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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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            <terminationDt>2032-02-10</terminationDt>
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        </derivativeInfo>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
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        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>London Clearing house</counterpartyName>
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            <terminationDt>2052-02-08</terminationDt>
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            <rcptCurCd>JPY</rcptCurCd>
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            <curCd>JPY</curCd>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>OIS JPY MUTKCALM/0.66990 02/09/22-30Y LC</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="SWU01G324"/>
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        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>London Clearing house</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>BOJ Overnight Call Rate TONAR</issueTitle>
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            <floatingRecDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="BOJ Overnight Call Rate TONAR" floatingRtSpread="0.000000" pmntAmt="0.000000">
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            <fixedPmntDesc amount="0.000000" curCd="JPY" fixedOrFloating="Fixed" fixedRt="0.669900"/>
            <terminationDt>2052-02-09</terminationDt>
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            <notionalAmt>49000000.000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>33376.980000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>RFR GBP SONIO/3.25000 09/20/23-30Y LCH</title>
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        <identifiers>
          <isin value="EZ2GDT0WJQK5"/>
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        <balance>1.000000</balance>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing house</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SONIA O/N Deposit Rates Swap</indexName>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="SONIA O/N Deposit Rates Swap" floatingRtSpread="0.000000" pmntAmt="0.000000">
              <rtResetTenors>
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            <fixedPmntDesc amount="0.000000" curCd="GBP" fixedOrFloating="Fixed" fixedRt="3.250000"/>
            <terminationDt>2053-09-20</terminationDt>
            <upfrontPmnt>18098.150000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>600000.000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-23788.940000</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>RFR JPY MUT+5.89/0.2500 09/17/29-1Y* LCH</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="132.775000"/>
        <valUSD>206468.010000</valUSD>
        <pctVal>0.0844078</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing house</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>BOJ Overnight Call Rate TONAR</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU01E113-BOJ Overnight Call Rate TONAR"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="BOJ Overnight Call Rate TONAR" floatingRtSpread="5.890000" pmntAmt="0.000000">
              <rtResetTenors>
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            </floatingRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="JPY" fixedOrFloating="Fixed" fixedRt="0.250000"/>
            <terminationDt>2031-03-17</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>JPY</pmntCurCd>
            <upfrontRcpt>-848.850000</upfrontRcpt>
            <rcptCurCd>JPY</rcptCurCd>
            <notionalAmt>2580000000.000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>207316.860000</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>RFR JPY MUT+5.89/0.3500 03/17/21-30Y LCH</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU01E1Z8"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="132.775000"/>
        <valUSD>27450.850000</valUSD>
        <pctVal>0.0112224</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing house</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>BOJ Overnight Call Rate TONAR</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU01E1Z8-BOJ Overnight Call Rate TONAR"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="BOJ Overnight Call Rate TONAR" floatingRtSpread="5.890000" pmntAmt="0.000000">
              <rtResetTenors>
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            </floatingRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="JPY" fixedOrFloating="Fixed" fixedRt="0.350000"/>
            <terminationDt>2051-03-17</terminationDt>
            <upfrontPmnt>10972.160000</upfrontPmnt>
            <pmntCurCd>JPY</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>JPY</rcptCurCd>
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            <curCd>JPY</curCd>
            <unrealizedAppr>16478.690000</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>RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU01E238"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="132.775000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing house</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>BOJ Overnight Call Rate TONAR</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU01E238-BOJ Overnight Call Rate TONAR"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="JPY" fixedOrFloating="Fixed" fixedRt="0.450000"/>
            <floatingPmntDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="BOJ Overnight Call Rate TONAR" floatingRtSpread="5.890000" pmntAmt="0.000000">
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            </floatingPmntDesc>
            <terminationDt>2029-03-20</terminationDt>
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            <pmntCurCd>JPY</pmntCurCd>
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            <rcptCurCd>JPY</rcptCurCd>
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            <curCd>JPY</curCd>
            <unrealizedAppr>-3410.020000</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>RFR JPY MUT+5.89/0.5200 03/16/21-30Y LCH</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU01E2I5"/>
