasketInfo>
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            <swapFlag>Y</swapFlag>
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            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COMM SWAP JMABFNJ2 JPM</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
              <indexBasketInfo>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.000000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <assetCat>DCO</assetCat>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COMM SWAP TBL/BCOMF1NTC GST</title>
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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COMM SWAP TBL/BCOMF1TC GST</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Treasury H15 Treasury Bill 3 Month Auction Avg Discount" floatingRtSpread="14.000000" pmntAmt="0.000000">
              <rtResetTenors>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>SOCIETE GENERALE</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <isin value="EZXWWRFJDLT3"/>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>London Clearing house</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <isin value="EZWH3K711M36"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>London Clearing house</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>BANC OF AMERICA FUNDING CORP 2007-C</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BANCA MONTE DEI PASCHI DI SIENA SPA</name>
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        <title>BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR</title>
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        <invCountry>IT</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <isin value="EZ3049FML8Q0"/>
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        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>London Clearing house</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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          <isin value="EZV3B7DRM8R4"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>London Clearing house</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>UBS AG</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="22KIKBBDJ9R"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>UBS AG</counterpartyName>
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            <amtCurSold>11980000000.000000</amtCurSold>
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            <unrealizedAppr>-6616008.820000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME LEAD FUTURE   MAR23 XLME 20230313</title>
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          <isin value="GB00H236DV43"/>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>London Metals Exchange</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <other otherDesc="Internal ID" value="ADI23N021-Lead"/>
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            <expDate>2023-03-13</expDate>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>London Metals Exchange</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <isin value="GB00H236GD75"/>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>London Metals Exchange</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-03-13</expDate>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LONG GILT FUTURE  MAR23 IFLL 20230329</title>
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          <isin value="GB00K708D592"/>
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        <currencyConditional curCd="GBP" exchangeRt="0.827200"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-03-29</expDate>
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        <securityLending>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
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          <isin value="US06051GKN87"/>
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        <valUSD>19645518.820000</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>US 10YR NOTE (CBT)MAR23 XCBT 20230322</title>
        <cusip>000000000</cusip>
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          <ticker value="TYH3"/>
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        <curCd>USD</curCd>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <expDate>2023-03-22</expDate>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Chicago Board of Trade</counterpartyName>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-03-31</expDate>
            <notionalAmt>37199355.560000</notionalAmt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>US LONG BOND(CBT) MAR23 XCBT 20230322</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="USH3"/>
        </identifiers>
        <balance>126.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-226585.170000</valUSD>
        <pctVal>-0.0056280</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>UNITED STATES GOVT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI26YSS7-UNITED STATES GOVT"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-22</expDate>
            <notionalAmt>15708656.250000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-226585.170000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>US ULTRA BOND CBT MAR23 XCBT 20230322</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="WNH3"/>
        </identifiers>
        <balance>-306.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1280925.180000</valUSD>
        <pctVal>0.0318160</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>UNITED STATES GOVT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI26YTH0-UNITED STATES GOVT"/>
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              </otherRefInst>
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            <expDate>2023-03-22</expDate>
            <notionalAmt>-40865343.750000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1280925.180000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>KC HRW WHEAT FUT  JUL23 XCBT 20230714</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="KWN3"/>
        </identifiers>
        <balance>-13.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6153.630000</valUSD>
        <pctVal>-0.0001528</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Kansas Wheat</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27CT38-Kansas Wheat"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-07-14</expDate>
            <notionalAmt>-569725.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-6153.630000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>KC HRW WHEAT FUT  MAR23 XCBT 20230314</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="KWH3"/>
        </identifiers>
        <balance>-158.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>401344.020000</valUSD>
        <pctVal>0.0099687</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Kansas Wheat</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI24YNK1-Kansas Wheat"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-14</expDate>
            <notionalAmt>-7015200.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>401344.020000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WHEAT FUTURE(CBT) JUL23 XCBT 20230714</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="W N3"/>
        </identifiers>
        <balance>-82.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-125924.270000</valUSD>
        <pctVal>-0.0031277</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Wheat</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI259LM3-Wheat"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-07-14</expDate>
            <notionalAmt>-3292300.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-125924.270000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WHEAT FUTURE(CBT) MAR23 XCBT 20230314</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="W H3"/>
        </identifiers>
        <balance>-37.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>34463.150000</valUSD>
        <pctVal>0.0008560</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Wheat</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI224800-Wheat"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-14</expDate>
            <notionalAmt>-1465200.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>34463.150000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED REGS 08/25 VAR</title>
        <cusip>ACI1XVH91</cusip>
        <identifiers>
          <isin value="XS2345784057"/>
        </identifiers>
        <balance>14600000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>15569408.480000</valUSD>
        <pctVal>0.3867181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.863</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>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC SR UNSECURED 08/26 5.304</title>
        <cusip>06738EBZ7</cusip>
        <identifiers>
          <isin value="US06738EBZ79"/>
        </identifiers>
        <balance>8900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8842307.890000</valUSD>
        <pctVal>0.2196282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.304</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>BARINGS CLO LTD 2018-I</name>
        <lei>N/A</lei>
        <title>BABSON CLO LTD BABSN 2018 1A A1 144A</title>
        <cusip>06760GAA9</cusip>
        <identifiers>
          <isin value="US06760GAA94"/>
        </identifiers>
        <balance>2700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2648152.040000</valUSD>
        <pctVal>0.0657757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.02914</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>BBCMS 2017-DELC MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2017 DELC A 144A</title>
        <cusip>05552EAA8</cusip>
        <identifiers>
          <isin value="US05552EAA82"/>
        </identifiers>
        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>983162.400000</valUSD>
        <pctVal>0.0244201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.29286</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>BBCMS MORTGAGE TRUST 2018-BXH</name>
        <lei>N/A</lei>
        <title>BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 BXH A 144A</title>
        <cusip>05491RAA3</cusip>
        <identifiers>
          <isin value="US05491RAA32"/>
        </identifiers>
        <balance>14290587.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13761216.890000</valUSD>
        <pctVal>0.3418057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.31786</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>BBCMS TRUST 2018-CBM</name>
        <lei>N/A</lei>
        <title>BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM A 144A</title>
        <cusip>05549RAA5</cusip>
        <identifiers>
          <isin value="US05549RAA59"/>
        </identifiers>
        <balance>4300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4184515.330000</valUSD>
        <pctVal>0.1039364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.318</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>BDS 2022-FL11 LLC</name>
        <lei>N/A</lei>
        <title>BDS LTD BDS 2022 FL11 ATS 144A</title>
        <cusip>054980AA5</cusip>
        <identifiers>
          <isin value="US054980AA58"/>
        </identifiers>
        <balance>2400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2336133.120000</valUSD>
        <pctVal>0.0580256</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-03-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.12102</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>BDS 2022-FL12 LLC</name>
        <lei>N/A</lei>
        <title>BDS LTD BDS 2022 FL12 A 144A</title>
        <cusip>07336CAA1</cusip>
        <identifiers>
          <isin value="US07336CAA18"/>
        </identifiers>
        <balance>1800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1774260.900000</valUSD>
        <pctVal>0.0440697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.46106</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>BEAR STEARNS  STRUC PROD INC 2007-R6</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1</title>
        <cusip>07402FAA3</cusip>
        <identifiers>
          <isin value="US07402FAA30"/>
        </identifiers>
        <balance>53635.720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43136.300000</valUSD>
        <pctVal>0.0010714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.52348</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 11A1</title>
        <cusip>07384M3X8</cusip>
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          <isin value="US07384M3X88"/>
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        <balance>74546.320000</balance>
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        <curCd>USD</curCd>
        <valUSD>74143.380000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.28243</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>BEAR STEARNS ALT-A TRUST 2005-5</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2005 5 25A1</title>
        <cusip>07386HUM1</cusip>
        <identifiers>
          <isin value="US07386HUM14"/>
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        <balance>493975.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>360731.370000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-EC2</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ASSET BACKED SECU BSABS 2006 EC2 M3</title>
        <cusip>07387UDT5</cusip>
        <identifiers>
          <isin value="US07387UDT51"/>
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        <curCd>USD</curCd>
        <valUSD>7142837.360000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.04871</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD2</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD2 2A2</title>
        <cusip>07386UAN2</cusip>
        <identifiers>
          <isin value="US07386UAN28"/>
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        <balance>271515.520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>248081.690000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.38871</annualizedRt>
          <isDefault>Y</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BENEFIT STREET PARTNERS CLO VIII LTD 2015</name>
        <lei>N/A</lei>
        <title>BENEFIT STREET PARTNERS CLO LT BSP 2015 8A A1AR 144A</title>
        <cusip>08180XAN2</cusip>
        <identifiers>
          <isin value="US08180XAN21"/>
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        <balance>700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>690704.630000</valUSD>
        <pctVal>0.0171559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.34257</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>BENEFIT STREET PARTNERS CLO XII LTD 2017-12A</name>
        <lei>N/A</lei>
        <title>BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A</title>
        <cusip>08179HAE0</cusip>
        <identifiers>
          <isin value="US08179HAE09"/>
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        <balance>1700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1678444.850000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.02914</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BENEFIT STREET PARTNERS CLO XVII LTD</name>
        <lei>N/A</lei>
        <title>BENEFIT STREET PARTNERS CLO LT BSP 2019 17A AR 144A</title>
        <cusip>08182BAL2</cusip>
        <identifiers>
          <isin value="US08182BAL27"/>
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        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>488862.460000</valUSD>
        <pctVal>0.0121425</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.15914</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>BFLD 2019-DPLO</name>
        <lei>N/A</lei>
        <title>BFLD TRUST BFLD 2019 DPLO A 144A</title>
        <cusip>054970AA6</cusip>
        <identifiers>
          <isin value="US054970AA68"/>
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        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>982010.400000</valUSD>
        <pctVal>0.0243915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.408</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>BHG SECURITIZATION TRUST 2022-B</name>
        <lei>N/A</lei>
        <title>BANKERS HEALTHCARE GROUP SECUR BHG 2022 B A 144A</title>
        <cusip>05553DAA9</cusip>
        <identifiers>
          <isin value="US05553DAA90"/>
        </identifiers>
        <balance>12582738.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12385014.710000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75</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>BHG SECURITIZATION TRUST 2022-C</name>
        <lei>N/A</lei>
        <title>BANKERS HEALTHCARE GROUP SECUR BHG 2022 C A 144A</title>
        <cusip>08860DAA1</cusip>
        <identifiers>
          <isin value="US08860DAA19"/>
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        <balance>911970.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>904843.950000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.32</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BHR 2018-PRME</name>
        <lei>N/A</lei>
        <title>BRAEMAR HOTELS + RESORTS TRUST BHR 2018 PRME A 144A</title>
        <cusip>10482TAA0</cusip>
        <identifiers>
          <isin value="US10482TAA07"/>
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        <balance>8530000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8136846.330000</valUSD>
        <pctVal>0.2021057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.138</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BLACK DIAMOND CLO 2017-2 DAC</name>
        <lei>N/A</lei>
        <title>BLACK DIAMOND CLO BLACK 2017 2A A1 144A</title>
        <cusip>ACI1XBRF0</cusip>
        <identifiers>
          <isin value="XS1713075973"/>
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        <balance>9643255.600000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.316</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>BLACKROCK EUROPEAN CLO XI DAC 11A</name>
        <lei>N/A</lei>
        <title>BLACKROCK EUROPEAN CLO DAC BECLO 11A A 144A</title>
        <cusip>ACI1ZCH75</cusip>
        <identifiers>
          <isin value="XS2364591524"/>
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        <balance>11304000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.358</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>BLUEMOUNTAIN CLO XXII LTD 2018-22A</name>
        <lei>N/A</lei>
        <title>BLUEMOUNTAIN CLO LTD BLUEM 2018 22A A1 144A</title>
        <cusip>09629PAA4</cusip>
        <identifiers>
          <isin value="US09629PAA49"/>
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        <balance>600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>590100.000000</valUSD>
        <pctVal>0.0146571</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.15914</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>BNPP AM EURO CLO 2019 BV 19-1A</name>
        <lei>N/A</lei>
        <title>BNPP AM EURO CLO BNPAM 2019 1A AR 144A</title>
        <cusip>ACI21M4V9</cusip>
        <identifiers>
          <isin value="XS2404665460"/>
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        <balance>6400000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>6638548.210000</valUSD>
        <pctVal>0.1648905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.322</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>BPCRE HOLDER LLC 2022-FL2</name>
        <lei>N/A</lei>
        <title>BPCRE HOLDER LLC BPCRE 2022 FL2 A 144A</title>
        <cusip>05602FAA5</cusip>
        <identifiers>
          <isin value="US05602FAA57"/>
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        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>493403.750000</valUSD>
        <pctVal>0.0122553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.72456</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>BSPRT 2022-FL9 ISSUER LTD</name>
        <lei>N/A</lei>
        <title>BSPRT ISSUER, LTD. BSPRT 2022 FL9 A 144A</title>
        <cusip>055984AA6</cusip>
        <identifiers>
          <isin value="US055984AA69"/>
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        <balance>2000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1956907.400000</valUSD>
        <pctVal>0.0486063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.63161</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>BSST 2021-1818 MORTGAGE TRUST</name>
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          <isin value="US07403PAA03"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAIRN CLO VIII DAC 2017-8A</name>
        <lei>N/A</lei>
        <title>CAIRN CLO BV CRNCL 2017 8A A 144A</title>
        <cusip>ACI290HR4</cusip>
        <identifiers>
          <isin value="XS1693022433"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARLYLE EURO CLO 2017-2 DAC 17-2A</name>
        <lei>N/A</lei>
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          <isin value="XS2303077411"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-4A</name>
        <lei>N/A</lei>
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        <cusip>14310KAS0</cusip>
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          <isin value="US14310KAS06"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2015-4A</name>
        <lei>N/A</lei>
        <title>CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1R 144A</title>
        <cusip>14311NAL8</cusip>
        <identifiers>
          <isin value="US14311NAL82"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2015-3 DAC 15-3A</name>
        <lei>N/A</lei>
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        <cusip>ACI0ZFM90</cusip>
        <identifiers>
          <isin value="XS1732100430"/>
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        <balance>998012.900000</balance>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CARLYLE US CLO LTD 2017-4</name>
        <lei>N/A</lei>
        <title>CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 4A A1 144A</title>
        <cusip>14315BAA4</cusip>
        <identifiers>
          <isin value="US14315BAA44"/>
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        <balance>500000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>493775.370000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CARNOW AUTO RECEIVABLES TRUST 2022-1A</name>
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        <cusip>14367LAA9</cusip>
        <identifiers>
          <isin value="US14367LAA98"/>
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        <balance>210102.130000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST 2022-N1</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 N1 A1 144A</title>
        <cusip>14686GAA4</cusip>
        <identifiers>
          <isin value="US14686GAA40"/>
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        <balance>11755376.590000</balance>
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        <curCd>USD</curCd>
        <valUSD>11415394.640000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CBAM LTD 2017-1A</name>
        <lei>N/A</lei>
        <title>CBAM CLO MANAGEMENT LLC CBAM 2017 1A A1 144A</title>
        <cusip>12480VAC9</cusip>
        <identifiers>
          <isin value="US12480VAC90"/>
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        <balance>598046.150000</balance>
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        <curCd>USD</curCd>
        <valUSD>592094.040000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>CEDAR FUNDING V CLO LTD 2016-5A</name>
        <lei>N/A</lei>
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        <cusip>15032AAN7</cusip>
        <identifiers>
          <isin value="US15032AAN72"/>
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        <balance>900000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>884976.660000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.17914</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CHASE MORTGAGE FINANCE CORP 2007-A1</name>
        <lei>N/A</lei>
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        <cusip>161630AA6</cusip>
        <identifiers>
          <isin value="US161630AA63"/>
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        <balance>72066.780000</balance>
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        <curCd>USD</curCd>
        <valUSD>69474.910000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CHASE MORTGAGE FINANCE CORP 2007-A1</name>
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        <identifiers>
          <isin value="US161630AL29"/>
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        <curCd>USD</curCd>
        <valUSD>62872.600000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CHASEFLEX TRUST 2006-1</name>
        <lei>N/A</lei>
        <title>CHASEFLEX TRUST CFLX 2006 1 A4</title>
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        <identifiers>
          <isin value="US16165LAF76"/>
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        <valUSD>39424.040000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHEVY CHASE MTGE FUNDING CORP 2004-1A</name>
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        <title>CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 1A A1 144A</title>
        <cusip>16678RAS6</cusip>
        <identifiers>
          <isin value="US16678RAS67"/>
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        <balance>1792.370000</balance>
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        <curCd>USD</curCd>
        <valUSD>1655.020000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.66871</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CIFC FUNDING LTD 2014-5A</name>
        <lei>N/A</lei>
        <title>CIFC FUNDING LTD CIFC 2014 5A A1R2 144A</title>
        <cusip>12550AAT3</cusip>
        <identifiers>
          <isin value="US12550AAT34"/>
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        <balance>800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>790165.460000</valUSD>
        <pctVal>0.0196264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.27914</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>CIFC FUNDING LTD 2017-5A</name>
        <lei>N/A</lei>
        <title>CIFC FUNDING LTD CIFC 2017 5A A1 144A</title>
        <cusip>12551MAA7</cusip>
        <identifiers>
          <isin value="US12551MAA71"/>
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        <balance>700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>693397.670000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.25914</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>CIFC FUNDING LTD 2018-1A</name>
        <lei>N/A</lei>
        <title>CIFC FUNDING LTD CIFC 2018 1A A 144A</title>
        <cusip>12551RAA6</cusip>
        <identifiers>
          <isin value="US12551RAA68"/>
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        <balance>400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>392970.910000</valUSD>
        <pctVal>0.0097607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.19371</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>CIFC-2012-2RA</name>
        <lei>N/A</lei>
        <title>CIFC FUNDING LTD CIFC 2012 2RA A1 144A</title>
        <cusip>12551PAA0</cusip>
        <identifiers>
          <isin value="US12551PAA03"/>
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        <balance>569574.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>564936.440000</valUSD>
        <pctVal>0.0140321</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.04257</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 MTGE LOAN TRUST INC 2005-11</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A3</title>
        <cusip>17307GW95</cusip>
        <identifiers>
          <isin value="US17307GW951"/>
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        <balance>21089.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20090.220000</valUSD>
        <pctVal>0.0004990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.47</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>CLNC 2019-FL1 LTD</name>
        <lei>N/A</lei>
        <title>CLNC 2019 FL1, LTD CLNC 2019 FL1 A 144A</title>
        <cusip>12565DAA1</cusip>
        <identifiers>
          <isin value="US12565DAA19"/>
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        <balance>360900.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>354671.110000</valUSD>
        <pctVal>0.0088094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.68904</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>CNH INDUSTRIAL CAPITAL LLC</name>
        <lei>549300PNSJ5B81UMVO28</lei>
        <title>CNH INDUSTRIAL CAPITAL</title>
        <cusip>18977HPM9</cusip>
        <identifiers>
          <ticker value="CNHIPP"/>
        </identifiers>
        <balance>550000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>545916.570000</valUSD>
        <pctVal>0.0135597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-21</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR</name>
        <lei>N/A</lei>
        <title>COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A</title>
        <cusip>12564NAA0</cusip>
        <identifiers>
          <isin value="US12564NAA00"/>
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        <balance>6300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6013708.470000</valUSD>
        <pctVal>0.1493705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.447</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>COMM MORTGAGE TRUST 2016-787S</name>
        <lei>N/A</lei>
        <title>COMM MORTGAGE TRUST COMM 2016 787S A 144A</title>
        <cusip>12635WAA5</cusip>
        <identifiers>
          <isin value="US12635WAA53"/>