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        <currencyConditional curCd="JPY" exchangeRt="132.775000"/>
        <valUSD>14754.490000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing house</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>BOJ Overnight Call Rate TONAR</issueTitle>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="BOJ Overnight Call Rate TONAR" floatingRtSpread="5.890000" pmntAmt="0.000000">
              <rtResetTenors>
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            <fixedPmntDesc amount="0.000000" curCd="JPY" fixedOrFloating="Fixed" fixedRt="0.520000"/>
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            <rcptCurCd>JPY</rcptCurCd>
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            <curCd>JPY</curCd>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>RFR JPY MUT+5.89/0.5375 03/15/21-30Y LCH</title>
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        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing house</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>BOJ Overnight Call Rate TONAR</issueTitle>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="BOJ Overnight Call Rate TONAR" floatingRtSpread="5.890000" pmntAmt="0.000000">
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            <fixedPmntDesc amount="0.000000" curCd="JPY" fixedOrFloating="Fixed" fixedRt="0.537500"/>
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            <pmntCurCd>JPY</pmntCurCd>
            <upfrontRcpt>-551.700000</upfrontRcpt>
            <rcptCurCd>JPY</rcptCurCd>
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            <curCd>JPY</curCd>
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          </swapDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>RFR JPY MUT+5.89/0.557* 03/17/21-30Y LCH</title>
        <cusip>000000000</cusip>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing house</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>BOJ Overnight Call Rate TONAR</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU01E2U8-BOJ Overnight Call Rate TONAR"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="BOJ Overnight Call Rate TONAR" floatingRtSpread="5.890000" pmntAmt="0.000000">
              <rtResetTenors>
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            <rcptCurCd>JPY</rcptCurCd>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>London Clearing house</counterpartyName>
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                <issuerName>N/A</issuerName>
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            <rcptCurCd>JPY</rcptCurCd>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>London Clearing house</counterpartyName>
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            <rcptCurCd>JPY</rcptCurCd>
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            <curCd>JPY</curCd>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing house</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>BOJ Overnight Call Rate TONAR</issueTitle>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="BOJ Overnight Call Rate TONAR" floatingRtSpread="5.890000" pmntAmt="0.000000">
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            <fixedPmntDesc amount="0.000000" curCd="JPY" fixedOrFloating="Fixed" fixedRt="0.750000"/>
            <terminationDt>2038-03-20</terminationDt>
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            <rcptCurCd>JPY</rcptCurCd>
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            <curCd>JPY</curCd>
            <unrealizedAppr>82141.200000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>RFR JPY MUT+5.89/1.0000 03/21/18-30Y LCH</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <currencyConditional curCd="JPY" exchangeRt="132.775000"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing house</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="BOJ Overnight Call Rate TONAR" floatingRtSpread="5.890000" pmntAmt="0.000000">
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            <terminationDt>2048-03-21</terminationDt>
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            <pmntCurCd>JPY</pmntCurCd>
            <upfrontRcpt>-111269.250000</upfrontRcpt>
            <rcptCurCd>JPY</rcptCurCd>
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            <curCd>JPY</curCd>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing house</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>BOJ Overnight Call Rate TONAR</issueTitle>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="BOJ Overnight Call Rate TONAR" floatingRtSpread="0.000000" pmntAmt="0.000000">
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            <fixedPmntDesc amount="0.000000" curCd="JPY" fixedOrFloating="Fixed" fixedRt="0.000000"/>
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            <pmntCurCd>JPY</pmntCurCd>
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            <rcptCurCd>JPY</rcptCurCd>
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            <curCd>JPY</curCd>
            <unrealizedAppr>3206.440000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing house</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>BOJ Overnight Call Rate TONAR</issueTitle>
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            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="0.000000" curCd="JPY" fixedOrFloating="Fixed" fixedRt="0.450000"/>
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            <rcptCurCd>JPY</rcptCurCd>
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            <curCd>JPY</curCd>
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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>RFR JPY MUTKCALM/0.5000 03/15/22-20Y LCH</title>
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        <identifiers>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing house</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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            <rcptCurCd>JPY</rcptCurCd>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>RFR USD SOFR/1.75000 06/15/22-5Y CME</title>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>RFR USD SOFR/3.00000 06/21/23-10Y LCH</title>
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        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>London Clearing house</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="United States SOFR Secured Overnight Financing Rate" floatingRtSpread="0.000000" pmntAmt="0.000000">
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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 CAD SOLD USD 20230404</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CVKBBVFTG"/>
        </identifiers>
        <balance>1.000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.351500"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE TORONTO-DOMINION BANK</counterpartyName>
              <counterpartyLei>PT3QB789TSUIDF371261</counterpartyLei>
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            <amtCurSold>296551.000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>CAD</curPur>
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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 CAD BOUGHT USD 20230404</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23BQKBBVXK0"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.351500"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE TORONTO-DOMINION BANK</counterpartyName>
              <counterpartyLei>PT3QB789TSUIDF371261</counterpartyLei>
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            <amtCurSold>1172123.880000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD CAD BOUGHT USD 20230502</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CVKBBVFX3"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.350900"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE TORONTO-DOMINION BANK</counterpartyName>
              <counterpartyLei>PT3QB789TSUIDF371261</counterpartyLei>
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            <amtCurSold>401691.080000</amtCurSold>
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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>SOLD GBP BOUGHT USD 20230404</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23BQKBB1NRZ"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.810600"/>
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        <pctVal>-0.2075606</pctVal>
        <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>THE TORONTO-DOMINION BANK</counterpartyName>
              <counterpartyLei>PT3QB789TSUIDF371261</counterpartyLei>
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            <amtCurSold>16470000.000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>19809671.310000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-507709.120000</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>BOUGHT CAD SOLD USD 20230404</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CUKBB16CG"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.351500"/>
        <valUSD>3405.380000</valUSD>
        <pctVal>0.0013922</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
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            <amtCurSold>566976.000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>770860.570000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2023-04-04</settlementDt>
            <unrealizedAppr>3405.380000</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>BOUGHT CNH SOLD USD 20230510</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="22IDKBBZ3PW"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.853500"/>
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        <pctVal>0.0028297</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
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            <amtCurSold>620309.610000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4298745.600000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2023-05-10</settlementDt>
            <unrealizedAppr>6921.720000</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>BOUGHT GBP SOLD USD 20230502</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CWKBBN3WD"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.810200"/>
        <valUSD>-24347.330000</valUSD>
        <pctVal>-0.0099536</pctVal>
        <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>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
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            <amtCurSold>8404137.050000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6789000.000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2023-05-02</settlementDt>
            <unrealizedAppr>-24347.330000</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 CAD BOUGHT USD 20230502</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CUKBB12C4"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.350900"/>
        <valUSD>-3411.050000</valUSD>
        <pctVal>-0.0013945</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
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            <amtCurSold>770551.570000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>566976.000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-05-02</settlementDt>
            <unrealizedAppr>-3411.050000</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>SOLD EUR BOUGHT USD 20230404</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23BQKBB1DVH"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.922100"/>
        <valUSD>-95375.230000</valUSD>
        <pctVal>-0.0389911</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>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
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            <amtCurSold>4187000.000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>4445425.830000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-04</settlementDt>
            <unrealizedAppr>-95375.230000</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 THB BOUGHT USD 20230417</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CUKBB6Q13"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="THB" exchangeRt="34.148200"/>
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        <pctVal>0.0000663</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
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            <amtCurSold>8053452.800000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>236000.000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-17</settlementDt>