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        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>915538.100000</valUSD>
        <pctVal>0.0227404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.545</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>CONSOLIDATED EDISON COMPANY OF NEW YORK INC</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
        <title>CONSOLIDATED ED CO N</title>
        <cusip>20911MNH6</cusip>
        <identifiers>
          <isin value="US20911MNH69"/>
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        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>498842.000000</valUSD>
        <pctVal>0.0123904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-17</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>CONSOLIDATED EDISON COMPANY OF NEW YORK INC</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
        <title>CONSOLIDATED ED CO N</title>
        <cusip>20911MNJ2</cusip>
        <identifiers>
          <isin value="US20911MNJ26"/>
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        <balance>750000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>748164.130000</valUSD>
        <pctVal>0.0185831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-18</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>CONSOLIDATED EDISON COMPANY OF NEW YORK INC</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
        <title>CONSOLIDATED ED CO N</title>
        <cusip>20911MNK9</cusip>
        <identifiers>
          <ticker value="CONPP"/>
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        <balance>750000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>748065.000000</valUSD>
        <pctVal>0.0185807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-19</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>CONSOLIDATED EDISON COMPANY OF NEW YORK INC</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
        <title>CONSOLIDATED ED CO N</title>
        <cusip>20911MNL7</cusip>
        <identifiers>
          <ticker value="CONPP"/>
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        <balance>750000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>747965.630000</valUSD>
        <pctVal>0.0185782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-20</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>CONSTELLATION BRANDS INC</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>CONSTELLATION BRANDS INC</title>
        <cusip>21037DN91</cusip>
        <identifiers>
          <isin value="US21037DN913"/>
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        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>499321.810000</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>2023-01-09</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>CONSTELLATION BRANDS INC</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>CONSTELLATION BRANDS INC</title>
        <cusip>21037DNA8</cusip>
        <identifiers>
          <isin value="US21037DNA80"/>
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        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>499253.070000</valUSD>
        <pctVal>0.0124006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-10</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>CONTEGO CLO VII DAC</name>
        <lei>N/A</lei>
        <title>CONTEGO CLO DAC CONTE 7A A 144A</title>
        <cusip>ACI297QZ1</cusip>
        <identifiers>
          <isin value="XS2053877069"/>
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        <balance>9300000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>9632484.500000</valUSD>
        <pctVal>0.2392548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.432</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>COMMODITY WAREHOUSE RECEIPT</name>
        <lei>N/A</lei>
        <title>GOLD CMX WR FAC 2001 JPM BOS</title>
        <cusip>966RBXII1</cusip>
        <identifiers>
          <ticker value="GC"/>
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        <balance>82718.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>149991360.660000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>COMM</assetCat>
        <issuerConditional desc="COMMODITY WAREHOUSE RECEIPT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>COMMODITY WAREHOUSE RECEIPT</name>
        <lei>N/A</lei>
        <title>GOLD CMX WR FAC 3002 SCOTIA BOS</title>
        <cusip>936QAV904</cusip>
        <identifiers>
          <ticker value="GC"/>
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        <balance>16796.560000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30456960.860000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>COMM</assetCat>
        <issuerConditional desc="COMMODITY WAREHOUSE RECEIPT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COMMODITY WAREHOUSE RECEIPT</name>
        <lei>N/A</lei>
        <title>GOLD CMX WR FAC 4001 BRINKS BOS</title>
        <cusip>965SRC908</cusip>
        <identifiers>
          <ticker value="GC"/>
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        <balance>33944.970000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61551933.530000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>COMM</assetCat>
        <issuerConditional desc="COMMODITY WAREHOUSE RECEIPT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COMMODITY WAREHOUSE RECEIPT</name>
        <lei>N/A</lei>
        <title>GOLD CMX WR FAC 4002 BRINKS2 BOS</title>
        <cusip>967FDJ904</cusip>
        <identifiers>
          <ticker value="GC"/>
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        <balance>4419.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8012909.190000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>COMM</assetCat>
        <issuerConditional desc="COMMODITY WAREHOUSE RECEIPT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>COMMODITY WAREHOUSE RECEIPT</name>
        <lei>N/A</lei>
        <title>GOLD CMX WR FAC 4003 BRINKS3 BOS</title>
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      </invstOrSec>
      <invstOrSec>
        <name>COMMODITY WAREHOUSE RECEIPT</name>
        <lei>N/A</lei>
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          <ticker value="GC"/>
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        <assetCat>COMM</assetCat>
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      </invstOrSec>
      <invstOrSec>
        <name>COMMODITY WAREHOUSE RECEIPT</name>
        <lei>N/A</lei>
        <title>GOLD CMX WR FAC 5001 HSBC BOS</title>
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          <ticker value="GC"/>
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      </invstOrSec>
      <invstOrSec>
        <name>COMMODITY WAREHOUSE RECEIPT</name>
        <lei>N/A</lei>
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          <ticker value="GC"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>COMMODITY WAREHOUSE RECEIPT</name>
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          <ticker value="GC"/>
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        <assetCat>COMM</assetCat>
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      <invstOrSec>
        <name>COMMODITY WAREHOUSE RECEIPT</name>
        <lei>N/A</lei>
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          <ticker value="GC"/>
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        <curCd>USD</curCd>
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        <assetCat>COMM</assetCat>
        <issuerConditional desc="COMMODITY WAREHOUSE RECEIPT" issuerCat="OTHER"/>
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      <invstOrSec>
        <name>COMMODITY WAREHOUSE RECEIPT</name>
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          <ticker value="GC"/>
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      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LN TR 2007-1T1</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-22</name>
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      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2004-5</name>
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        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2004 5 M1</title>
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      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2004-6</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2004-7</name>
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      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERTIFICATES 2005-8</name>
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        <name>COUNTRYWIDE HOME LOANS 2004-HYB7</name>
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        <name>COUNTRYWIDE HOME LOANS 2005-HYB4</name>
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        <name>CQS US CLO 2022-2A LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST 2020-2</name>
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        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST 2020-3</name>
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        <name>CREDIT SUISSE AG/NEW YORK BRANCH</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>CH</invCountry>
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      <invstOrSec>
        <name>CROWN CASTLE INTERNATIONAL CORP (CCI)</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CROWN CASTLE</title>
        <cusip>22823QN98</cusip>
        <identifiers>
          <ticker value="CRWNCI"/>
        </identifiers>
        <balance>750000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>748983.750000</valUSD>
        <pctVal>0.0186035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-09</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>CVC CORDATUS LOAN FUND III LTD CORDA-A</name>
        <lei>N/A</lei>
        <title>CORDATUS CLO PLC CORDA 3A A1RR 144A</title>
        <cusip>ACI12W091</cusip>
        <identifiers>
          <isin value="XS1823354797"/>
        </identifiers>
        <balance>5200000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>5426326.500000</valUSD>
        <pctVal>0.1347809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.578</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>CVC CORDATUS LOAN FUND IV LTD 4A</name>
        <lei>N/A</lei>
        <title>CORDATUS CLO PLC CORDA 4A ARRR 144A</title>
        <cusip>ACI29BDC7</cusip>
        <identifiers>
          <isin value="XS2298979001"/>
        </identifiers>
        <balance>7000000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>7233529.900000</valUSD>
        <pctVal>0.1796688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.651</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>DBWF-2018-GLKS</name>
        <lei>N/A</lei>
        <title>DBWF MORTGAGE TRUST DBWF 2018 GLKS A 144A</title>
        <cusip>23307GAA4</cusip>
        <identifiers>
          <isin value="US23307GAA40"/>
        </identifiers>
        <balance>2500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2429231.250000</valUSD>
        <pctVal>0.0603380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.469</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>DRYDEN 48 EURO CLO 2016 DAC 16-48A</name>
        <lei>N/A</lei>
        <title>DRYDEN LEVERAGED LOAN CDO DRYD 2016 48A A2R 144A</title>
        <cusip>ACI2410M6</cusip>
        <identifiers>
          <isin value="XS2044125966"/>
        </identifiers>
        <balance>3000000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>2877415.920000</valUSD>
        <pctVal>0.0714702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.47</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>DRYDEN 60 CLO LTD</name>
        <lei>N/A</lei>
        <title>DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A</title>
        <cusip>26251NAB6</cusip>
        <identifiers>
          <isin value="US26251NAB64"/>
        </identifiers>
        <balance>1300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1277755.440000</valUSD>
        <pctVal>0.0317373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.12914</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>DRYDEN CLO LTD 2019-72A</name>
        <lei>N/A</lei>
        <title>DRYDEN SENIOR LOAN FUND DRSLF 2019 72A AR 144A</title>
        <cusip>26252NAN9</cusip>
        <identifiers>
          <isin value="US26252NAN93"/>
        </identifiers>
        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>492995.000000</valUSD>
        <pctVal>0.0122452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.68614</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>DUKE ENERGY CORPORATION</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUKE ENERGY CORP</title>
        <cusip>26244JNB1</cusip>
        <identifiers>
          <ticker value="DUKENE"/>
        </identifiers>
        <balance>750000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>748853.000000</valUSD>
        <pctVal>0.0186003</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-11</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>DUKE ENERGY CORPORATION</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUKE ENERGY CORP</title>
        <cusip>26244JNH8</cusip>
        <identifiers>
          <ticker value="DUKENE"/>
        </identifiers>
        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>498842.000000</valUSD>
        <pctVal>0.0123904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-17</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>ELECTRICITE DE FRANCE SA (EDF)</name>
        <lei>549300X3UK4GG3FNMO06</lei>
        <title>ELECTRICITE DE FRANCE SA</title>
        <cusip>28504HNL4</cusip>
        <identifiers>
          <isin value="US28504HNL41"/>
        </identifiers>
        <balance>2500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2493247.930000</valUSD>
        <pctVal>0.0619281</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-20</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>ENBRIDGE (US) INC</name>
        <lei>5493003FRODSVHJWFS32</lei>
        <title>ENBRIDGE (US) INC</title>
        <cusip>29251VN93</cusip>
        <identifiers>
          <ticker value="ENBUS"/>
        </identifiers>
        <balance>250000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249669.580000</valUSD>
        <pctVal>0.0062014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-09</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>ENEL FINANCE AMERICA LLC</name>
        <lei>549300EGNLVUJX1DEC60</lei>
        <title>ENEL FINANCE AMERICA</title>
        <cusip>29279HNC5</cusip>
        <identifiers>
          <isin value="US29279HNC50"/>
        </identifiers>
        <balance>1520000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1517418.020000</valUSD>
        <pctVal>0.0376901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-12</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER PARTNERS</title>
        <cusip>29277FN56</cusip>
        <identifiers>
          <isin value="US29277FN565"/>
        </identifiers>
        <balance>1750000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1748583.670000</valUSD>
        <pctVal>0.0434319</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-05</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>ENTERGY CORPORATION</name>
        <lei>4XM3TW50JULSLG8BNC79</lei>
        <title>ENTERGY CORPORATION</title>
        <cusip>29366GNB3</cusip>
        <identifiers>
          <ticker value="ETRCP"/>
        </identifiers>
        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>499228.670000</valUSD>
        <pctVal>0.0124000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-11</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>EUROSAIL PLC 2007-3A</name>
        <lei>N/A</lei>
        <title>EUROSAIL PLC ESAIL 2007 3A A3C 144A</title>
        <cusip>29880YAJ8</cusip>
        <identifiers>
          <isin value="US29880YAJ82"/>
        </identifiers>
        <balance>244422.040000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.827200"/>
        <valUSD>291820.320000</valUSD>
        <pctVal>0.0072483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.334</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>EUROSAIL PLC 2007-3X</name>
        <lei>N/A</lei>
        <title>EUROSAIL PLC ESAIL 2007 3X A3A REGS</title>
        <cusip>ACI01JMT5</cusip>
        <identifiers>
          <isin value="XS0308666493"/>
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        <balance>716534.430000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.827200"/>
        <valUSD>856409.390000</valUSD>
        <pctVal>0.0212718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.334</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 2006-98</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2006 98 FA</title>
        <cusip>31396K5N8</cusip>
        <identifiers>
          <isin value="US31396K5N86"/>
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        <balance>13152.070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12950.220000</valUSD>
        <pctVal>0.0003217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.81871</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 2007-75</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2007 75 VF</title>
        <cusip>31396W3K0</cusip>
        <identifiers>
          <isin value="US31396W3K03"/>
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        <balance>421336.820000</balance>
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        <name>FEDERAL HOME LOAN BANK (FLHB)</name>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN BANK (FLHB)</name>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN BANK (FLHB)</name>
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        <name>FEDERAL HOME LOAN BANK (FLHB)</name>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)</name>
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        <name>FISERV INC</name>
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        <name>FISERV INC</name>
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        <name>PIMCO FUNDS</name>
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        <name>FNMA PASS THRU POOLS</name>
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        <title>FNMA POOL AL5548 FN 05/38 FLOATING VAR</title>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
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      <invstOrSec>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FORT CRE 2022-FL3</name>
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          <isin value="US34706CAA71"/>
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      <invstOrSec>
        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2022-2</name>
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          <isin value="US34660DAA90"/>
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      <invstOrSec>
        <name>FREDDIE MAC 3096</name>
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        <name>FREDDIE MAC 3381</name>
        <lei>N/A</lei>
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        <name>FREDDIE MAC 3397</name>
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        <title>FREDDIE MAC FHR 3397 FC</title>
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        <name>FREDDIE MAC STRIPS 278</name>
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        <title>FREDDIEMAC STRIP FHS 278 F1</title>
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        <name>FREDDIE MAC-3179</name>
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        <name>FREED ABS TRUST 2022-3FP</name>
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        <name>FREED ABS TRUST 2022-4FP</name>
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        <name>FREMONT HOME LOAN TRUST 2006-C</name>
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        <name>FREMONT HOME LOAN TRUST 2006-E</name>
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        <name>FS RIALTO 2022-FL4</name>
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        <name>GA GLOBAL FUNDING TRUST</name>
        <lei>54930029I8ROQ4OROZ88</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-11</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GALLATIN CLO IX LTD 2018-1A</name>
        <lei>N/A</lei>
        <title>GALLATIN FUNDING LTD GALL 2018 1A A 144A</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GLG EURO CLO 1A</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BANCA MONTE DEI PASCHI DI SIENA SPA</name>
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        <title>BANCA MONTE DEI PASCHI SIENA COMMON STOCK</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-22</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-38</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2018 38 WF</title>
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        <balance>2360068.730000</balance>
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        <curCd>USD</curCd>
        <valUSD>2251708.300000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.67287</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG</title>
        <cusip>38380LJY0</cusip>
        <identifiers>
          <isin value="US38380LJY02"/>
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        <balance>2701541.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2627264.540000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.85771</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GPMT LLC 2021-FL3</name>
        <lei>N/A</lei>
        <title>GPMT LTD. GPMT 2021 FL3 A 144A</title>
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        <identifiers>
          <isin value="US36264BAA89"/>
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        <balance>1529832.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1501331.930000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-16</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>GREYWOLF CLO LTD 2015-1A</name>
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        <title>GREYWOLF CLO LTD GWOLF 2015 1A A1R 144A</title>
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        <identifiers>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>GS MORTGAGE SEC CORP II 2005-ROCK</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST GSMS 2005 ROCK A 144A</title>
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        <balance>1000000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>964032.000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORP II 2022-GTWY</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORP TRUST 2018-HULA</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST GSMS 2018 HULA A 144A</title>
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          <isin value="US36259AAA79"/>
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        <balance>14178975.150000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORP TRUST 2019-SMP</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST GSMS 2019 SMP A 144A</title>
        <cusip>36259NAA9</cusip>
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          <isin value="US36259NAA90"/>
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        <curCd>USD</curCd>
        <valUSD>6582506.780000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.468</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>GSAMP TRUST 2006-FM3</name>
        <lei>N/A</lei>
        <title>GSAMP TRUST GSAMP 2006 FM3 A2C</title>
        <cusip>36245TAD7</cusip>
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          <isin value="US36245TAD72"/>
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        <balance>734294.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>356076.010000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST 2005-AR6</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1</title>
        <cusip>362341RX9</cusip>
        <identifiers>
          <isin value="US362341RX95"/>
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        <balance>5215.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4898.350000</valUSD>
        <pctVal>0.0001217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.76726</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>GSR MORTGAGE LOAN TRUST 2005-AR7</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1</title>
        <cusip>362341WZ8</cusip>
        <identifiers>
          <isin value="US362341WZ88"/>
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        <balance>46725.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45972.640000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.06109</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>HALSEYPOINT CLO 3 LTD 2020-3A</name>
        <lei>N/A</lei>
        <title>HALSEYPOINT CLO 3, LTD. HLSY 2020 3A A1A 144A</title>
        <cusip>40638UAA7</cusip>
        <identifiers>
          <isin value="US40638UAA79"/>
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        <balance>1800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1777370.940000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.86471</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>HARBORVIEW MORTGAGE LOAN TR 2005-10</name>
        <lei>N/A</lei>
        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A</title>
        <cusip>41161PTN3</cusip>
        <identifiers>
          <isin value="US41161PTN32"/>
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        <balance>433554.320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>332713.700000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.95914</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>HARBORVIEW MORTGAGE LOAN TR 2005-9</name>
        <lei>N/A</lei>
        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A</title>
        <cusip>41161PSK0</cusip>
        <identifiers>
          <isin value="US41161PSK02"/>
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        <balance>310517.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>277151.210000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.03286</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>HARBORVIEW MORTGAGE LOAN TR 2006-12</name>
        <lei>N/A</lei>
        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A</title>
        <cusip>41162DAA7</cusip>
        <identifiers>
          <isin value="US41162DAA72"/>
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        <balance>6818019.930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5622324.680000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.74914</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HARBORVIEW MORTGAGE LOAN TR 2007-1</name>
        <lei>N/A</lei>
        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 1 2A1A</title>
        <cusip>41164MAC1</cusip>
        <identifiers>
          <isin value="US41164MAC10"/>
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        <balance>569257.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>502745.680000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.59914</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>HARVEST CLO VIII DAC 8A</name>
        <lei>N/A</lei>
        <title>HARVEST CLO HARVT 8A ARR 144A</title>
        <cusip>ACI297QV0</cusip>
        <identifiers>
          <isin value="XS1754145842"/>
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        <balance>7156110.350000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>7483261.520000</valUSD>
        <pctVal>0.1858717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.108</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>HARVEST CLO XXII DAC 22A</name>
        <lei>N/A</lei>
        <title>HARVEST CLO HARVT 22A AR 144A</title>
        <cusip>ACI211PS9</cusip>
        <identifiers>
          <isin value="XS2395965416"/>
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        <balance>5100000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>5289718.050000</valUSD>
        <pctVal>0.1313878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.228</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>HAYFIN EMERALD CLO II DAC</name>
        <lei>N/A</lei>
        <title>HAYFIN EMERALD CLO HAYEM 2A AR 144A</title>
        <cusip>ACI294QX3</cusip>
        <identifiers>
          <isin value="XS2331204722"/>
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        <balance>28300000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>29059530.220000</valUSD>
        <pctVal>0.7217902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.748</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>HERTZ VEHICLE FINANCING LLC 2022-3A</name>
        <lei>N/A</lei>
        <title>HERTZ VEHICLE FINANCING LLC HERTZ 2022 3A A 144A</title>
        <cusip>42806MAS8</cusip>
        <identifiers>
          <isin value="US42806MAS89"/>
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        <balance>20900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20386710.630000</valUSD>
        <pctVal>0.5063719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HGI CRE CLO 2022-FL3 LTD</name>
        <lei>N/A</lei>
        <title>HGI CRE CLO LTD HGI 2022 FL3 A 144A</title>
        <cusip>403950AA6</cusip>
        <identifiers>
          <isin value="US403950AA61"/>
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        <balance>3100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3051718.740000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.50799</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>HHT-2019-MAUI</name>
        <lei>N/A</lei>
        <title>HAWAII HOTEL TRUST 2019 MAUI HHT 2019 MAUI A 144A</title>
        <cusip>41975AAA0</cusip>
        <identifiers>
          <isin value="US41975AAA07"/>
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        <balance>15550000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15126358.910000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.46786</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HITACHI AMERICA CAPITAL LTD</name>
        <lei>549300FT5PAYBG3RQJ06</lei>
        <title>HITACHI AMERICA CP L</title>
        <cusip>4335P3N40</cusip>
        <identifiers>
          <isin value="US4335P3N403"/>
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        <balance>750000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>749522.090000</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>2023-01-04</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HOSPITALITY MORTGAGE TRUST 2019-HIT</name>
        <lei>N/A</lei>
        <title>HOSPITALITY MORTGAGE TRUST HPLY 2019 HIT A 144A</title>
        <cusip>40443RAA9</cusip>
        <identifiers>
          <isin value="US40443RAA95"/>
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        <balance>6661438.870000</balance>
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        <curCd>USD</curCd>
        <valUSD>6500535.140000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.31786</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HUMANA INC</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>HUMANA INC.</title>
        <cusip>44486JNA3</cusip>
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          <isin value="US44486JNA33"/>
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        <balance>250000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249643.490000</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>2023-01-10</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>HUNGARY GOVT</name>
        <lei>5299003F3UFKGCCMAP43</lei>
        <title>NATIONAL BK HUNGARY BILL BILLS 01/23 0.00000</title>
        <cusip>ACI2BMD22</cusip>
        <identifiers>
          <isin value="HU0000625371"/>
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        <balance>1450000000.000000</balance>
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        <currencyConditional curCd="HUF" exchangeRt="372.997500"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-03</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>HUNGARY GOVT</name>
        <lei>5299003F3UFKGCCMAP43</lei>
        <title>NATIONAL BK HUNGARY BILL BILLS 01/23 0.00000</title>
        <cusip>ACI2BTZ49</cusip>
        <identifiers>
          <isin value="HU0000625389"/>
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        <balance>4025000000.000000</balance>
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        <currencyConditional curCd="HUF" exchangeRt="372.997500"/>
        <valUSD>10790957.040000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-03</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>ICG EURO CLO 2021-1 DAC 21-1A</name>
        <lei>N/A</lei>
        <title>INTERMEDIATE CAPITAL MANAGERS ICGE 2021 1A A 144A</title>
        <cusip>ACI299J93</cusip>
        <identifiers>
          <isin value="XS2369925941"/>
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      </invstOrSec>
      <invstOrSec>
        <name>INDYMAC HOME EQUITY LOAN ABS TR 2004-B</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>INDYMAC INDA MORTGAGE LOAN TR 2005-AR1</name>
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      <invstOrSec>
        <name>INDYMAC INDX MTGE LOAN TRUST 2006-AR15</name>
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      <invstOrSec>
        <name>ING GROEP NV</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>INTOWN 2022-STAY MORTGAGE TRUST</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>INVESCO EURO CLO III DAC 3A</name>
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        <name>ISRAEL GOVT</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>JAPAN GOVT</name>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JAPAN GOVT</name>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>JP MORGAN ALTERNATIVE LN TRUST 2006-S3</name>
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        <title>J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S3 A4</title>
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          <isin value="US46628VAG14"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>1211 AVENUE OF THE AMERICAS TRUST 2015-1211</name>
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        <title>1211 AVENUE OF THE AMERICAS TR AOTA 2015 1211 A1A2 144A</title>
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        <identifiers>
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        <name>JP MORGAN CHASE &amp; CO</name>
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        <name>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT</name>
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        <name>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT</name>
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        <name>JP MORGAN MORTGAGE TRUST 2005-A4</name>
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        <name>JP MORGAN MORTGAGE TRUST-2005-A2</name>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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      <invstOrSec>
        <name>JPMCC-2019-BKWD</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 BKWD A 144A</title>
        <cusip>46591JAA4</cusip>
        <identifiers>
          <isin value="US46591JAA43"/>
        </identifiers>
        <balance>1333972.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1294498.790000</valUSD>
        <pctVal>0.0321532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.568</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>JPMCC-2019-MARG</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 MARG A 144A</title>
        <cusip>56658LAA8</cusip>
        <identifiers>
          <isin value="US56658LAA89"/>
        </identifiers>
        <balance>1700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1673403.160000</valUSD>
        <pctVal>0.0415645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.418</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>JUBILEE CLO 2015-XVI BV 15-16A</name>
        <lei>N/A</lei>
        <title>JUBILEE CDO BV JUBIL 2015 16A A1R 144A</title>
        <cusip>ACI0YWRZ1</cusip>
        <identifiers>
          <isin value="XS1577947283"/>
        </identifiers>
        <balance>1208323.010000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>1269199.070000</valUSD>
        <pctVal>0.0315248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.846</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>JUBILEE CLO 2019-XXIII DAC 19-23A</name>
        <lei>N/A</lei>
        <title>JUBILEE CDO BV JUBIL 2019 23A A 144A</title>
        <cusip>ACI298MV2</cusip>
        <identifiers>
          <isin value="XS2075329248"/>
        </identifiers>
        <balance>15000000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>15453375.610000</valUSD>
        <pctVal>0.3838360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.278</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>KKR CLO TRUST 2013-1A</name>
        <lei>N/A</lei>
        <title>KKR FINANCIAL CLO LTD KKR 2013 1A A1R 144A</title>
        <cusip>48249VAN1</cusip>
        <identifiers>
          <isin value="US48249VAN10"/>
        </identifiers>
        <balance>658209.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>652879.120000</valUSD>
        <pctVal>0.0162164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.36914</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>KREF 2022-FL3 LTD</name>
        <lei>N/A</lei>
        <title>KREF 2022 FL3 LTD KREF 2022 FL3 A 144A</title>
        <cusip>48275EAA4</cusip>
        <identifiers>
          <isin value="US48275EAA47"/>
        </identifiers>
        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>965268.600000</valUSD>
        <pctVal>0.0239757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.77102</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>LCM 30 LTD</name>
        <lei>N/A</lei>
        <title>LCM LTD PARTNERSHIP LCM 30A AR 144A</title>
        <cusip>50200YAQ1</cusip>
        <identifiers>
          <isin value="US50200YAQ17"/>
        </identifiers>
        <balance>700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>684129.820000</valUSD>
        <pctVal>0.0169926</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>5.32257</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>LCM XV LP 15A</name>
        <lei>N/A</lei>
        <title>LCM LTD PARTNERSHIP LCM 15A AR2 144A</title>
        <cusip>50184NAR3</cusip>
        <identifiers>
          <isin value="US50184NAR35"/>
        </identifiers>
        <balance>481581.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>474376.910000</valUSD>
        <pctVal>0.0117827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.24257</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>LCM XVII LP 17A</name>
        <lei>N/A</lei>
        <title>LCM LTD PARTNERSHIP LCM 17A A1AR 144A</title>
        <cusip>50190AAK8</cusip>
        <identifiers>
          <isin value="US50190AAK88"/>
        </identifiers>
        <balance>700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>685622.840000</valUSD>
        <pctVal>0.0170297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.20914</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>LCM XXIV LTD 24A</name>
        <lei>N/A</lei>
        <title>LCM LTD PARTNERSHIP LCM 24A AR 144A</title>
        <cusip>50188YAE4</cusip>
        <identifiers>
          <isin value="US50188YAE41"/>
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        <balance>729597.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>721024.350000</valUSD>
        <pctVal>0.0179090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.22257</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>LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST2</name>
        <lei>N/A</lei>
        <title>LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST2 A 144A</title>
        <cusip>52607QAA8</cusip>
        <identifiers>
          <isin value="US52607QAA85"/>
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        <balance>7861320.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7519421.380000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25</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>LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST3</name>
        <lei>N/A</lei>
        <title>LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST3 A 144A</title>
        <cusip>52607TAA2</cusip>
        <identifiers>
          <isin value="US52607TAA25"/>
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        <balance>13976114.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13466091.490000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</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>LOANCORE ISSUER LTD 2021-CRE5</name>
        <lei>N/A</lei>
        <title>LOANCORE 2021 CRE5 ISSUER, LTD LNCR 2021 CRE5 A 144A</title>
        <cusip>53947XAA0</cusip>
        <identifiers>
          <isin value="US53947XAA00"/>
        </identifiers>
        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>481732.250000</valUSD>
        <pctVal>0.0119654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.61786</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>LOANCORE ISSUER LTD 2021-CRE6</name>
        <lei>N/A</lei>
        <title>LOANCORE 2021 CRE6 ISSUER, LTD LNCR 2021 CRE6 A 144A</title>
        <cusip>53948HAA4</cusip>
        <identifiers>
          <isin value="US53948HAA41"/>
        </identifiers>
        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>956276.700000</valUSD>
        <pctVal>0.0237523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.61786</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>M360 2021-CRE3 LLC</name>
        <lei>N/A</lei>
        <title>M360 2018 CRE1, LTD. M360 2021 CRE3 A 144A</title>
        <cusip>55379AAA2</cusip>
        <identifiers>
          <isin value="US55379AAA25"/>
        </identifiers>
        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>985170.000000</valUSD>
        <pctVal>0.0244700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.86129</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>MADISON PARK FUNDING XXX LTD 2018-30A</name>
        <lei>N/A</lei>
        <title>MADISON PARK FUNDING LTD MDPK 2018 30A A 144A</title>
        <cusip>55821TAA5</cusip>
        <identifiers>
          <isin value="US55821TAA51"/>
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        <balance>1249803.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1236854.340000</valUSD>
        <pctVal>0.0307214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.82914</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>ACE SECURITIES CORP 2004-HE4</name>
        <lei>N/A</lei>
        <title>ACE SECURITIES CORP. ACE 2004 HE4 M1</title>
        <cusip>004421JH7</cusip>
        <identifiers>
          <isin value="US004421JH70"/>
        </identifiers>
        <balance>386385.530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>346247.610000</valUSD>
        <pctVal>0.0086002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.28871</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>MAN GLG EURO 6A</name>
        <lei>N/A</lei>
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          <isin value="XS2434798273"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ACE SECURITIES CORP 2005-WF1</name>
        <lei>N/A</lei>
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          <isin value="US004421QS52"/>
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        <curCd>USD</curCd>
        <valUSD>739381.450000</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>2035-05-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MASSACHUSETTS EDUC FINANCING AUTH 2008-1</name>
        <lei>N/A</lei>
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          <isin value="US57563NAA63"/>
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        <balance>385985.290000</balance>
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        <curCd>USD</curCd>
        <valUSD>384429.070000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.30843</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MASTR ADJUSTABLE RATE MTGES TRU 2004-13</name>
        <lei>N/A</lei>
        <title>MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7</title>
        <cusip>576433UM6</cusip>
        <identifiers>
          <isin value="US576433UM63"/>
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        <balance>81038.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73084.440000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.87398</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MBRT 2019-MBR</name>
        <lei>N/A</lei>
        <title>MBRT 2019 MBR MBRT 2019 MBR A 144A</title>
        <cusip>55282DAA2</cusip>
        <identifiers>
          <isin value="US55282DAA28"/>
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        <balance>3600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3531061.080000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.518</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>MCCORMICK &amp; COMPANY INCORPORATED</name>
        <lei>549300JQQA6MQ4OJP259</lei>
        <title>MCCORMICK + COMPANY</title>
        <cusip>57978DNT2</cusip>
        <identifiers>
          <ticker value="MKCPP"/>
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        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>996349.890000</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>2023-01-27</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>MEDTRONIC GLOBAL HOLDINGS SCA</name>
        <lei>549300JXMTTP8GKYIX14</lei>
        <title>MEDTRONIC GLOBAL HLDGS</title>
        <cusip>58507BNT4</cusip>
        <identifiers>
          <isin value="US58507BNT43"/>
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        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>996551.330000</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>2023-01-27</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>MELLON RESIDENTIAL FUND CORP 2000-TBC2</name>
        <lei>N/A</lei>
        <title>MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC2 A1</title>
        <cusip>585525ED6</cusip>
        <identifiers>
          <isin value="US585525ED64"/>
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        <balance>3673.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3553.240000</valUSD>
        <pctVal>0.0000883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.79786</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>MELLON RESIDENTIAL FUND CORP 2002-TBC1</name>
        <lei>N/A</lei>
        <title>MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC1 A</title>
        <cusip>585525FN3</cusip>
        <identifiers>
          <isin value="US585525FN38"/>
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        <balance>50488.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49618.360000</valUSD>
        <pctVal>0.0012324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.05786</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>MERCEDES-BENZ FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>MERCEDES BENZ FIN NORTH</title>
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        <identifiers>
          <isin value="US58768KNW17"/>
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        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>497972.090000</valUSD>
        <pctVal>0.0123688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-30</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>MERRILL LYNCH MORTGAGE INVS 2005-A5</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A5 A9</title>
        <cusip>59020UYU3</cusip>
        <identifiers>
          <isin value="US59020UYU32"/>
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        <balance>125122.970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115820.500000</valUSD>
        <pctVal>0.0028768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.48437</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>ADAGIO CLO VIII DAC VIII-A</name>
        <lei>N/A</lei>
        <title>ADAGIO CLO ADAGI VIII A A 144A</title>
        <cusip>ACI298MJ9</cusip>
        <identifiers>
          <isin value="XS2054619734"/>
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        <balance>10000000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>10436561.420000</valUSD>
        <pctVal>0.2592268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.308</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>ADAGIO CLO X-A</name>
        <lei>N/A</lei>
        <title>ADAGIO CLO ADAGI X A A 144A</title>
        <cusip>ACI29BD52</cusip>
        <identifiers>
          <isin value="XS2463564752"/>
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        <balance>14400000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.541</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MF1 2022-FL8 LTD</name>
        <lei>N/A</lei>
        <title>MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A</title>
        <cusip>55284JAA7</cusip>
        <identifiers>
          <isin value="US55284JAA79"/>
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        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>963361.500000</valUSD>
        <pctVal>0.0239283</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.17571</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>MF1 2022-FL9 LLC</name>
        <lei>N/A</lei>
        <title>MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A</title>
        <cusip>55285AAA5</cusip>
        <identifiers>
          <isin value="US55285AAA51"/>
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        <balance>2500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2464652.750000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.47102</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>MFA 2022-NQM1 TRUST</name>
        <lei>N/A</lei>
        <title>MFRA TRUST MFRA 2022 NQM1 A1 144A</title>
        <cusip>55284PAC9</cusip>
        <identifiers>
          <isin value="US55284PAC95"/>
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        <balance>4482843.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4233937.600000</valUSD>
        <pctVal>0.1051639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.112</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>ADJUSTABLE RATE MORTAGE TRUST 2005-3</name>
        <lei>N/A</lei>
        <title>ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 3 3A1</title>
        <cusip>007036HW9</cusip>
        <identifiers>
          <isin value="US007036HW99"/>
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        <balance>42059.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40397.250000</valUSD>
        <pctVal>0.0010034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.94919</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>MLCC MORTGAGE INVESTORS INC 2004-1</name>
        <lei>N/A</lei>
        <title>MLCC MORTGAGE INVESTORS INC MLCC 2004 1 2A2</title>
        <cusip>59020UNP6</cusip>
        <identifiers>
          <isin value="US59020UNP65"/>
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        <balance>41334.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38403.470000</valUSD>
        <pctVal>0.0009539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.13918</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>MLCC MORTGAGE INVESTORS INC 2006-2</name>
        <lei>N/A</lei>
        <title>MLCC MORTGAGE INVESTORS INC MLCC 2006 2 4A</title>
        <cusip>590219AG6</cusip>
        <identifiers>
          <isin value="US590219AG66"/>
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        <balance>2502.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2207.290000</valUSD>
        <pctVal>0.0000548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.90641</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>MORGAN STANLEY ABS CAPITAL I 2005-HE3</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL INC MSAC 2005 HE3 M5</title>
        <cusip>61744CSK3</cusip>
        <identifiers>
          <isin value="US61744CSK35"/>
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        <balance>4768519.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4634536.790000</valUSD>
        <pctVal>0.1151142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.42371</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>MRCD 2019-PARK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>MRCD MORTGAGE TRUST MRCD 2019 PARK A 144A</title>
        <cusip>55348UAG3</cusip>
        <identifiers>
          <isin value="US55348UAG31"/>
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        <balance>7500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6902553.750000</valUSD>
        <pctVal>0.1714479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.71752</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>NATIONAL GRID NORTH AMERICA INC (AKA: NATIONAL GRID HOLDINGS INC)</name>
        <lei>5Q3U0WRKWZZGRMPYFT08</lei>
        <title>NATIONAL GRID HOLDINGS</title>
        <cusip>63627BNP7</cusip>
        <identifiers>
          <isin value="US63627BNP75"/>
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        <balance>250000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249222.000000</valUSD>
        <pctVal>0.0061903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-23</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>NATWEST GROUP PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>NATWEST GROUP PLC SR UNSECURED 06/24 VAR</title>
        <cusip>780097BH3</cusip>
        <identifiers>
          <isin value="US780097BH35"/>
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        <balance>3203000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3204233.890000</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>2024-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.27386</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>NATWEST GROUP PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>NATWEST GROUP PLC SR UNSECURED 06/24 VAR</title>
        <cusip>780097BJ9</cusip>
        <identifiers>
          <isin value="US780097BJ90"/>
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        <balance>2047000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2028365.970000</valUSD>
        <pctVal>0.0503812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.519</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>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-CA</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2020 CA A2B 144A</title>
        <cusip>63941KAC9</cusip>
        <identifiers>
          <isin value="US63941KAC99"/>
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        <balance>1766131.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1758249.030000</valUSD>
        <pctVal>0.0436720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.91786</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>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-GA</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A</title>
        <cusip>63941UAA1</cusip>
        <identifiers>
          <isin value="US63941UAA16"/>
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        <balance>458114.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>406550.170000</valUSD>
        <pctVal>0.0100980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.17</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>NAVIENT STUDENT LOAN TRUST 2014-AA</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2014 AA A3 144A</title>
        <cusip>63939CAD9</cusip>
        <identifiers>
          <isin value="US63939CAD92"/>
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        <balance>5200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5148295.360000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.91786</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST 2015-AA</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2015 AA A3 144A</title>
        <cusip>63939EAD5</cusip>
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          <isin value="US63939EAD58"/>
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        <balance>2600000.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.01786</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST 2015-BA</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A</title>
        <cusip>63939KAC3</cusip>
        <identifiers>
          <isin value="US63939KAC36"/>
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        <balance>2840978.500000</balance>
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        <curCd>USD</curCd>
        <valUSD>2801921.860000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.76786</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST 2019-BA</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2019 BA A2B 144A</title>
        <cusip>63941LAC7</cusip>
        <identifiers>
          <isin value="US63941LAC72"/>
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        <balance>7848016.470000</balance>
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        <curCd>USD</curCd>
        <valUSD>7669242.580000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.29786</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>NAVSL-2021-BA</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2021 BA A 144A</title>
        <cusip>63942LAA0</cusip>
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          <isin value="US63942LAA08"/>
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        <curCd>USD</curCd>
        <valUSD>8270538.550000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2069-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>NEW ORLEANS HOTEL TRUST 2019-HNLA</name>
        <lei>N/A</lei>
        <title>NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA A 144A</title>
        <cusip>647622AA7</cusip>
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          <isin value="US647622AA79"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>NEW ZEALAND GOVT</name>
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        <title>NEW ZEALAND GVT ILB BONDS REGS 09/25 2</title>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>NZ</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
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      <invstOrSec>
        <name>NORTH WESTERLY VI BV VI-A</name>
        <lei>N/A</lei>
        <title>NORTH WESTERLY CLO BV NWEST VI A A 144A</title>
        <cusip>ACI298N25</cusip>
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          <isin value="XS2083211610"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.772</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
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        <name>PALMER SQUARE EUROPEAN LOAN FUNDING 2021-2 DAC 21-2A</name>
        <lei>N/A</lei>
        <title>PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 2A A 144A</title>
        <cusip>ACI216JK2</cusip>
        <identifiers>
          <isin value="XS2397057584"/>
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        <balance>1913492.130000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>1994276.340000</valUSD>
        <pctVal>0.0495345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.108</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>PALMER SQUARE EUROPEAN LOAN FUNDING 2022-1 DAC 22-1A</name>
        <lei>N/A</lei>
        <title>PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 1A A 144A</title>
        <cusip>ACI23GLP4</cusip>
        <identifiers>