            <unrealizedAppr>162.060000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 04/25 VAR</title>
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        <identifiers>
          <isin value="US06051GKS74"/>
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        <balance>800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>785712.150000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>US 5YR NOTE (CBT) JUN23 XCBT 20230630</title>
        <cusip>000000000</cusip>
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          <ticker value="FVM3"/>
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        <balance>81.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>128022.020000</valUSD>
        <pctVal>0.0523377</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>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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            <expDate>2023-06-30</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>128022.020000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP</name>
        <lei>N/A</lei>
        <title>BAPTIST HEALTHCARE UNSECURED 08/50 3.54</title>
        <cusip>06684QAB8</cusip>
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          <isin value="US06684QAB86"/>
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        <balance>800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>604406.380000</valUSD>
        <pctVal>0.2470922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.54</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>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC SR UNSECURED 11/33 VAR</title>
        <cusip>06738ECE3</cusip>
        <identifiers>
          <isin value="US06738ECE32"/>
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        <balance>600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>663772.950000</valUSD>
        <pctVal>0.2713623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.437</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>BAYER US FINANCE II LLC</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
        <title>BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375</title>
        <cusip>07274NAL7</cusip>
        <identifiers>
          <isin value="US07274NAL73"/>
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        <balance>1200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1160781.110000</valUSD>
        <pctVal>0.4745482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ARM TRUST 2002-11</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1</title>
        <cusip>07384MSH6</cusip>
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        <curCd>USD</curCd>
        <valUSD>7784.870000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BETH ISRAEL LAHEY HEALTH INC</name>
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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>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BOARDWALK PIPELINES LP</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BOSTON GAS COMPANY</name>
        <lei>FN7P4E7K9JOBORDEUX61</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
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          <isin value="US11135FBL40"/>
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        <balance>1200000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>986465.200000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>CARLYLE FINANCE SUBSIDIARY LLC</name>
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          <isin value="US14314DAA19"/>
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        <balance>1200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1099687.390000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHASE MORTGAGE FINANCE CORP 2007-A1</name>
        <lei>N/A</lei>
        <title>CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 4A1</title>
        <cusip>161630AN8</cusip>
        <identifiers>
          <isin value="US161630AN84"/>
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        <balance>7027.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6610.470000</valUSD>
        <pctVal>0.0027025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <annualizedRt>3.96018</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>CHILEAN GOVT</name>
        <lei>549300FLZTJM5YJF8D34</lei>
        <title>REPUBLIC OF CHILE SR UNSECURED 01/34 3.5</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US168863DV76"/>
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        <balance>900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>803173.960000</valUSD>
        <pctVal>0.3283519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</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>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC SR UNSECURED 07/26 VAR</title>
        <cusip>172967MB4</cusip>
        <identifiers>
          <isin value="US172967MB43"/>
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        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1000625.630000</valUSD>
        <pctVal>0.4090737</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.42657</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONSTELLATION BRANDS INC</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>CONSTELLATION BRANDS INC</title>
        <cusip>21037DR48</cusip>
        <identifiers>
          <isin value="US21037DR484"/>
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        <balance>800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>799517.860000</valUSD>
        <pctVal>0.3268573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-04</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
        <title>COOPERATIEVE RABOBANK UA SR UNSECURED 144A 02/29 VAR</title>
        <cusip>74977RDS0</cusip>
        <identifiers>
          <isin value="US74977RDS04"/>
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        <balance>300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>302306.300000</valUSD>
        <pctVal>0.1235882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.564</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>COUNTRYWIDE ASSET-BACKED CERT 2004-6</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 1A1</title>
        <cusip>126673AW2</cusip>
        <identifiers>
          <isin value="US126673AW27"/>
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        <balance>1693630.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1595032.510000</valUSD>
        <pctVal>0.6520779</pctVal>
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        <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>5.38529</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CREDIT SUISSE AG/NEW YORK BRANCH</name>
        <lei>549300D0YARF5HYP1809</lei>
        <title>CREDIT SUISSE NEW YORK SR UNSECURED 02/28 7.5</title>
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        <curCd>USD</curCd>
        <valUSD>318750.000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2003-AR22</name>
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        <title>CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR22 3A1</title>
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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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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CREDIT SUISSE GROUP AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>CREDIT SUISSE GROUP AG SR UNSECURED 144A 04/31 VAR</title>
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        <balance>300000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>267090.000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <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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        <name>CREDIT SUISSE GROUP AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>CREDIT SUISSE GROUP AG SR UNSECURED 144A 08/28 VAR</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</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>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CREDIT SUISSE GROUP AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>CREDIT SUISSE GROUP AG SR UNSECURED REGS 09/29 0.65</title>
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          <isin value="CH0494734418"/>
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        <balance>1200000.000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.922100"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.65</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER TRUCK FINANCE NORTH AMERICA LLC</name>
        <lei>5493003HSDTSCZRXBA58</lei>
        <title>DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 12/23 1.125</title>
        <cusip>233853AB6</cusip>
        <identifiers>
          <isin value="US233853AB69"/>
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        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>970572.500000</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>2023-12-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125</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>DALLAS FORT WORTH INTERNATIONAL AIRPORT</name>
        <lei>N/A</lei>
        <title>DALLAS FORT WORTH TX INTERNATI DALAPT 11/51 FIXED 4.507</title>
        <cusip>23503CAN7</cusip>
        <identifiers>
          <isin value="US23503CAN74"/>
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        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>926804.200000</valUSD>
        <pctVal>0.3788942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.507</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"/>
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        <balance>900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>884047.140000</valUSD>
        <pctVal>0.3614143</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>5.891</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>DELL INTERNATIONAL LLC / EMC CORP</name>
        <lei>N/A</lei>
        <title>DELL INT LLC / EMC CORP SR UNSECURED 06/23 5.45</title>
        <cusip>24703TAA4</cusip>
        <identifiers>
          <isin value="US24703TAA43"/>
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        <balance>373000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>372875.300000</valUSD>
        <pctVal>0.1524381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.45</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>DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>DELTA AIR LINES 2020 AA PASS THRU CE 12/29 2</title>
        <cusip>247361ZV3</cusip>
        <identifiers>
          <isin value="US247361ZV38"/>
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        <balance>1020618.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>899428.650000</valUSD>
        <pctVal>0.3677026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</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>DEUTSCHE BANK AG/NEW YORK BRANCH</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK NY SR UNSECURED 11/25 VAR</title>
        <cusip>251526CB3</cusip>
        <identifiers>
          <isin value="US251526CB33"/>
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        <balance>1400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1325487.740000</valUSD>
        <pctVal>0.5418832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.961</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>DLLAD 2023-1A LLC</name>
        <lei>N/A</lei>
        <title>DLLAD LLC DLLAD 2023 1A A2 144A</title>
        <cusip>233258AB8</cusip>
        <identifiers>
          <isin value="US233258AB86"/>
        </identifiers>
        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>498335.550000</valUSD>
        <pctVal>0.2037285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.19</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>DOMINION ENERGY INC</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION RESOURCES</title>
        <cusip>2574P1RQ7</cusip>
        <identifiers>
          <isin value="US2574P1RQ70"/>
        </identifiers>
        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>498261.670000</valUSD>
        <pctVal>0.2036983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-24</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>DUKE ENERGY CAROLINAS LLC</name>
        <lei>MWIUSDMN17TCR56VW396</lei>
        <title>DUKE ENERGY CAROLINAS 1ST MORTGAGE 04/31 2.55</title>
        <cusip>26442CBB9</cusip>
        <identifiers>
          <isin value="US26442CBB90"/>