          <isin value="XS2439765616"/>
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        <balance>2945460.890000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>3057496.530000</valUSD>
        <pctVal>0.0759431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.098</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>PALMER SQUARE LOAN FUNDING 2020-1 LTD</name>
        <lei>N/A</lei>
        <title>PALMER SQUARE LOAN FUNDING LTD PSTAT 2020 1A A2 144A</title>
        <cusip>69701EAC0</cusip>
        <identifiers>
          <isin value="US69701EAC03"/>
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        <balance>3411058.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3356590.190000</valUSD>
        <pctVal>0.0833721</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.02543</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>PAWNEE EQUIPMENT RECEIVABLES 2022-1</name>
        <lei>N/A</lei>
        <title>PAWNEE EQUIPMENT RECEIVABLES PWNE 2022 1 A1 144A</title>
        <cusip>70410DAA6</cusip>
        <identifiers>
          <isin value="US70410DAA63"/>
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        <balance>1524209.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1522763.550000</valUSD>
        <pctVal>0.0378229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.809</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>PENSKE TRUCK LEASING CO LP</name>
        <lei>549300ZX07JYMI8GHQ39</lei>
        <title>PENSKE TRUCK LEASING CO LP / P</title>
        <cusip>70962BNB6</cusip>
        <identifiers>
          <isin value="US70962BNB61"/>
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        <balance>250000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249609.000000</valUSD>
        <pctVal>0.0061999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-11</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>PENTA CLO 11 DAC</name>
        <lei>N/A</lei>
        <title>PENTA CLO S.A. PENTA 2022 11A A 144A</title>
        <cusip>ACI298N33</cusip>
        <identifiers>
          <isin value="XS2462577367"/>
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        <balance>10000000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>10396525.540000</valUSD>
        <pctVal>0.2582323</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.25</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>PENTA CLO 7 DAC</name>
        <lei>N/A</lei>
        <title>PENTA CLO S.A. PENTA 2020 7A A 144A</title>
        <cusip>ACI290JX9</cusip>
        <identifiers>
          <isin value="XS2106026581"/>
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        <balance>3500000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>3644046.750000</valUSD>
        <pctVal>0.0905120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.493</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>PFP 2022-9 LTD A</name>
        <lei>N/A</lei>
        <title>PFP III PFP 2022 9 A 144A</title>
        <cusip>69291QAA3</cusip>
        <identifiers>
          <isin value="US69291QAA31"/>
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        <balance>2500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2455811.750000</valUSD>
        <pctVal>0.0609983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.60002</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>ALME LOAN FUNDING IV DAC 4A</name>
        <lei>N/A</lei>
        <title>ALME LOAN FUNDING BV ALME 4A AR 144A</title>
        <cusip>ACI28VC27</cusip>
        <identifiers>
          <isin value="XS1724884124"/>
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        <balance>19485183.320000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>20252334.960000</valUSD>
        <pctVal>0.5030342</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.128</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>PROVIDUS CLO V DAC 5A</name>
        <lei>N/A</lei>
        <title>PROVIDUS CLO PRVD 5A A 144A</title>
        <cusip>ACI295GL7</cusip>
        <identifiers>
          <isin value="XS2303833672"/>
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        <balance>5300000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>5439972.550000</valUSD>
        <pctVal>0.1351198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.598</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>QUANTA SERVICES INC</name>
        <lei>SHVRXXEACT60MMH07S24</lei>
        <title>QUANTA SERVICES INC</title>
        <cusip>74767HNB2</cusip>
        <identifiers>
          <isin value="US74767HNB23"/>
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        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>499179.000000</valUSD>
        <pctVal>0.0123988</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-11</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>RAD CLO LTD 2019-5A</name>
        <lei>N/A</lei>
        <title>RAD CLO LTD RAD 2019 5A AR 144A</title>
        <cusip>74923EAA6</cusip>
        <identifiers>
          <isin value="US74923EAA64"/>
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        <balance>1700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1659151.890000</valUSD>
        <pctVal>0.0412106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.44457</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>READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC</name>
        <lei>N/A</lei>
        <title>READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL10 A 144A</title>
        <cusip>755931AA0</cusip>
        <identifiers>
          <isin value="US755931AA01"/>
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        <balance>3594888.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3589456.900000</valUSD>
        <pctVal>0.0891561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.8745</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>READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC</name>
        <lei>N/A</lei>
        <title>READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL8 A 144A</title>
        <cusip>75574PAA0</cusip>
        <identifiers>
          <isin value="US75574PAA03"/>
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        <balance>1700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1659534.730000</valUSD>
        <pctVal>0.0412201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.5944</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>READYCAP COMMERCIAL MORTGAGE TRUST 2021-FL7</name>
        <lei>N/A</lei>
        <title>READYCAP COMMERCIAL MORTGAGE T RCMT 2021 FL7 A 144A</title>
        <cusip>75575WAA4</cusip>
        <identifiers>
          <isin value="US75575WAA45"/>
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        <balance>982495.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>940879.700000</valUSD>
        <pctVal>0.0233699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.58871</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>READYCAP COMMERCIAL MORTGAGE TRUST 2022-FL9</name>
        <lei>N/A</lei>
        <title>READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL9 A 144A</title>
        <cusip>75574EAA5</cusip>
        <identifiers>
          <isin value="US75574EAA55"/>
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        <balance>1517443.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1510138.910000</valUSD>
        <pctVal>0.0375093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.79036</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>REG11 2018-1A</name>
        <lei>N/A</lei>
        <title>REGATTA FUNDING REG11 2018 1A A 144A</title>
        <cusip>75887XAA5</cusip>
        <identifiers>
          <isin value="US75887XAA54"/>
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        <balance>2000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1966062.800000</valUSD>
        <pctVal>0.0488337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.14914</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>REGATTA VIII FUNDING LTD 2017-1A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC SERVICES INC</name>
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          <ticker value="RSGSCP"/>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>RESIDENTIAL ACCREDIT LOANS 2006-QO6</name>
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          <isin value="US75114NAA28"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>RESIDENTIAL ACCREDIT LOANS 2006-QS13</name>
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          <isin value="US75115DAE58"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>RESIDENTIAL ACCREDIT LOANS 2006-QS13</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>RESIDENTIAL ASSET SEC TRUST 2006-A10</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SABINE PASS LIQUEFACTION LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022-3</name>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SARANAC CLO II LTD 2014-2A</name>
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        <title>SARANAC CLO LTD SRANC 2014 2A A1AR 144A</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN ELECTRIC POWER COMPANY INC</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN ELECTRIC POWER COMPANY INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SAXON ASSET SECURITIES TRUST 2007-3</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SLM STUDENT LOAN TRUST 2008-9</name>
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        <cusip>78445JAA5</cusip>
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          <isin value="US78445JAA51"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>SLM STUDENT LOAN TRUST 2010-C</name>
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          <isin value="US78445QAE17"/>
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        <fairValLevel>2</fairValLevel>
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        <name>SMALL BUSINESS ADMIN PART CERT 2004-20I</name>
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        <name>SMALL BUSINESS ADMIN PART CERT 2005-20E</name>
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        <name>SMALL BUSINESS ADMIN PART CERT 2006-20F</name>
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        <name>SMALL BUSINESS ADMIN PART CERT 2007-20E</name>
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        <title>SMALL BUSINESS ADMINISTRATION SBAP 2007 20E 1</title>
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          <isin value="US83162CRA35"/>
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        <curCd>USD</curCd>
        <valUSD>25746.170000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SMALL BUSINESS ADMIN PART CERTS 2007-20K</name>
        <lei>N/A</lei>
        <title>SMALL BUSINESS ADMINISTRATION SBAP 2007 20K 1</title>
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          <isin value="US83162CRK17"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13573.010000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.51</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>SMALL BUSINESS ADMIN PART CERTS 2008-20B</name>
        <lei>N/A</lei>
        <title>SMALL BUSINESS ADMINISTRATION SBAP 2008 20B 1</title>
        <cusip>83162CRP0</cusip>
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          <isin value="US83162CRP04"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SMALL BUSINESS ADMIN PART CERTS 2008-20G</name>
        <lei>N/A</lei>
        <title>SMALL BUSINESS ADMINISTRATION SBAP 2008 20G 1</title>
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          <isin value="US83162CRX38"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SMALL BUSINESS ADMIN PART CERTS 2008-20H</name>
        <lei>N/A</lei>
        <title>SMALL BUSINESS ADMINISTRATION SBAP 2008 20H 1</title>
        <cusip>83162CRY1</cusip>
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          <isin value="US83162CRY11"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SMALL BUSINESS ADMIN PART CERTS 2008-20K</name>
        <lei>N/A</lei>
        <title>SMALL BUSINESS ADMINISTRATION SBAP 2008 20K 1</title>
        <cusip>83162CSD6</cusip>
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          <isin value="US83162CSD64"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>SMB PRIVATE EDUCATION LOAN TRUST 2018-A</name>
        <lei>N/A</lei>
        <title>SMB PRIVATE EDUCATION LOAN TRU SMB 2018 A A2B 144A</title>
        <cusip>78449PAC3</cusip>
        <identifiers>
          <isin value="US78449PAC32"/>
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        <balance>4468240.460000</balance>
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        <curCd>USD</curCd>
        <valUSD>4359637.640000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA</name>
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        <title>SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2B 144A</title>
        <cusip>78449VAC0</cusip>
        <identifiers>
          <isin value="US78449VAC00"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-09-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SMB PRIVATE EDUCATION LOAN TRUST 2021-A</name>
        <lei>N/A</lei>
        <title>SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A A2A1 144A</title>
        <cusip>78448YAB7</cusip>
        <identifiers>
          <isin value="US78448YAB74"/>
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        <balance>2423077.360000</balance>
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        <curCd>USD</curCd>
        <valUSD>2321015.650000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.04786</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SMB PRIVATE EDUCATION LOAN TRUST 2021-C</name>
        <lei>N/A</lei>
        <title>SMB PRIVATE EDUCATION LOAN TRU SMB 2021 C A2 144A</title>
        <cusip>83208AAD5</cusip>
        <identifiers>
          <isin value="US83208AAD54"/>
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        <balance>18296297.320000</balance>
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        <curCd>USD</curCd>
        <valUSD>17461051.220000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SOUNDS POINT CLO IV-R LTD 2013-3RA</name>
        <lei>N/A</lei>
        <title>SOUND POINT CLO LTD SNDPT 2013 3RA A 144A</title>
        <cusip>83609YAC0</cusip>
        <identifiers>
          <isin value="US83609YAC03"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5</name>
        <lei>N/A</lei>
        <title>SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A2</title>
        <cusip>83613FAC5</cusip>
        <identifiers>
          <isin value="US83613FAC59"/>
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        <valUSD>615525.930000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ST PAUL'S CLO XII DAC 12A</name>
        <lei>N/A</lei>
        <title>ST PAULS CLO SPAUL 12A A 144A</title>
        <cusip>ACI1MLB75</cusip>
        <identifiers>
          <isin value="XS2120080101"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2004-17</name>
        <lei>N/A</lei>
        <title>STRUCTURED ADJUSTABLE RATE MOR SARM 2004 17 A2</title>
        <cusip>863579DS4</cusip>
        <identifiers>
          <isin value="US863579DS49"/>
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        <curCd>USD</curCd>
        <valUSD>440561.040000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET MTG INV INC 2004-AR8</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR8 A1</title>
        <cusip>86359LGE3</cusip>
        <identifiers>
          <isin value="US86359LGE39"/>
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        <curCd>USD</curCd>
        <valUSD>28340.040000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.01914</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>STRUCTURED ASSET MTGE INVEST 2006-AR5</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1</title>
        <cusip>86360JAA9</cusip>
        <identifiers>
          <isin value="US86360JAA97"/>
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        <balance>50190.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37952.790000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.80871</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>STRUCTURED ASSET SEC CORP 2005-7XS</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET SECURITIES CO SASC 2005 7XS 2A1A</title>
        <cusip>86359B7K1</cusip>
        <identifiers>
          <isin value="US86359B7K13"/>
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        <balance>47682.310000</balance>
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        <curCd>USD</curCd>
        <valUSD>46443.020000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.62014</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>SYMPHONY CLO XVII LTD 2016-17A</name>
        <lei>N/A</lei>
        <title>SYMPHONY CLO LTD SYMP 2016 17A BR 144A</title>
        <cusip>87165UAQ4</cusip>
        <identifiers>
          <isin value="US87165UAQ40"/>
        </identifiers>
        <balance>7400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7215079.180000</valUSD>
        <pctVal>0.1792105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.27914</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>AMMC CLO 16 LTD 2015-16A</name>
        <lei>N/A</lei>
        <title>AMERICAN MONEY MANAGEMENT CORP AMMC 2015 16A AR2 144A</title>
        <cusip>00176JAT3</cusip>
        <identifiers>
          <isin value="US00176JAT34"/>
        </identifiers>
        <balance>599069.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>595473.450000</valUSD>
        <pctVal>0.0147906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.99086</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>AMMC CLO 22 LTD 2018-22A</name>
        <lei>N/A</lei>
        <title>AMERICAN MONEY MANAGEMENT CORP AMMC 2018 22A A 144A</title>
        <cusip>00177HAA7</cusip>
        <identifiers>
          <isin value="US00177HAA77"/>
        </identifiers>
        <balance>800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>787510.320000</valUSD>
        <pctVal>0.0195604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.38843</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>TAMPA ELECTRIC COMPANY</name>
        <lei>WS423EPRKJIIJUITXD73</lei>
        <title>TAMPA ELECTRIC CO</title>
        <cusip>87513MNC8</cusip>
        <identifiers>
          <ticker value="TECOCP"/>
        </identifiers>
        <balance>700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>698834.440000</valUSD>
        <pctVal>0.0173579</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-12</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>TARGA RESOURCES CORP</name>
        <lei>5493003QENHHS261UR94</lei>
        <title>TARGA RES CORP</title>
        <cusip>87613LND7</cusip>
        <identifiers>
          <ticker value="TRGP"/>
        </identifiers>
        <balance>2250000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2246230.510000</valUSD>
        <pctVal>0.0557926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-13</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>TCW CLO LTD 2018-1A</name>
        <lei>N/A</lei>
        <title>TCW CLO TCW 2018 1A A1R 144A</title>
        <cusip>87240UAR1</cusip>
        <identifiers>
          <isin value="US87240UAR14"/>
        </identifiers>
        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>492384.200000</valUSD>
        <pctVal>0.0122300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.32843</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>THARALDSON HOTEL PORTFOLIO TRUST 2018</name>
        <lei>N/A</lei>
        <title>THARALDSON HOTEL PORTFOLIO TRU THPT 2018 THL A 144A</title>
        <cusip>88327HAA1</cusip>
        <identifiers>
          <isin value="US88327HAA14"/>
        </identifiers>
        <balance>2134561.490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2077025.450000</valUSD>
        <pctVal>0.0515898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.268</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>THOMSON REUTERS CORPORATION</name>
        <lei>549300561UZND4C7B569</lei>
        <title>THOMSON REUTERS CORP</title>
        <cusip>88513BNR7</cusip>
        <identifiers>
          <ticker value="THORCP"/>
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        <balance>3500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3488667.980000</valUSD>
        <pctVal>0.0866527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>THORNBURG MORTGAGE SECURITIES TR 2007-1</name>
        <lei>N/A</lei>
        <title>THORNBURG MORTGAGE SECURITIES TMST 2007 1 A2B</title>
        <cusip>88522EAC7</cusip>
        <identifiers>
          <isin value="US88522EAC75"/>
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        <balance>1739759.240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1448890.460000</valUSD>
        <pctVal>0.0359880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.71586</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TIAA CLO I LTD 2016-1A</name>
        <lei>N/A</lei>
        <title>TEACHERS INSURANCE AND ANNUITY TIA 2016 1A AR 144A</title>
        <cusip>87271LAJ1</cusip>
        <identifiers>
          <isin value="US87271LAJ17"/>
        </identifiers>
        <balance>650000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>639339.030000</valUSD>
        <pctVal>0.0158801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.44257</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>TICP CLO II LTD 2018-IIA</name>
        <lei>N/A</lei>
        <title>TICP CLO LTD TICP 2018 IIA A1 144A</title>
        <cusip>87249TAC8</cusip>
        <identifiers>
          <isin value="US87249TAC80"/>
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        <balance>6518953.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6499914.880000</valUSD>
        <pctVal>0.1614470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.08257</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>TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4A A1 144A</title>
        <cusip>ACI19VH23</cusip>
        <identifiers>
          <isin value="XS1968576568"/>
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        <balance>13342840.550000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.827200"/>
        <valUSD>16035943.650000</valUSD>
        <pctVal>0.3983061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99923</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>TOWD POINT MORTGAGE FUNDING 2019-AUBURN 13 PLC 19-A13X</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE FUNDING TPMF 2019 A13X A1 REGS</title>
        <cusip>ACI1G4DQ6</cusip>
        <identifiers>
          <isin value="XS2053911181"/>
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        <balance>9739360.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.827200"/>
        <valUSD>11648684.960000</valUSD>
        <pctVal>0.2893339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75493</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>TOYOTA MOTOR CREDIT CORPORATION</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MOTOR CREDIT CORP SR UNSECURED 12/23 VAR</title>
        <cusip>89236TKM6</cusip>
        <identifiers>
          <isin value="US89236TKM61"/>
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        <balance>3000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3004984.770000</valUSD>
        <pctVal>0.0746388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.06</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>TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5</name>
        <lei>N/A</lei>
        <title>TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A</title>
        <cusip>87277JAA9</cusip>
        <identifiers>
          <isin value="US87277JAA97"/>
        </identifiers>
        <balance>3200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3125926.400000</valUSD>
        <pctVal>0.0776428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.45799</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>TRANSCANADA PIPELINES LIMITED</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
        <title>TRANSCANADA PIPELINES LTD</title>
        <cusip>89355QNK8</cusip>
        <identifiers>
          <ticker value="TCPLPP"/>
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        <balance>250000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249355.000000</valUSD>
        <pctVal>0.0061936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-19</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>TRANSCANADA PIPELINES LIMITED</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
        <title>TRANSCANADA PIPELINES SR UNSECURED 10/23 3.75</title>
        <cusip>89352HAK5</cusip>
        <identifiers>
          <isin value="US89352HAK59"/>
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        <balance>89000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88114.450000</valUSD>
        <pctVal>0.0021886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75</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>TRINITY SQUARE 2021-1 PLC</name>
        <lei>N/A</lei>
        <title>TRINITY SQUARE TRINI 2021 1X A REGS</title>
        <cusip>ACI1WK4T6</cusip>
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          <isin value="XS2318720864"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2059-07-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TSTAT 2022-1A LTD</name>
        <lei>N/A</lei>
        <title>TSTAT 2022 1 LTD TSTAT 2022 1A A1 144A</title>
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          <isin value="US872899AA79"/>
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        <curCd>USD</curCd>
        <valUSD>997505.600000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-20</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>UBS GROUP AG</name>
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          <isin value="US902613AN82"/>
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        <balance>6061000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6110500.550000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.57149</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE</title>
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          <isin value="US01F0326250"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F040636</cusip>
        <identifiers>
          <isin value="US01F0406367"/>
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        <balance>242700000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>227759679.240000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</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>UNITED KINGDOM GOVT</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>UNITED KINGDOM I/L GILT BONDS REGS 11/27 1.25</title>
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          <isin value="GB00B128DH60"/>
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        <currencyConditional curCd="GBP" exchangeRt="0.827200"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UNITED STATES GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 01/23 0.00000</title>
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          <isin value="US912796ZK84"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>UNITED STATES GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>912796XT1</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>UNITED STATES GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 02/23 0.00000</title>
        <cusip>912796YA1</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>UNITED STATES GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 03/23 0.00000</title>
        <cusip>912796U31</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>UNITED STATES GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <curCd>USD</curCd>
        <valUSD>159843182.820000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>UNITED STATES GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TSY INFL IX N/B 01/27 0.375</title>
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          <isin value="US912828V491"/>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US9128283R96"/>
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        <name>UNITED STATES GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TSY INFL IX N/B 02/40 2.125</title>
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      <invstOrSec>
        <name>UNITED STATES GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
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      <invstOrSec>
        <name>UNITED STATES GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TSY INFL IX N/B 02/42 0.75</title>
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      <invstOrSec>
        <name>UNITED STATES GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TSY INFL IX N/B 02/44 1.375</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.25732</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>VASA TRUST 2021-VASA</name>
        <lei>N/A</lei>
        <title>VASA TRUST VASA 2021 VASA A 144A</title>
        <cusip>92230AAA4</cusip>
        <identifiers>
          <isin value="US92230AAA43"/>
        </identifiers>
        <balance>4310000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3984555.780000</valUSD>
        <pctVal>0.0989697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.218</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>VENTURE CLO LTD 2013-4A</name>
        <lei>N/A</lei>
        <title>VENTURE CDO LTD VENTR 2013 14A ARR 144A</title>
        <cusip>92328GBA3</cusip>
        <identifiers>
          <isin value="US92328GBA31"/>
        </identifiers>
        <balance>618853.220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>612529.380000</valUSD>
        <pctVal>0.0152142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.76629</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>VENTURE XXI CLO LTD 2015-21A</name>
        <lei>N/A</lei>
        <title>VENTURE XXI CLO VENTR 2015 21A AR 144A</title>
        <cusip>92330MAL3</cusip>
        <identifiers>
          <isin value="US92330MAL37"/>
        </identifiers>
        <balance>136644.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>136933.030000</valUSD>
        <pctVal>0.0034012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.95914</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>VERIZON COMMUNICATIONS INC</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS SR UNSECURED 03/32 2.355</title>
        <cusip>92343VGN8</cusip>
        <identifiers>
          <isin value="US92343VGN82"/>
        </identifiers>
        <balance>379000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>301436.760000</valUSD>
        <pctVal>0.0074872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.355</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>VERUS SECURITIZATION TRUST 2022-4</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST VERUS 2022 4 A1 144A</title>
        <cusip>92538NAA5</cusip>
        <identifiers>
          <isin value="US92538NAA54"/>
        </identifiers>
        <balance>6413120.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6182999.640000</valUSD>
        <pctVal>0.1535754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.474</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>VIBRANT CLO IV LTD 2016-4A</name>
        <lei>N/A</lei>
        <title>VIBRANT CLO LTD VIBR 2016 4A A1RR 144A</title>
        <cusip>92557WAW3</cusip>
        <identifiers>
          <isin value="US92557WAW38"/>
        </identifiers>
        <balance>2300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2262613.960000</valUSD>
        <pctVal>0.0561996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.36257</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>VIRGINIA ELECTRIC AND POWER COMPANY</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
        <title>VIRGINIA ELECT.+ PWR</title>
        <cusip>92780KP69</cusip>
        <identifiers>
          <ticker value="VAELE"/>
        </identifiers>
        <balance>250000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>248816.990000</valUSD>
        <pctVal>0.0061802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-06</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>VMC FINANCE 2022-FL5 LLC</name>
        <lei>N/A</lei>
        <title>VMC FINANCE LLC VMC 2022 FL5 A 144A</title>
        <cusip>91835BAA3</cusip>
        <identifiers>
          <isin value="US91835BAA35"/>
        </identifiers>
        <balance>1900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1856516.600000</valUSD>
        <pctVal>0.0461128</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.70832</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>VODAFONE GROUP PLC</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>VODAFONE GROUP PLC</title>
        <cusip>92857MN57</cusip>
        <identifiers>
          <ticker value="VOD"/>
        </identifiers>
        <balance>1750000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1748653.670000</valUSD>
        <pctVal>0.0434336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-05</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>VOYA CLO 2017-2A</name>
        <lei>N/A</lei>
        <title>VOYA CLO LTD VOYA 2017 2A A1R 144A</title>
        <cusip>92915UAG9</cusip>
        <identifiers>
          <isin value="US92915UAG94"/>
        </identifiers>
        <balance>1249182.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1227322.600000</valUSD>
        <pctVal>0.0304846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.05914</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>VOYA CLO LTD 2013-1A</name>
        <lei>N/A</lei>
        <title>VOYA CLO LTD INGIM 2013 1A A1AR 144A</title>
        <cusip>92917CAE2</cusip>
        <identifiers>
          <isin value="US92917CAE21"/>
        </identifiers>
        <balance>497945.240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>492537.760000</valUSD>
        <pctVal>0.0122338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.28914</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>VOYA CLO LTD 2015-1A</name>
        <lei>N/A</lei>
        <title>VOYA CLO LTD VOYA 2015 1A A1R 144A</title>
        <cusip>92914NAJ0</cusip>
        <identifiers>
          <isin value="US92914NAJ00"/>
        </identifiers>
        <balance>991026.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>980803.270000</valUSD>
        <pctVal>0.0243615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.09371</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>VOYA CLO LTD 2019-1A</name>
        <lei>N/A</lei>
        <title>VOYA CLO LTD VOYA 2019 1A AR 144A</title>
        <cusip>92917NAJ7</cusip>
        <identifiers>
          <isin value="US92917NAJ72"/>
        </identifiers>
        <balance>900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>886848.110000</valUSD>
        <pctVal>0.0220278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.13914</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>VOYA EURO CLO III DAC 3A</name>
        <lei>N/A</lei>
        <title>VOYA EURO CLO VOYE 3A A 144A</title>
        <cusip>ACI1K8HQ8</cusip>
        <identifiers>
          <isin value="XS2125180005"/>
        </identifiers>
        <balance>11000000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>11317117.500000</valUSD>
        <pctVal>0.2810983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.298</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>AREIT TRUST 2022-CRE7</name>
        <lei>N/A</lei>
        <title>AREIT CRE TRUST AREIT 2022 CRE7 A 144A</title>
        <cusip>00217VAA8</cusip>
        <identifiers>
          <isin value="US00217VAA89"/>
        </identifiers>
        <balance>3700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3672978.900000</valUSD>
        <pctVal>0.0912307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.56656</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>VW CREDIT INC</name>
        <lei>549300UUPJ2NXDB68M19</lei>
        <title>VW CR INC</title>
        <cusip>91842KNQ5</cusip>
        <identifiers>
          <ticker value="VCINEW"/>
        </identifiers>
        <balance>250000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249188.540000</valUSD>
        <pctVal>0.0061894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-24</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>VW CREDIT INC</name>
        <lei>549300UUPJ2NXDB68M19</lei>
        <title>VW CR INC</title>
        <cusip>91842KNR3</cusip>
        <identifiers>
          <isin value="US91842KNR31"/>
        </identifiers>
        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>498309.640000</valUSD>
        <pctVal>0.0123772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>VW CREDIT INC</name>
        <lei>549300UUPJ2NXDB68M19</lei>
        <title>VW CR INC</title>
        <cusip>91842KNS1</cusip>
        <identifiers>
          <ticker value="VCINEW"/>
        </identifiers>
        <balance>3000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2989454.250000</valUSD>
        <pctVal>0.0742531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-26</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>VW CREDIT INC</name>
        <lei>549300UUPJ2NXDB68M19</lei>
        <title>VW CR INC</title>
        <cusip>91842KNT9</cusip>
        <identifiers>
          <ticker value="VCINEW"/>
        </identifiers>
        <balance>750000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>747262.420000</valUSD>
        <pctVal>0.0185608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-27</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>WALGREENS BOOTS ALLIANCE INC</name>
        <lei>549300RPTUOIXG4LIH86</lei>
        <title>WALGREENS BOOTS</title>
        <cusip>93142XNB3</cusip>
        <identifiers>
          <isin value="US93142XNB37"/>
        </identifiers>
        <balance>750000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>748837.250000</valUSD>
        <pctVal>0.0185999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-11</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>WALGREENS BOOTS ALLIANCE INC</name>
        <lei>549300RPTUOIXG4LIH86</lei>
        <title>WALGREENS BOOTS</title>
        <cusip>93142XNJ6</cusip>
        <identifiers>
          <isin value="US93142XNJ62"/>
        </identifiers>
        <balance>1750000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1745651.640000</valUSD>
        <pctVal>0.0433591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-18</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>ARES EUROPEAN CLO</name>
        <lei>N/A</lei>
        <title>ARES EURO CLO ARESE 8A AR 144A</title>
        <cusip>ACI1FXHV8</cusip>
        <identifiers>
          <isin value="XS2060908717"/>
        </identifiers>
        <balance>10200000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>10622241.330000</valUSD>
        <pctVal>0.2638387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.298</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>WASHINGTON MUTUAL 2004-AR11</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR11 A</title>
        <cusip>92922FYA0</cusip>
        <identifiers>
          <isin value="US92922FYA01"/>
        </identifiers>
        <balance>22248.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20105.870000</valUSD>
        <pctVal>0.0004994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.1406</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>WASHINGTON MUTUAL 2004-AR13</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A</title>
        <cusip>92922FB72</cusip>
        <identifiers>
          <isin value="US92922FB720"/>
        </identifiers>
        <balance>145321.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131078.310000</valUSD>
        <pctVal>0.0032558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.12871</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>WASHINGTON MUTUAL 2004-AR14</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR14 A1</title>
        <cusip>939336V91</cusip>
        <identifiers>
          <isin value="US939336V916"/>
        </identifiers>
        <balance>29201.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26471.860000</valUSD>
        <pctVal>0.0006575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.95209</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>WASHINGTON MUTUAL 2004-AR3</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR3 A1</title>
        <cusip>92922FNH7</cusip>
        <identifiers>
          <isin value="US92922FNH72"/>
        </identifiers>
        <balance>23555.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21703.230000</valUSD>
        <pctVal>0.0005391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.10375</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>WASHINGTON MUTUAL 2005-AR1</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A2A3</title>
        <cusip>939336X81</cusip>
        <identifiers>
          <isin value="US939336X813"/>
        </identifiers>
        <balance>175440.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161637.240000</valUSD>
        <pctVal>0.0040148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.18871</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>WASHINGTON MUTUAL 2005-AR2</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1B</title>
        <cusip>92922FD39</cusip>
        <identifiers>
          <isin value="US92922FD395"/>
        </identifiers>
        <balance>204456.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196635.040000</valUSD>
        <pctVal>0.0048841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.12871</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>WELLFLEET CLO LTD 2017-1A</name>
        <lei>N/A</lei>
        <title>WELLFLEET CLO LTD WELF 2017 1A A1RR 144A</title>
        <cusip>94950GAL1</cusip>
        <identifiers>
          <isin value="US94950GAL14"/>
        </identifiers>
        <balance>530865.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>524494.920000</valUSD>
        <pctVal>0.0130276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.13257</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>WELLFLEET CLO X LTD 2019-XA</name>
        <lei>N/A</lei>
        <title>WELLFLEET CLO LTD WELF 2019 XA A1R 144A</title>
        <cusip>94949WAM8</cusip>
        <identifiers>
          <isin value="US94949WAM82"/>
        </identifiers>
        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>963611.400000</valUSD>
        <pctVal>0.0239345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.41257</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>WELLS FARGO MTGE BK SEC TR 2006-AR4</name>
        <lei>N/A</lei>
        <title>WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR4 2A4</title>
        <cusip>94983PAF5</cusip>
        <identifiers>
          <isin value="US94983PAF53"/>
        </identifiers>
        <balance>141163.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131800.310000</valUSD>
        <pctVal>0.0032737</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.87883</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FIXED INC CLEARING CORP.REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="85748R009"/>
        </identifiers>
        <balance>25546000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25546000.000000</valUSD>
        <pctVal>0.6345200</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <clearedCentCparty centralCounterparty="Fixed Income Clearing Corp" isCleared="Y"/>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.9000000</repurchaseRt>
          <maturityDt>2023-01-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>26668100.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>26057027.160000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NOMURA REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="655997005"/>
        </identifiers>
        <balance>902300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>902300000.000000</valUSD>
        <pctVal>22.4116255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="OXTKY6Q8X53C9ILVV871" name="Nomura Securities International, Inc."/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>4.2600000</repurchaseRt>
          <maturityDt>2023-01-04</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1212139600.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>921796460.020000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>PARIBAS REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="69999A006"/>
        </identifiers>
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        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
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              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
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            <repurchaseCollateral>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Bank of America, National Association</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>ARMADA EURO CLO IV DAC 4A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Brent Oil</issueTitle>
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                  <other otherDesc="Internal ID" value="ADI27BS80-Brent Oil"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-04-28</expDate>
            <notionalAmt>-3558660.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-32058.440000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRENT CLDR ICE SW AUG23 XNYM 20230831</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="RNQ3"/>
        </identifiers>
        <balance>-21.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>80063.980000</valUSD>
        <pctVal>0.0019887</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Brent Oil</issueTitle>
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                  <other otherDesc="Internal ID" value="ADI27BKN5-Brent Oil"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-08-31</expDate>
            <notionalAmt>-1733550.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>80063.980000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRENT CLDR ICE SW DEC23 XNYM 20231229</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="RNZ3"/>
        </identifiers>
        <balance>-21.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>119333.980000</valUSD>
        <pctVal>0.0029641</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Brent Oil</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27BRT5-Brent Oil"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-12-29</expDate>
            <notionalAmt>-1694280.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>119333.980000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRENT CLDR ICE SW JUL23 XNYM 20230731</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="RNN3"/>
        </identifiers>
        <balance>-21.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>69143.980000</valUSD>
        <pctVal>0.0017174</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Brent Oil</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27BQ74-Brent Oil"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-07-31</expDate>
            <notionalAmt>-1744470.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>69143.980000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRENT CLDR ICE SW JUN23 XNYM 20230630</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="RNM3"/>
        </identifiers>
        <balance>-42.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14981.560000</valUSD>
        <pctVal>0.0003721</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Brent Oil</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27BS49-Brent Oil"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-30</expDate>
            <notionalAmt>-3511620.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>14981.560000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASHFORD HOSPITALITY TRUST 2018-ASHF</name>
        <lei>N/A</lei>
        <title>ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A</title>
        <cusip>04410RAA4</cusip>
        <identifiers>
          <isin value="US04410RAA41"/>
        </identifiers>
        <balance>530521.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>513175.230000</valUSD>
        <pctVal>0.0127464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.218</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>N/A</name>
        <lei>N/A</lei>
        <title>BRENT CLDR ICE SW MAY23 XNYM 20230531</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="RNK3"/>
        </identifiers>
        <balance>-42.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8958.440000</valUSD>
        <pctVal>-0.0002225</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Brent Oil</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27BRY4-Brent Oil"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-05-31</expDate>
            <notionalAmt>-3535560.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-8958.440000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRENT CLDR ICE SW NOV23 XNYM 20231130</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="RNX3"/>
        </identifiers>
        <balance>-21.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>109043.980000</valUSD>
        <pctVal>0.0027085</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Brent Oil</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27BSC1-Brent Oil"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-11-30</expDate>
            <notionalAmt>-1704570.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>109043.980000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRENT CLDR ICE SW OCT23 XNYM 20231031</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="RNV3"/>
        </identifiers>
        <balance>-21.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>99383.980000</valUSD>
        <pctVal>0.0024685</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Brent Oil</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27BS64-Brent Oil"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-10-31</expDate>
            <notionalAmt>-1714230.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>99383.980000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRENT CLDR ICE SW SEP23 XNYM 20230929</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="RNU3"/>
        </identifiers>
        <balance>-21.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>90143.980000</valUSD>
        <pctVal>0.0022390</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Brent Oil</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27BKK1-Brent Oil"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-29</expDate>
            <notionalAmt>-1723470.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>90143.980000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRENT CRUDE FUTR  APR23 IFEU 20230228</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H1JWPQ81"/>
        </identifiers>
        <balance>45.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>152470.190000</valUSD>
        <pctVal>0.0037871</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Brent Oil</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI23D411-Brent Oil"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-28</expDate>
            <notionalAmt>3854250.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>152470.190000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRENT CRUDE FUTR  DEC23 IFEU 20231031</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H1JWRX98"/>
        </identifiers>
        <balance>460.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1167284.670000</valUSD>
        <pctVal>0.0289934</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Brent Oil</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI1BQ233-Brent Oil"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-10-31</expDate>
            <notionalAmt>37559000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1167284.670000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRENT CRUDE FUTR  DEC24 IFEU 20241031</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H1TWHG24"/>
        </identifiers>
        <balance>-609.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-977663.690000</valUSD>
        <pctVal>-0.0242835</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Brent Oil</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI1DPRC6-Brent Oil"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-10-31</expDate>
            <notionalAmt>-46899090.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-977663.690000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRENT CRUDE FUTR  DEC25 IFEU 20251031</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H47KCD10"/>
        </identifiers>
        <balance>-166.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-400312.660000</valUSD>
        <pctVal>-0.0099431</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
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      <invstOrSec>
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        <name>N/A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <pctVal>0.0034927</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Other Crude</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI1TKL69-Other Crude"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-10-31</expDate>
            <notionalAmt>192030.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>140615.950000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRT/DUBAI 1ST LN  SEP23 IFEU 20230929</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="AFYU23"/>
        </identifiers>
        <balance>37.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>142465.950000</valUSD>
        <pctVal>0.0035386</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Other Crude</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI1TKCJ1-Other Crude"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-29</expDate>
            <notionalAmt>193880.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>142465.950000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRT/DUBAI 1ST LN APR23 IFEU 20230428</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="AFYJ23"/>
        </identifiers>
        <balance>95.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>150124.270000</valUSD>
        <pctVal>0.0037288</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Other Crude</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI1TKKW3-Other Crude"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-04-28</expDate>
            <notionalAmt>512050.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>150124.270000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRT/DUBAI 1ST LN AUG23 IFEU 20230831</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="AFYQ23"/>
        </identifiers>
        <balance>37.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>144685.950000</valUSD>
        <pctVal>0.0035938</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Other Crude</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI1TKJ47-Other Crude"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-08-31</expDate>
            <notionalAmt>196100.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>144685.950000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COH3C 100 MAR23 100 CALL FSO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00JT02T031"/>
        </identifiers>
        <balance>-120.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>190609.200000</valUSD>
        <pctVal>0.0047344</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>Intercontinental Exchange</counterpartyName>
                    <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>FIN FUT BRENT CRUDE ICE 01/31/23</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <isin value="GB00H1JWR731"/>
                    </identifiers>
                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
                    <pctVal>0.000000</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>GB</invCountry>
                  </derivAddlInfo>
                  <payOffProf>N/A</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>FIN FUT BRENT CRUDE ICE 01/31/23</issueTitle>
                      <identifiers>
                        <isin value="GB00H1JWR731"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-02-01</expDate>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>100.000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-01-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>190609.200000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COH3C 90 MAR23 90 CALL FSO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00JT02ST57"/>
        </identifiers>
        <balance>-271.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-112220.490000</valUSD>
        <pctVal>-0.0027874</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>Intercontinental Exchange</counterpartyName>
                    <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>FIN FUT BRENT CRUDE ICE 01/31/23</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <isin value="GB00H1JWR731"/>
                    </identifiers>
                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
                    <pctVal>0.000000</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>GB</invCountry>
                  </derivAddlInfo>
                  <payOffProf>N/A</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>FIN FUT BRENT CRUDE ICE 01/31/23</issueTitle>
                      <identifiers>
                        <isin value="GB00H1JWR731"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-02-01</expDate>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>90.000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-01-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-112220.490000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COH3C 95 MAR23 95 CALL FSO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00JPBR6V98"/>
        </identifiers>
        <balance>-92.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7673.720000</valUSD>
        <pctVal>0.0001906</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>Intercontinental Exchange</counterpartyName>
                    <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>FIN FUT BRENT CRUDE ICE 01/31/23</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <isin value="GB00H1JWR731"/>
                    </identifiers>
                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
                    <pctVal>0.000000</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>GB</invCountry>
                  </derivAddlInfo>
                  <payOffProf>N/A</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>FIN FUT BRENT CRUDE ICE 01/31/23</issueTitle>
                      <identifiers>
                        <isin value="GB00H1JWR731"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-02-01</expDate>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>95.000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-01-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>7673.720000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COH3C97 MAR23 97 CALL FSO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00JZMN4M39"/>
        </identifiers>
        <balance>-24.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>44885.210000</valUSD>
        <pctVal>0.0011149</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>Intercontinental Exchange</counterpartyName>