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        <balance>1200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1030440.430000</valUSD>
        <pctVal>0.4212625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55</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>ELEVANCE HEALTH INC</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ELEVANCE HEALTH INC SR UNSECURED 03/31 2.55</title>
        <cusip>036752AP8</cusip>
        <identifiers>
          <isin value="US036752AP88"/>
        </identifiers>
        <balance>1200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1033400.620000</valUSD>
        <pctVal>0.4224727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55</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 INTERNATIONAL NV</name>
        <lei>0YQH6LCEF474UTUV4B96</lei>
        <title>ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.375</title>
        <cusip>29278GAM0</cusip>
        <identifiers>
          <isin value="US29278GAM06"/>
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        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>891231.420000</valUSD>
        <pctVal>0.3643514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375</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 INTERNATIONAL NV</name>
        <lei>0YQH6LCEF474UTUV4B96</lei>
        <title>ENEL FINANCE INTL NV COMPANY GUAR 144A 07/31 2.25</title>
        <cusip>29278GAP3</cusip>
        <identifiers>
          <isin value="US29278GAP37"/>
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        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>783761.050000</valUSD>
        <pctVal>0.3204156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25</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>ENTERGY CORPORATION</name>
        <lei>4XM3TW50JULSLG8BNC79</lei>
        <title>ENTERGY CORP SR UNSECURED 09/26 2.95</title>
        <cusip>29364GAJ2</cusip>
        <identifiers>
          <isin value="US29364GAJ22"/>
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        <balance>2700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2539002.380000</valUSD>
        <pctVal>1.0379898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95</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>EPR PROPERTIES</name>
        <lei>549300YSSXFHMPOWZ492</lei>
        <title>EPR PROPERTIES COMPANY GUAR 04/25 4.5</title>
        <cusip>26884UAB5</cusip>
        <identifiers>
          <isin value="US26884UAB52"/>
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        <balance>1400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1352780.880000</valUSD>
        <pctVal>0.5530411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</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>EQUINIX INC</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>EQUINIX INC SR UNSECURED 05/31 2.5</title>
        <cusip>29444UBS4</cusip>
        <identifiers>
          <isin value="US29444UBS42"/>
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        <balance>1200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>988886.700000</valUSD>
        <pctVal>0.4042746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</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>EUROHOME UK MORTGAGES 2007-1 A</name>
        <lei>N/A</lei>
        <title>EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS</title>
        <cusip>B1VBS4II2</cusip>
        <identifiers>
          <isin value="XS0290416527"/>
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        <balance>1056183.440000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.810600"/>
        <valUSD>1247512.220000</valUSD>
        <pctVal>0.5100054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.41</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>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"/>
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        <balance>892660.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.810600"/>
        <valUSD>1087970.530000</valUSD>
        <pctVal>0.4447819</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>
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        <name>EXPEDIA GROUP INC</name>
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        <name>FANNIE MAE REMICS 2010-109</name>
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        <name>FANNIE MAE REMICS 2013-6</name>
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        <name>FEDERAL HOME LOAN BANK (FLHB)</name>
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        <name>FEDERAL HOME LOAN BANK (FLHB)</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LOAN BANK (FLHB)</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AH7310 FN 02/31 FIXED 4.5</title>
        <cusip>3138A9DQ4</cusip>
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          <isin value="US3138A9DQ40"/>
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        <balance>9385.810000</balance>
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        <curCd>USD</curCd>
        <valUSD>9356.150000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AI0097 FN 04/41 FIXED 4.5</title>
        <cusip>3138ADDB8</cusip>
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          <isin value="US3138ADDB89"/>
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        <balance>13982.620000</balance>
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        <curCd>USD</curCd>
        <valUSD>14075.310000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AL5548 FN 05/38 FLOATING VAR</title>
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          <isin value="US3138ENEW53"/>
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        <balance>517242.770000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-05-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AL7183 FN 01/36 FLOATING VAR</title>
        <cusip>3138EP6V1</cusip>
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          <isin value="US3138EP6V16"/>
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        <balance>902134.800000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AO8268 FN 07/42 FIXED 4.5</title>
        <cusip>3138M0FJ4</cusip>
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          <isin value="US3138M0FJ41"/>