                    <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>FIN FUT BRENT CRUDE ICE 01/31/23</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <isin value="GB00H1JWR731"/>
                    </identifiers>
                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
                    <pctVal>0.000000</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>GB</invCountry>
                  </derivAddlInfo>
                  <payOffProf>N/A</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>FIN FUT BRENT CRUDE ICE 01/31/23</issueTitle>
                      <identifiers>
                        <isin value="GB00H1JWR731"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-02-01</expDate>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>97.000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-01-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>44885.210000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COH3P65 MAR23 65 PUT FSO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H1JYXV58"/>
        </identifiers>
        <balance>176.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-146844.370000</valUSD>
        <pctVal>-0.0036474</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>Intercontinental Exchange</counterpartyName>
                    <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>FIN FUT BRENT CRUDE ICE 01/31/23</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <isin value="GB00H1JWR731"/>
                    </identifiers>
                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
                    <pctVal>0.000000</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>GB</invCountry>
                  </derivAddlInfo>
                  <payOffProf>N/A</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>FIN FUT BRENT CRUDE ICE 01/31/23</issueTitle>
                      <identifiers>
                        <isin value="GB00H1JWR731"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-02-01</expDate>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>65.000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-01-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-146844.370000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COJ3C 92 APR23 92 CALL FSO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00JX2MVQ90"/>
        </identifiers>
        <balance>-72.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-35394.480000</valUSD>
        <pctVal>-0.0008791</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
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            <writtenOrPur>Written</writtenOrPur>
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                    <counterpartyName>Intercontinental Exchange</counterpartyName>
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                    <name>N/A</name>
                    <lei>N/A</lei>
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                  <payOffProf>N/A</payOffProf>
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                      <issuerName>N/A</issuerName>
                      <issueTitle>FIN FUT BRENT CRUDE ICE 02/28/23</issueTitle>
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                  </descRefInstrmnt>
                  <expDate>2023-03-01</expDate>
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            <shareNo>N/A</shareNo>
            <exercisePrice>92.000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-02-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-35394.480000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COJ3C 94 APR23 94 CALL FSO</title>
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        <identifiers>
          <isin value="GB00JX2MVS15"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13831.160000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Intercontinental Exchange</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                    <counterpartyName>Intercontinental Exchange</counterpartyName>
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                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
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                    <invCountry>GB</invCountry>
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                  <payOffProf>N/A</payOffProf>
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                      <issuerName>N/A</issuerName>
                      <issueTitle>FIN FUT BRENT CRUDE ICE 02/28/23</issueTitle>
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                  </descRefInstrmnt>
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            <shareNo>N/A</shareNo>
            <exercisePrice>94.000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
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            <delta>XXXX</delta>
            <unrealizedAppr>-13831.160000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00JX1MFR90"/>
        </identifiers>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Intercontinental Exchange</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
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                    <counterpartyName>Intercontinental Exchange</counterpartyName>
                    <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>FIN FUT BRENT CRUDE ICE 02/28/23</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <isin value="GB00H1JWPQ81"/>
                    </identifiers>
                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
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                    <assetCat>DCO</assetCat>
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                    <invCountry>GB</invCountry>
                  </derivAddlInfo>
                  <payOffProf>N/A</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>FIN FUT BRENT CRUDE ICE 02/28/23</issueTitle>
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                        <isin value="GB00H1JWPQ81"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-03-01</expDate>
                  <notionalAmt>N/A</notionalAmt>
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            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>95.000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-02-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-24095.400000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WTI-BRENT ICE  SW APR23 XNYM 20230428</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="RPJ3"/>
        </identifiers>
        <balance>-29.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>24102.720000</valUSD>
        <pctVal>0.0005987</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI24N137-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-04-28</expDate>
            <notionalAmt>-126440.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>24102.720000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WTI-BRENT ICE  SW AUG23 XNYM 20230831</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="RPQ3"/>
        </identifiers>
        <balance>-29.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>38602.720000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI24N285-Petroleum"/>
                </identifiers>
              </otherRefInst>
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            <expDate>2023-08-31</expDate>
            <notionalAmt>-111940.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>38602.720000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WTI-BRENT ICE  SW DEC23 XNYM 20231229</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="RPZ3"/>
        </identifiers>
        <balance>-29.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>32802.720000</valUSD>
        <pctVal>0.0008148</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI24MYT6-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-12-29</expDate>
            <notionalAmt>-117740.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>32802.720000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WTI-BRENT ICE  SW FEB23 XNYM 20230228</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="RPG3"/>
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        <balance>-29.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>902.720000</valUSD>
        <pctVal>0.0000224</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI24N1Y9-Petroleum"/>
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              </otherRefInst>
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            <expDate>2023-02-28</expDate>
            <notionalAmt>-149640.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>902.720000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WTI-BRENT ICE  SW JAN23 XNYM 20230131</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="RPF3"/>
        </identifiers>
        <balance>-29.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10987.280000</valUSD>
        <pctVal>-0.0002729</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI24N0V6-Petroleum"/>
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            <expDate>2023-01-31</expDate>
            <notionalAmt>-161530.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-10987.280000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WTI-BRENT ICE  SW JUL23 XNYM 20230731</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="RPN3"/>
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        <balance>-29.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>37732.720000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="Internal ID" value="ADI24N1Q6-Petroleum"/>
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            <expDate>2023-07-31</expDate>
            <notionalAmt>-112810.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>37732.720000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WTI-BRENT ICE  SW JUN23 XNYM 20230630</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="RPM3"/>
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        <balance>-29.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>35702.720000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
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                  <other otherDesc="Internal ID" value="ADI24N3T8-Petroleum"/>
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            <expDate>2023-06-30</expDate>
            <notionalAmt>-114840.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>35702.720000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WTI-BRENT ICE  SW MAR23 XNYM 20230331</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="RPH3"/>
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        <balance>-29.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12792.720000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-03-31</expDate>
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            <curCd>USD</curCd>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WTI-BRENT ICE  SW MAY23 XNYM 20230531</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="RPK3"/>
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        <balance>-29.000000</balance>
        <units>NC</units>
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      <invstOrSec>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <invCountry>N/A</invCountry>
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        <derivativeInfo>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <invCountry>N/A</invCountry>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <invCountry>N/A</invCountry>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
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      <invstOrSec>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>Intercontinental Exchange</counterpartyName>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>Intercontinental Exchange</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <other otherDesc="Internal ID" value="ADI27YRN8-API2 Coal"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>New York Futures Exchange</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <payOffProf>Short</payOffProf>
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      </invstOrSec>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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        <name>N/A</name>
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        <invCountry>HU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD HUF BOUGHT USD 20230103</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="22LCKBCLK39"/>
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        <balance>1.000000</balance>
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        <pctVal>-0.0003070</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK</counterpartyName>
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            <unrealizedAppr>-12358.290000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD HUF BOUGHT USD 20230103</title>
        <cusip>000000000</cusip>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="HUF" exchangeRt="372.997500"/>
        <valUSD>-29376.780000</valUSD>
        <pctVal>-0.0007297</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK</counterpartyName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CRUDE OIL FUT OPT DEC23P 65 EXP 11/15/2023</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="CLZ3P"/>
        </identifiers>
        <balance>-45.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-305550.000000</valUSD>
        <pctVal>-0.0075894</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>New York Mercantile Exchange</counterpartyName>
                    <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>FIN FUT CRUDE OIL NYM 11/20/23</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="Internal ID" value="CLZ300031"/>
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                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
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                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <payOffProf>N/A</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>FIN FUT CRUDE OIL NYM 11/20/23</issueTitle>
                      <identifiers>
                        <other otherDesc="Internal ID" value="CLZ300031"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-11-21</expDate>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>65.000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-11-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>172697.850000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CRUDE OIL FUT OPT FEB23C 88 EXP 01/17/2023</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="CLG3C"/>
        </identifiers>
        <balance>-21.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10290.000000</valUSD>
        <pctVal>-0.0002556</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
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                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>New York Mercantile Exchange</counterpartyName>
                    <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
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                    <identifiers>
                      <other otherDesc="Internal ID" value="CLG300024"/>
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                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
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                  <payOffProf>N/A</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>FIN FUT CRUDE OIL NYM 01/20/23</issueTitle>
                      <identifiers>
                        <other otherDesc="Internal ID" value="CLG300024"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-01-21</expDate>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
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              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>88.000000</exercisePrice>
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            <delta>XXXX</delta>
            <unrealizedAppr>20781.530000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CRUDE OIL FUT OPT FEB23C 90 EXP 01/17/2023</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="CLG3C"/>
        </identifiers>
        <balance>-87.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-26100.000000</valUSD>
        <pctVal>-0.0006483</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                    <counterpartyName>New York Mercantile Exchange</counterpartyName>
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                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
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                  <payOffProf>N/A</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
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                  <notionalAmt>N/A</notionalAmt>
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            <shareNo>N/A</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>138192.510000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <putOrCall>Call</putOrCall>
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                    <counterpartyName>New York Mercantile Exchange</counterpartyName>
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                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
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                    <invCountry>US</invCountry>
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                  <payOffProf>N/A</payOffProf>
                  <descRefInstrmnt>
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                      <issuerName>N/A</issuerName>
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            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>163666.220000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
          <ticker value="CLG3C"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
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                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
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                  <payOffProf>N/A</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>FIN FUT CRUDE OIL NYM 01/20/23</issueTitle>
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                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-01-21</expDate>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>98.000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>82617.620000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CRUDE OIL FUT OPT FEB23P 70 EXP 01/17/2023</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="CLG3P"/>
        </identifiers>
        <balance>-396.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-126720.000000</valUSD>
        <pctVal>-0.0031475</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>New York Mercantile Exchange</counterpartyName>
                    <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>FIN FUT CRUDE OIL NYM 01/20/23</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="Internal ID" value="CLG300024"/>
                    </identifiers>
                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
                    <pctVal>0.000000</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <payOffProf>N/A</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>FIN FUT CRUDE OIL NYM 01/20/23</issueTitle>
                      <identifiers>
                        <other otherDesc="Internal ID" value="CLG300024"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-01-21</expDate>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>70.000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>883062.680000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CRUDE OIL FUT OPT JUN23P 75 EXP 05/17/2023</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="CLM3P"/>
        </identifiers>
        <balance>-116.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-745880.000000</valUSD>
        <pctVal>-0.0185264</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>New York Mercantile Exchange</counterpartyName>
                    <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>FIN FUT CRUDE OIL NYM 05/22/23</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="Internal ID" value="CLM300019"/>
                    </identifiers>
                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
                    <pctVal>0.000000</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <payOffProf>N/A</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>FIN FUT CRUDE OIL NYM 05/22/23</issueTitle>
                      <identifiers>
                        <other otherDesc="Internal ID" value="CLM300019"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-05-23</expDate>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>75.000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-05-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>109791.680000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CRUDE OIL FUT OPT MAR23C 87 EXP 02/15/2023</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="CLH3C"/>
        </identifiers>
        <balance>-72.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-172800.000000</valUSD>
        <pctVal>-0.0042921</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>New York Mercantile Exchange</counterpartyName>
                    <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>FIN FUT CRUDE OIL NYM 02/21/23</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="Internal ID" value="CLH300015"/>
                    </identifiers>
                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
                    <pctVal>0.000000</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <payOffProf>N/A</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>FIN FUT CRUDE OIL NYM 02/21/23</issueTitle>
                      <identifiers>
                        <other otherDesc="Internal ID" value="CLH300015"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-02-22</expDate>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>87.000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-02-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-27523.440000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CRUDE OIL FUT OPT MAR23C 89 EXP 02/15/2023</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="CLH3C"/>
        </identifiers>
        <balance>-31.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-57970.000000</valUSD>
        <pctVal>-0.0014399</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>New York Mercantile Exchange</counterpartyName>
                    <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>FIN FUT CRUDE OIL NYM 02/21/23</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="Internal ID" value="CLH300015"/>
                    </identifiers>
                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
                    <pctVal>0.000000</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <payOffProf>N/A</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>FIN FUT CRUDE OIL NYM 02/21/23</issueTitle>
                      <identifiers>
                        <other otherDesc="Internal ID" value="CLH300015"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-02-22</expDate>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>89.000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-02-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-3695.820000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSTN V. WTI TRD M APR23 XNYM 20230324</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="HRTJ3"/>
        </identifiers>
        <balance>29.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-26127.280000</valUSD>
        <pctVal>-0.0006490</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI24N1M5-Petroleum"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-24</expDate>
            <notionalAmt>24650.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-26127.280000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSTN V. WTI TRD M AUG23 XNYM 20230725</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="HRTQ3"/>
        </identifiers>
        <balance>29.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8727.280000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI24N2B8-Petroleum"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-07-25</expDate>
            <notionalAmt>42050.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-8727.280000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSTN V. WTI TRD M DEC23 XNYM 20231124</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="HRTZ3"/>
        </identifiers>
        <balance>29.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5827.280000</valUSD>
        <pctVal>-0.0001447</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI24N087-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-11-24</expDate>
            <notionalAmt>44950.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5827.280000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSTN V. WTI TRD M FEB23 XNYM 20230125</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="HRTG3"/>
        </identifiers>
        <balance>29.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-35117.280000</valUSD>
        <pctVal>-0.0008723</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI24N1K9-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-25</expDate>
            <notionalAmt>15660.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-35117.280000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSTN V. WTI TRD M JUL23 XNYM 20230623</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="HRTN3"/>
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        <balance>29.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8727.280000</valUSD>
        <pctVal>-0.0002168</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI24N152-Petroleum"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-23</expDate>
            <notionalAmt>42050.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-8727.280000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSTN V. WTI TRD M JUN23 XNYM 20230525</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="HRTM3"/>
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        <balance>29.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14527.280000</valUSD>
        <pctVal>-0.0003608</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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      </invstOrSec>
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        <name>N/A</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <putOrCall>Put</putOrCall>
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                    <name>N/A</name>
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                  <payOffProf>N/A</payOffProf>
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                      <issuerName>N/A</issuerName>
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            <shareNo>N/A</shareNo>
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            <delta>XXXX</delta>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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        <balance>-15.000000</balance>
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        <fairValLevel>1</fairValLevel>
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                <issuerName>N/A</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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        <assetCat>DCO</assetCat>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Intercontinental Exchange</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JETCIFNWE VS BNT1S JUL 23 IFEU 20230731</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Intercontinental Exchange</counterpartyName>
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                <issuerName>N/A</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JETCIFNWE VS BNT1S JUN 23 IFEU 20230630</title>
        <cusip>000000000</cusip>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Short</payOffProf>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="ABYV23"/>
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        <balance>-28.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27CZF4-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-10-31</expDate>
            <notionalAmt>-795284.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>108437.160000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JETCIFNWE VS BNT1S SEP 23 IFEU 20230923</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="ABYU23"/>
        </identifiers>
        <balance>-28.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>96509.160000</valUSD>
        <pctVal>0.0023971</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27CZD9-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-23</expDate>
            <notionalAmt>-807212.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>96509.160000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G   APR23 IFEU 20230412</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H1K81121"/>
        </identifiers>
        <balance>59.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-451252.060000</valUSD>
        <pctVal>-0.0112083</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Gasoil</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27BK05-Gasoil"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-04-12</expDate>
            <notionalAmt>5044500.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-451252.060000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G   DEC23 IFEU 20231212</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H1K81Z60"/>
        </identifiers>
        <balance>238.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>150314.310000</valUSD>
        <pctVal>0.0037336</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Gasoil</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI244RH0-Gasoil"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-12-12</expDate>
            <notionalAmt>18546150.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>150314.310000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G   FEB23 IFEU 20230210</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H1K7ZS48"/>
        </identifiers>
        <balance>-627.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1544567.860000</valUSD>
        <pctVal>0.0383645</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Gasoil</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI270431-Gasoil"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-10</expDate>
            <notionalAmt>-56806200.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1544567.860000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G   JAN23 IFEU 20230112</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H1K80Q05"/>
        </identifiers>
        <balance>343.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-952137.870000</valUSD>
        <pctVal>-0.0236495</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Gasoil</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI26DJ95-Gasoil"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-12</expDate>
            <notionalAmt>31590300.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-952137.870000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G   JUN23 IFEU 20230612</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H1K81782"/>
        </identifiers>
        <balance>245.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>267521.580000</valUSD>
        <pctVal>0.0066448</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Gasoil</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI283Q30-Gasoil"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-12</expDate>
            <notionalAmt>20065500.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>267521.580000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G   MAR23 IFEU 20230310</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H1K7ZV76"/>
        </identifiers>
        <balance>225.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-629522.400000</valUSD>
        <pctVal>-0.0156363</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Gasoil</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI26VWC3-Gasoil"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-10</expDate>
            <notionalAmt>19856250.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-629522.400000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G   SEP23 IFEU 20230912</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H1K81L25"/>
        </identifiers>
        <balance>-476.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-438466.040000</valUSD>
        <pctVal>-0.0108908</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Gasoil</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI2BPMZ0-Gasoil"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-12</expDate>
            <notionalAmt>-38115700.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-438466.040000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SNG GSOIL V LOW SUFEB23 IFEU 20230228</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="BOPG23"/>
        </identifiers>
        <balance>-21.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29945.970000</valUSD>
        <pctVal>-0.0007438</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI2439V1-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-28</expDate>
            <notionalAmt>-139842.790000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-29945.970000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SNG GSOIL V LOW SUMAR23 IFEU 20230331</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="BOPH23"/>
        </identifiers>
        <balance>-21.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5966.560000</valUSD>
        <pctVal>-0.0001482</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI2436Y8-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-31</expDate>
            <notionalAmt>-115863.380000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5966.560000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOSULGO1 VS BNT1S APR23 IFEU 20230428</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="ABEJ23"/>
        </identifiers>
        <balance>15.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17597.970000</valUSD>
        <pctVal>-0.0004371</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27CYK4-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-04-28</expDate>
            <notionalAmt>446950.500000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-17597.970000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOSULGO1 VS BNT1S AUG23 IFEU 20230831</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="ABEQ23"/>
        </identifiers>
        <balance>28.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-108341.280000</valUSD>
        <pctVal>-0.0026910</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27CZC1-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-08-31</expDate>
            <notionalAmt>747037.200000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-108341.280000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOSULGO1 VS BNT1S DEC23 IFEU 20231229</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="ABEZ23"/>
        </identifiers>
        <balance>28.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-164128.480000</valUSD>
        <pctVal>-0.0040767</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27D0N3-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-12-29</expDate>
            <notionalAmt>691250.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-164128.480000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOSULGO1 VS BNT1S JUL23 IFEU 20230731</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="ABEN23"/>
        </identifiers>
        <balance>28.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-99720.080000</valUSD>
        <pctVal>-0.0024769</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27CZ98-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-07-31</expDate>
            <notionalAmt>755658.400000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-99720.080000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOSULGO1 VS BNT1S JUN23 IFEU 20230630</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="ABEM23"/>
        </identifiers>
        <balance>15.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-55228.470000</valUSD>
        <pctVal>-0.0013718</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27CZ72-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-30</expDate>
            <notionalAmt>409320.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-55228.470000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOSULGO1 VS BNT1S MAY23 IFEU 20230531</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="ABEK23"/>
        </identifiers>
        <balance>15.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-43313.970000</valUSD>
        <pctVal>-0.0010758</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27CZ07-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-05-31</expDate>
            <notionalAmt>421234.500000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-43313.970000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOSULGO1 VS BNT1S NOV23 IFEU 20231130</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="ABEX23"/>
        </identifiers>
        <balance>28.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-150730.480000</valUSD>
        <pctVal>-0.0037439</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27D0M5-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-11-30</expDate>
            <notionalAmt>704648.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-150730.480000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOSULGO1 VS BNT1S OCT23 IFEU 20231031</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="ABEV23"/>
        </identifiers>
        <balance>28.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-130478.080000</valUSD>
        <pctVal>-0.0032409</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27D0C7-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-10-31</expDate>
            <notionalAmt>724900.400000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-130478.080000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOSULGO1 VS BNT1S SEP23 IFEU 20230929</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="ABEU23"/>
        </identifiers>
        <balance>28.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-116284.880000</valUSD>
        <pctVal>-0.0028883</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Petroleum</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27CZH0-Petroleum"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-29</expDate>
            <notionalAmt>739093.600000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-116284.880000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GASOLINE RBOB FUT DEC23 XNYM 20231130</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="XBZ3"/>
        </identifiers>
        <balance>27.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>159224.090000</valUSD>
        <pctVal>0.0039549</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Gasoline</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI263VB8-Gasoline"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-11-30</expDate>
            <notionalAmt>2564314.200000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>159224.090000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GASOLINE RBOB FUT FEB23 XNYM 20230131</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="XBG3"/>
        </identifiers>
        <balance>8.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>128172.220000</valUSD>
        <pctVal>0.0031836</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Gasoline</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI26TZ19-Gasoline"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-31</expDate>
            <notionalAmt>832708.800000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>128172.220000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GASOLINE RBOB FUT JUN23 XNYM 20230531</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="XBM3"/>
        </identifiers>
        <balance>152.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-181196.810000</valUSD>
        <pctVal>-0.0045006</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Gasoline</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI23K0M3-Gasoline"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-05-31</expDate>
            <notionalAmt>16584355.200000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-181196.810000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GASOLINE RBOB FUT MAR23 XNYM 20230228</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="XBH3"/>
        </identifiers>
        <balance>99.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>686150.250000</valUSD>
        <pctVal>0.0170428</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Gasoline</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI25S531-Gasoline"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-28</expDate>
            <notionalAmt>10304771.400000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>686150.250000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GOLD 100 OZ FUTR  APR23 XCEC 20230426</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="GCJ3"/>
        </identifiers>
        <balance>-21.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-40536.060000</valUSD>
        <pctVal>-0.0010068</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Gold</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI26WK91-Gold"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-04-26</expDate>
            <notionalAmt>-3868620.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-40536.060000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GOLD 100 OZ FUTR  AUG23 XCEC 20230829</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="GCQ3"/>
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        <balance>57.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>657647.760000</valUSD>
        <pctVal>0.0163349</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Gold</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI272J15-Gold"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-08-29</expDate>
            <notionalAmt>10679520.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>657647.760000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>1</fairValLevel>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>1</fairValLevel>
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            <putOrCall>Call</putOrCall>
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            <shareNo>N/A</shareNo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD HUF BOUGHT USD 20230103</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="22LCKBCLLR8"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs Bank USA</counterpartyName>
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            <amtCurSold>212288366.000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ATLAS SENIOR LOAN FUND LTD 2018-10A</name>
        <lei>N/A</lei>
        <title>ATLAS SENIOR LOAN FUND LTD ATCLO 2018 10A A 144A</title>
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          <isin value="US04942JAC53"/>
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        <curCd>USD</curCd>
        <valUSD>481771.780000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <ticker value="HOZ3"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-11-30</expDate>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="HOM3"/>
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        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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      <invstOrSec>
        <name>ATLAS SENIOR LOAN FUND XIII</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM</name>
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      <invstOrSec>
        <name>ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <assetCat>DFE</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>439000.000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>331258.180000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-02-16</settlementDt>
            <unrealizedAppr>6942.140000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATRIUM XII 12A</name>
        <lei>N/A</lei>
        <title>ATRIUM CDO CORP ATRM 12A AR 144A</title>
        <cusip>04965CAJ7</cusip>
        <identifiers>
          <isin value="US04965CAJ71"/>
        </identifiers>
        <balance>2381481.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2357431.790000</valUSD>
        <pctVal>0.0585547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.15457</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>N/A</name>
        <lei>N/A</lei>
        <title>SOLD EUR BOUGHT USD 20230110</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="22KSKBB9NMP"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.933800"/>
        <valUSD>-5743237.030000</valUSD>
        <pctVal>-0.1426524</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>251503000.000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>263592698.910000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-10</settlementDt>
            <unrealizedAppr>-5743237.030000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ATSTC 2022-1A</name>
        <lei>N/A</lei>
        <title>ATLAS STATIC SENIOR LOAN FUND ATSTC 2022 1A A 144A</title>
        <cusip>04942PAA5</cusip>
        <identifiers>
          <isin value="US04942PAA57"/>
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        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>996960.200000</valUSD>
        <pctVal>0.0247628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.10041</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>AURIUM CLO I DAC 1A</name>
        <lei>N/A</lei>
        <title>AURIUM CLO ACLO 1A ARR 144A</title>
        <cusip>ACI24JVP6</cusip>
        <identifiers>
          <isin value="XS2041077186"/>
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        <balance>6000000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>6285543.730000</valUSD>
        <pctVal>0.1561224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.152</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD GBP BOUGHT USD 20230110</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="22LAKBBWPLX"/>
        </identifiers>
        <balance>1.000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.827000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <amtCurSold>262000.000000</amtCurSold>
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            <settlementDt>2023-01-10</settlementDt>
            <unrealizedAppr>2519.000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD JPY BOUGHT USD 20230227</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="22KMKBCJ7QX"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="130.314300"/>
        <valUSD>-5147120.260000</valUSD>
        <pctVal>-0.1278459</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>11580000000.000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>83714978.690000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-02-27</settlementDt>
            <unrealizedAppr>-5147120.260000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>3175RWRC3 INF CAP FWD EU JUN35 3 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="99ZM22273"/>
        </identifiers>
        <balance>-10900000.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>-410569.350000</valUSD>
        <pctVal>-0.0101979</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Goldman Sachs Bank USA</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Eurostat Eurozone HICP Ex Tob</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
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            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>3.000000</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2035-06-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>85315.150000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SGX IRON ORE 62   MAR23 XSIM 20230331</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="SGXDB0193423"/>
        </identifiers>
        <balance>735.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1645114.600000</valUSD>
        <pctVal>0.0408619</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Singapore International Monetary Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="Internal ID" value="ADI29YQ56-Iron Ore"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-31</expDate>
            <notionalAmt>8473080.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1645114.600000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT EUR SOLD USD 20230310</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="22JQKBB6N2C"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.930100"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT GBP SOLD USD 20230110</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="22KSKBB7RQC"/>
        </identifiers>
        <balance>1.000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            <amtCurSold>9649340.270000</amtCurSold>
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            <unrealizedAppr>12914.200000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD GBP BOUGHT USD 20230110</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="22KSKBB7R0S"/>
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        <currencyConditional curCd="GBP" exchangeRt="0.827000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            <amtCurSold>99796000.000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD HUF BOUGHT USD 20230103</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="22LCKBCK7T4"/>
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        <currencyConditional curCd="HUF" exchangeRt="372.997500"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            <amtCurSold>166233672.000000</amtCurSold>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LEAN HOGS FUTURE  APR23 XCME 20230417</title>
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        <balance>-334.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-225881.720000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-04-17</expDate>
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            <unrealizedAppr>-225881.720000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LIVE CATTLE FUTR  APR23 XCME 20230428</title>
        <cusip>000000000</cusip>
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        <balance>238.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>169228.670000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
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          <isin value="XS2434355876"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-15</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HENRY HB LD1 DEC25 IFED 20251125</title>
        <cusip>000000000</cusip>
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          <ticker value="NDZ25"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-61869.230000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE Futures Europe Exchange</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
                <issueTitle>Henry</issueTitle>
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                  <other otherDesc="Internal ID" value="ADI204638-Henry"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-11-25</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-61869.230000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="NDM23"/>
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        <balance>-108.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>269992.290000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>ICE Futures Europe Exchange</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
                <issueTitle>Henry</issueTitle>
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                  <other otherDesc="Internal ID" value="ADI1RQW41-Henry"/>
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            <expDate>2023-05-26</expDate>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HENRY HB LD1 NOV25 IFED 20251029</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="NDX25"/>
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        <balance>-49.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE Futures Europe Exchange</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
                <issueTitle>Henry</issueTitle>
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                  <other otherDesc="Internal ID" value="ADI2045H8-Henry"/>
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              </otherRefInst>
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            <expDate>2025-10-29</expDate>
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            <unrealizedAppr>-8581.730000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NAT GAS EURO OPT  FEB23C 4.5 EXP 01/26/2023</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="GKG3C"/>
        </identifiers>
        <balance>-60.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-247620.000000</valUSD>
        <pctVal>-0.0061505</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
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                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>New York Mercantile Exchange</counterpartyName>
                    <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>FIN FUT NATURAL GAS NYM 01/27/23</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="Internal ID" value="NGG230006"/>
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                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
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                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <payOffProf>N/A</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>FIN FUT NATURAL GAS NYM 01/27/23</issueTitle>
                      <identifiers>
                        <other otherDesc="Internal ID" value="NGG230006"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-01-28</expDate>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>4.500000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-01-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>50971.800000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NAT GAS EURO OPT  FEB23C 5 EXP 01/26/2023</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="GKG3C"/>
        </identifiers>
        <balance>-72.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-173376.000000</valUSD>
        <pctVal>-0.0043064</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
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                <futrDeriv derivCat="FUT">
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                    <counterpartyName>New York Mercantile Exchange</counterpartyName>
                    <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
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                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="Internal ID" value="NGG230006"/>
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                    <balance>0.000000</balance>
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                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
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                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <payOffProf>N/A</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>FIN FUT NATURAL GAS NYM 01/27/23</issueTitle>
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                        <other otherDesc="Internal ID" value="NGG230006"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-01-28</expDate>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
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            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>5.000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-01-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>55325.520000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NAT GAS EURO OPT  FEB23P 4.25 EXP 01/26/2023</title>
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        <identifiers>
          <ticker value="GKG3P"/>
        </identifiers>
        <balance>-72.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-220104.000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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            <writtenOrPur>Written</writtenOrPur>
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                    <counterpartyName>New York Mercantile Exchange</counterpartyName>
                    <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
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                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
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                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
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                  <payOffProf>N/A</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
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                      </identifiers>
                    </otherRefInst>
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                  <expDate>2023-01-28</expDate>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
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              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>24596.860000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
          <ticker value="GKG3P"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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                    <counterpartyName>New York Mercantile Exchange</counterpartyName>
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                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
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                  <payOffProf>N/A</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
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            <shareNo>N/A</shareNo>
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            <delta>XXXX</delta>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <other otherDesc="Internal ID" value="ADI1R5729-Henry"/>
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            <expDate>2023-03-29</expDate>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <balance>49.000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Henry</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI1R57H6-Henry"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-11-28</expDate>
            <notionalAmt>2389730.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-442809.230000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTR  FEB23 XNYM 20230127</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="NGG23"/>