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        <balance>84085.250000</balance>
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        <curCd>USD</curCd>
        <valUSD>83355.470000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AW4568 FN 06/29 FIXED 3</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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        <name>PIMCO FUNDS</name>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BJ0647 FN 03/48 FIXED 3.5</title>
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        <name>FNMA PASS THRU POOLS</name>
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        <title>FNMA POOL BJ3524 FN 11/47 FIXED 4</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BV2586 FN 07/52 FIXED 3</title>
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          <isin value="US3140MF2U60"/>
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        <curCd>USD</curCd>
        <valUSD>4524103.300000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BV5622 FN 06/52 FIXED 3</title>
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          <isin value="US3140MKG890"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BW4143 FN 07/52 FIXED 3</title>
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          <isin value="US3140MVS900"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>FREDDIE MAC 4790</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4790 F</title>
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          <isin value="US3137F5BX63"/>
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        <curCd>USD</curCd>
        <valUSD>290360.480000</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <name>FRESENIUS MEDICAL CARE US FINANCE III INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GA GLOBAL FUNDING TRUST</name>
        <lei>54930029I8ROQ4OROZ88</lei>
        <title>GA GLOBAL FUNDING TRUST SR SECURED 144A 12/23 1.25</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>GEORGIA POWER COMPANY</name>
        <lei>D981X4Z4RWS7PDMJUZ03</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GLOBE LIFE INC</name>
        <lei>5493001JFHKQOPP6XA71</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-2</name>
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          <isin value="US362585AB79"/>
        </identifiers>
        <balance>621805.110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>615034.270000</valUSD>
        <pctVal>0.2514371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.52</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>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL AY4224 GN 05/47 FIXED 5</title>
        <cusip>36196TVR2</cusip>
        <identifiers>
          <isin value="US36196TVR21"/>
        </identifiers>
        <balance>25700.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26295.310000</valUSD>
        <pctVal>0.0107500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</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>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL BB3477 GN 09/47 FIXED 5</title>
        <cusip>3617AT2J1</cusip>
        <identifiers>
          <isin value="US3617AT2J19"/>
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        <balance>68371.210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70162.050000</valUSD>
        <pctVal>0.0286835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</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>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL BP1218 GN 09/49 FIXED 4</title>
        <cusip>3617L7K73</cusip>
        <identifiers>
          <isin value="US3617L7K736"/>
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        <balance>370529.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>353471.960000</valUSD>
        <pctVal>0.1445057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</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>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL BP6229 GN 11/49 FIXED 3</title>
        <cusip>3617LC4N5</cusip>
        <identifiers>
          <isin value="US3617LC4N55"/>
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        <balance>588905.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>540832.770000</valUSD>
        <pctVal>0.2211021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</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>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR</title>
        <cusip>38141GVX9</cusip>
        <identifiers>
          <isin value="US38141GVX95"/>
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        <balance>900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>910278.460000</valUSD>
        <pctVal>0.3721382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.55243</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-145</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2010 145 LO</title>
        <cusip>38377NMW1</cusip>
        <identifiers>
          <isin value="US38377NMW10"/>
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        <balance>2349465.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2052062.420000</valUSD>
        <pctVal>0.8389200</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-20</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H10</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FM</title>
        <cusip>38376RAT3</cusip>
        <identifiers>
          <isin value="US38376RAT32"/>
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        <balance>293487.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>291517.320000</valUSD>
        <pctVal>0.1191775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.84157</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H23</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H23 FA</title>
        <cusip>38376RHD1</cusip>
        <identifiers>
          <isin value="US38376RHD17"/>
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        <balance>1447077.110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1429038.140000</valUSD>
        <pctVal>0.5842164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.18557</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 F</title>
        <cusip>38375UXM7</cusip>
        <identifiers>
          <isin value="US38375UXM79"/>