        </identifiers>
        <balance>52.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-310200.770000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Henry</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI1R57M5-Henry"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-27</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-310200.770000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTR  JAN24 XNYM 20231227</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="NGF24"/>
        </identifiers>
        <balance>-765.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6241314.930000</valUSD>
        <pctVal>0.1550238</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Henry</issueTitle>
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                  <other otherDesc="Internal ID" value="ADI1YHH99-Henry"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-12-27</expDate>
            <notionalAmt>-39114450.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6241314.930000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTR  JAN25 XNYM 20241227</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="NGF25"/>
        </identifiers>
        <balance>-340.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>558577.960000</valUSD>
        <pctVal>0.0138741</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Henry</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI217TP6-Henry"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-12-27</expDate>
            <notionalAmt>-17588200.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>558577.960000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTR  JUL23 XNYM 20230628</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="NGN23"/>
        </identifiers>
        <balance>-56.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>207679.450000</valUSD>
        <pctVal>0.0051584</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Henry</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI1R57N3-Henry"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-28</expDate>
            <notionalAmt>-2327920.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>207679.450000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVOCA CLO XIV LTD14A</name>
        <lei>N/A</lei>
        <title>AVOCA CLO AVOCA 14A A1R 144A</title>
        <cusip>ACI1PDP91</cusip>
        <identifiers>
          <isin value="XS1701395425"/>
        </identifiers>
        <balance>4000000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>4181859.610000</valUSD>
        <pctVal>0.1038704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.129</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>N/A</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTR  MAR23 XNYM 20230224</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="NGH23"/>
        </identifiers>
        <balance>30.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3247.680000</valUSD>
        <pctVal>-0.0000807</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Henry</issueTitle>
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                  <other otherDesc="Internal ID" value="ADI1R57Q6-Henry"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-24</expDate>
            <notionalAmt>1231200.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3247.680000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTR  MAR24 XNYM 20240227</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="NGH24"/>
        </identifiers>
        <balance>323.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2259124.120000</valUSD>
        <pctVal>-0.0561129</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Henry</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI1YHH65-Henry"/>
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            <expDate>2024-02-27</expDate>
            <notionalAmt>14205540.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2259124.120000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTR  MAY23 XNYM 20230426</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="NGK23"/>
        </identifiers>
        <balance>643.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6543038.780000</valUSD>
        <pctVal>-0.1625182</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Henry</issueTitle>
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                  <other otherDesc="Internal ID" value="ADI1R57J2-Henry"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-04-26</expDate>
            <notionalAmt>25276330.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-6543038.780000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTR  OCT23 XNYM 20230927</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="NGV23"/>
        </identifiers>
        <balance>442.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4524892.210000</valUSD>
        <pctVal>-0.1123908</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Henry</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI1R5877-Henry"/>
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            <expDate>2023-09-27</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-4524892.210000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTR  OCT24 XNYM 20240926</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="NGV24"/>
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        <balance>340.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1462824.960000</valUSD>
        <pctVal>-0.0363341</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Henry</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI1YHHS7-Henry"/>
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            <expDate>2024-09-26</expDate>
            <notionalAmt>13787000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1462824.960000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTR  SEP23 XNYM 20230829</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="NGU23"/>
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        <balance>58.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-235850.040000</valUSD>
        <pctVal>-0.0058581</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Henry</issueTitle>
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                  <other otherDesc="Internal ID" value="ADI1R5760-Henry"/>
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            <expDate>2023-08-29</expDate>
            <notionalAmt>2383800.000000</notionalAmt>
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            <unrealizedAppr>-235850.040000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>TTF GAS 1ST LINE  FEB23 IFEU 20230130</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H3LP1495"/>
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        <balance>-208.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1495447.200000</valUSD>
        <pctVal>0.0371444</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="Internal ID" value="ADI1VJB60-TTF"/>
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            <expDate>2023-01-30</expDate>
            <notionalAmt>-49649600.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1495447.200000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>TTF GAS 1ST LINE  MAR23 IFEU 20230227</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H3LP1503"/>
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        <balance>-208.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2618792.800000</valUSD>
        <pctVal>-0.0650464</pctVal>
        <payoffProfile>N/A</payoffProfile>
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        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NLICE0050936"/>
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        <balance>-50.000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>TTF</issueTitle>
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            <expDate>2023-02-27</expDate>
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            <unrealizedAppr>544719.140000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>TTF NAT GAS F     MAY23 NDEX 20230427</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NLICE0058715"/>
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        <balance>27.000000</balance>
        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NLICE0109849"/>
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        <assetCat>DCO</assetCat>
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        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <counterparties>
              <counterpartyName>EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <isin value="GB00H1KTDQ46"/>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Intercontinental Exchange</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>UK NBP GAS 1' LIN FEB23 IFEU 20230130</title>
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        <identifiers>
          <isin value="GB00H3HX2226"/>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Intercontinental Exchange</counterpartyName>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <isin value="GB00H3HX2333"/>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Intercontinental Exchange</counterpartyName>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="PAH3"/>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>New York Mercantile Exchange</counterpartyName>
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                <issuerName>N/A</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>1</fairValLevel>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME PRI ALUM FUTR MAR23 XLME 20230313</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00FP3QQB85"/>
        </identifiers>
        <balance>-302.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>178480.750000</valUSD>
        <pctVal>0.0044332</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>London Metals Exchange</counterpartyName>
              <counterpartyLei>213800NB8G5VRT1DXC91</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="Internal ID" value="ADI23MZW9-Aluminum"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-13</expDate>
            <notionalAmt>-17908675.500000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>178480.750000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MT BELV PROP 5 DE APR23 XNYM 20230428</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="BAPJ3"/>
        </identifiers>
        <balance>124.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-353527.290000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Propane</issueTitle>
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                  <other otherDesc="Internal ID" value="ADI27BQ33-Propane"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-04-28</expDate>
            <notionalAmt>4091561.040000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-353527.290000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MT BELV PROP 5 DE AUG23 XNYM 20230831</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="BAPQ3"/>
        </identifiers>
        <balance>62.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-433171.370000</valUSD>
        <pctVal>-0.0107593</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Propane</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27BQB5-Propane"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-08-31</expDate>
            <notionalAmt>2088095.520000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-433171.370000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MT BELV PROP 5 DE DEC23 XNYM 20231229</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="BAPZ3"/>
        </identifiers>
        <balance>62.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-315991.370000</valUSD>
        <pctVal>-0.0078487</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Propane</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27BP75-Propane"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-12-29</expDate>
            <notionalAmt>2205275.520000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-315991.370000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MT BELV PROP 5 DE JUL23 XNYM 20230731</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="BAPN3"/>
        </identifiers>
        <balance>62.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-455956.370000</valUSD>
        <pctVal>-0.0113252</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Propane</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27BQV1-Propane"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-07-31</expDate>
            <notionalAmt>2065310.520000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-455956.370000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MT BELV PROP 5 DE JUN23 XNYM 20230630</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="BAPM3"/>
        </identifiers>
        <balance>124.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-340507.290000</valUSD>
        <pctVal>-0.0084576</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Propane</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27BRL2-Propane"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-30</expDate>
            <notionalAmt>4104581.040000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-340507.290000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MT BELV PROP 5 DE MAY23 XNYM 20230531</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="BAPK3"/>
        </identifiers>
        <balance>124.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-353527.290000</valUSD>
        <pctVal>-0.0087810</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Propane</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27BQM1-Propane"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-05-31</expDate>
            <notionalAmt>4091561.040000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-353527.290000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MT BELV PROP 5 DE NOV23 XNYM 20231130</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="BAPX3"/>
        </identifiers>
        <balance>62.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-340416.890000</valUSD>
        <pctVal>-0.0084554</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Propane</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27BK88-Propane"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-11-30</expDate>
            <notionalAmt>2180850.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-340416.890000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MT BELV PROP 5 DE OCT23 XNYM 20231031</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="BAPV3"/>
        </identifiers>
        <balance>62.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-366456.890000</valUSD>
        <pctVal>-0.0091022</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Propane</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27BK62-Propane"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-10-31</expDate>
            <notionalAmt>2154810.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-366456.890000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MT BELV PROP 5 DE SEP23 XNYM 20230929</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="BAPU3"/>
        </identifiers>
        <balance>62.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-400621.370000</valUSD>
        <pctVal>-0.0099508</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Propane</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI27BK47-Propane"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-29</expDate>
            <notionalAmt>2120645.520000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-400621.370000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>RED WHEAT FUT MGE MAR23 XMGE 20230314</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="MWH3"/>
        </identifiers>
        <balance>10.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14298.200000</valUSD>
        <pctVal>-0.0003551</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MINNEAPOLIS GRAIN EXCHANGE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Minnie Wheat</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI28Y6K6-Minnie Wheat"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-14</expDate>
            <notionalAmt>469375.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-14298.200000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SILVER FUTURE     MAR23 XCEC 20230329</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="SIH3"/>
        </identifiers>
        <balance>-39.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-133047.640000</valUSD>
        <pctVal>-0.0033047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Silver</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI25QCQ6-Silver"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-29</expDate>
            <notionalAmt>-4687800.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-133047.640000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVOLON HOLDINGS FUNDING LTD</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
        <title>AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528</title>
        <cusip>05401AAR2</cusip>
        <identifiers>
          <isin value="US05401AAR23"/>
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        <balance>201000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160954.410000</valUSD>
        <pctVal>0.0039978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.528</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>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN FUTURE    JUL23 XCBT 20230714</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="S N3"/>
        </identifiers>
        <balance>26.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>57286.460000</valUSD>
        <pctVal>0.0014229</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="Internal ID" value="ADI23ZYK7-Soybeans"/>
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            </descRefInstrmnt>
            <expDate>2023-07-14</expDate>
            <notionalAmt>1993225.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>57286.460000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN FUTURE    MAR23 XCBT 20230314</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="S H3"/>
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        <balance>257.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>937700.500000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Soybeans</issueTitle>
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                  <other otherDesc="Internal ID" value="ADI21JBR5-Soybeans"/>
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            <expDate>2023-03-14</expDate>
            <notionalAmt>19583400.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>937700.500000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN FUTURE    NOV23 XCBT 20231114</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="S X3"/>
        </identifiers>
        <balance>-105.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-132997.830000</valUSD>
        <pctVal>-0.0033034</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Soybeans</issueTitle>
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                  <other otherDesc="Internal ID" value="ADI26SCK4-Soybeans"/>
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              </otherRefInst>
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            <expDate>2023-11-14</expDate>
            <notionalAmt>-7437937.500000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-132997.830000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN MEAL FUTR JUL23 XCBT 20230714</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="SMN3"/>
        </identifiers>
        <balance>81.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>112654.820000</valUSD>
        <pctVal>0.0027982</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Soybean Meal</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI296ZT5-Soybean Meal"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-07-14</expDate>
            <notionalAmt>3679830.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>112654.820000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN MEAL FUTR MAR23 XCBT 20230314</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="SMH3"/>
        </identifiers>
        <balance>776.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5115988.470000</valUSD>
        <pctVal>0.1270726</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Soybean Meal</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI24YMZ9-Soybean Meal"/>
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            </descRefInstrmnt>
            <expDate>2023-03-14</expDate>
            <notionalAmt>36549600.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5115988.470000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN OIL FUTR  JUL23 XCBT 20230714</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="BON3"/>
        </identifiers>
        <balance>-56.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-47922.250000</valUSD>
        <pctVal>-0.0011903</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Soybean Oil</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI272J72-Soybean Oil"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-07-14</expDate>
            <notionalAmt>-2135616.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-47922.250000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN OIL FUTR  MAR23 XCBT 20230314</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="BOH3"/>
        </identifiers>
        <balance>-82.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>313135.030000</valUSD>
        <pctVal>0.0077778</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Soybean Oil</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI24YMR7-Soybean Oil"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-14</expDate>
            <notionalAmt>-3152244.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>313135.030000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD NZD BOUGHT USD 20230110</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="22KSKBB04F5"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="NZD" exchangeRt="1.574900"/>
        <valUSD>-29615.520000</valUSD>
        <pctVal>-0.0007356</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STANDARD CHARTERED BANK</counterpartyName>
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            <amtCurSold>2451000.000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1526629.610000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-10</settlementDt>
            <unrealizedAppr>-29615.520000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SUGAR  11 (WORLD) JUL23 IFUS 20230630</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="SBN3"/>
        </identifiers>
        <balance>308.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4766.330000</valUSD>
        <pctVal>-0.0001184</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Futures Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Raw Sugar</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI25BFL7-Raw Sugar"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-30</expDate>
            <notionalAmt>6202380.800000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4766.330000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BABSON CLO LTD 2015-IA</name>
        <lei>N/A</lei>
        <title>BABSON CLO LTD BABSN 2015 IA AR 144A</title>
        <cusip>056162AN0</cusip>
        <identifiers>
          <isin value="US056162AN09"/>
        </identifiers>
        <balance>1100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1082758.830000</valUSD>
        <pctVal>0.0268939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-20</maturityDt>
          <couponKind>Floating</couponKind>
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          <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>BAIN CAPITAL EURO CLO 2021-2 DAC 21-2A</name>
        <lei>N/A</lei>
        <title>BAIN CAPITAL EURO CLO BCCE 2021 2A A 144A</title>
        <cusip>ACI294R53</cusip>
        <identifiers>
          <isin value="XS2393318071"/>
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        <balance>3900000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
        <valUSD>4007586.310000</valUSD>
        <pctVal>0.0995418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.398</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>BAIN CAPITAL EURO CLO DAC 2018-1A</name>
        <lei>N/A</lei>
        <title>BAIN CAPITAL EURO CLO BCCE 2018 1A A 144A</title>
        <cusip>ACI129YN4</cusip>
        <identifiers>
          <isin value="XS1713469838"/>
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        <balance>2800000.000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.934200"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COMM SWAP JMABNIC5 JPM</title>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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                  <component>
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                  <component>
                    <othIndName>COMM SWAP JMABNIC5 JPM</othIndName>
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                  <component>
                    <othIndName>COMM SWAP JMABNIC5 JPM</othIndName>
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                      <other otherDesc="Internal ID" value="GCM300015"/>
                    </identifiers>
                    <othIndNotAmt>1433202.364308</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>35094.121063</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>COMM SWAP PIMCODB MAC</othIndName>
                    <identifiers>
                      <other otherDesc="Internal ID" value="HGK300017"/>
                    </identifiers>
                    <othIndNotAmt>422781.726014</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>10352.448088</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>COMM SWAP PIMCODB MAC</othIndName>
                    <identifiers>
                      <other otherDesc="Internal ID" value="CTK300014"/>
                    </identifiers>
                    <othIndNotAmt>4046339.816662</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>99080.732020</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>COMM SWAP PIMCODB MAC</othIndName>
                    <identifiers>
                      <other otherDesc="Internal ID" value="C K30001"/>
                    </identifiers>
                    <othIndNotAmt>8763246.985018</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>214581.316818</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>COMM SWAP PIMCODB MAC</othIndName>
                    <identifiers>
                      <other otherDesc="Internal ID" value="CCK300011"/>
                    </identifiers>
                    <othIndNotAmt>2685490.432708</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>65758.282785</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>COMM SWAP PIMCODB MAC</othIndName>
                    <identifiers>
                      <other otherDesc="Internal ID" value="CLK300011"/>
                    </identifiers>
                    <othIndNotAmt>27936620.926191</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>684070.289932</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>COMM SWAP PIMCODB MAC</othIndName>
                    <identifiers>
                      <other otherDesc="Internal ID" value="SMK300012"/>
                    </identifiers>
                    <othIndNotAmt>7139783.794547</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>174828.372525</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>COMM SWAP PIMCODB MAC</othIndName>
                    <identifiers>
                      <other otherDesc="Internal ID" value="SIK300011"/>
                    </identifiers>
                    <othIndNotAmt>1086136.091487</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>26595.680021</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                </components>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.000000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2023-02-15</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>239952632.530000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5875602.040000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="A negative balance, which may be due to such circumstances as a net overdraft as of the reporting period-end, is reported as $0 in Item B.2.f - Cash and cash equivalents not reported in Parts C and D.  This is done in order to conform to the technical constraints of the XML type, which do not allow negative values in B.2.f." noteItem="B.2.f"/>
      <explntrNote note="Total returns do not deduct sales loads and redemption fees." noteItem="B.5.a"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.c.vi"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.d.iii"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.e.iii"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.f.ii"/>
      <explntrNote note="The form requires the filer to report ISO country codes and certain supranational entities are not on the ISO country code list.  Instruments issued by or economic exposure to a supranational entity may be disclosed as N/A." noteItem="C.5.a"/>

    </explntrNotes>
    <signature>
      <ncom:dateSigned>2023-02-09</ncom:dateSigned>
      <ncom:nameOfApplicant>PIMCO Funds</ncom:nameOfApplicant>
      <ncom:signature>/s/ Bijal Parikh</ncom:signature>
      <ncom:signerName>Bijal Parikh</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