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        <balance>1730835.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1720520.360000</valUSD>
        <pctVal>0.7033796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.36557</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H14</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H14 FA</title>
        <cusip>38376RVV5</cusip>
        <identifiers>
          <isin value="US38376RVV58"/>
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        <balance>1582365.720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1573995.480000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.36557</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H18</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H18 FA</title>
        <cusip>38376RXY7</cusip>
        <identifiers>
          <isin value="US38376RXY79"/>
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        <balance>1796564.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1783393.840000</valUSD>
        <pctVal>0.7290834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.31557</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-182</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 182 FW</title>
        <cusip>38380UAY9</cusip>
        <identifiers>
          <isin value="US38380UAY91"/>
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        <balance>573795.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>534723.440000</valUSD>
        <pctVal>0.2186045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.70325</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H07</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H07 FG</title>
        <cusip>38376RY26</cusip>
        <identifiers>
          <isin value="US38376RY269"/>
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        <balance>1151636.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1145057.830000</valUSD>
        <pctVal>0.4681202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.02557</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FD</title>
        <cusip>38376R5D4</cusip>
        <identifiers>
          <isin value="US38376R5D47"/>
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        <balance>179974.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178128.190000</valUSD>
        <pctVal>0.0728220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.03557</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FE</title>
        <cusip>38376R5H5</cusip>
        <identifiers>
          <isin value="US38376R5H50"/>
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        <balance>2160624.970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2160384.710000</valUSD>
        <pctVal>0.8832041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.37857</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H16</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H16 KF</title>
        <cusip>38375UG53</cusip>
        <identifiers>
          <isin value="US38375UG536"/>
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        <balance>1109068.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1101936.680000</valUSD>
        <pctVal>0.4504915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.31557</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H25</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H25 FA</title>
        <cusip>38382YB85</cusip>
        <identifiers>
          <isin value="US38382YB857"/>
        </identifiers>
        <balance>700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>710893.260000</valUSD>
        <pctVal>0.2906259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2072-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.69906</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H26</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H26 DF</title>
        <cusip>38382YJ20</cusip>
        <identifiers>
          <isin value="US38382YJ207"/>
        </identifiers>
        <balance>402958.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>406513.650000</valUSD>
        <pctVal>0.1661901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2072-12-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.57906</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H01</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H01 FA</title>
        <cusip>38382YQ30</cusip>
        <identifiers>
          <isin value="US38382YQ301"/>
        </identifiers>
        <balance>503060.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>500711.440000</valUSD>
        <pctVal>0.2046998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.35906</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H08</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H08 GF</title>
        <cusip>38382Y3J0</cusip>
        <identifiers>
          <isin value="US38382Y3J05"/>
        </identifiers>
        <balance>600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>599936.220000</valUSD>
        <pctVal>0.2452647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.28</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>GREAT HALL MORTGAGES PLC 2007-2X</name>
        <lei>N/A</lei>
        <title>GREAT HALL MORTGAGES PLC GHM 2007 2X AC REGS</title>
        <cusip>B1Z97QII7</cusip>
        <identifiers>
          <isin value="XS0308462141"/>
        </identifiers>
        <balance>661322.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>653025.880000</valUSD>
        <pctVal>0.2669687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.09257</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>GREENSAIF PIPELINES BIDCO SARL</name>
        <lei>549300YWDGUXPB8GRP47</lei>
        <title>GREENSAIF PIPELINES BIDC SR SECURED 144A 02/38 6.129</title>
        <cusip>39541EAA1</cusip>
        <identifiers>
          <isin value="US39541EAA10"/>
        </identifiers>
        <balance>200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205939.440000</valUSD>
        <pctVal>0.0841917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.129</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>GREENSAIF PIPELINES BIDCO SARL</name>
        <lei>549300YWDGUXPB8GRP47</lei>
        <title>GREENSAIF PIPELINES BIDC SR SECURED 144A 02/42 6.51</title>
        <cusip>39541EAC7</cusip>
        <identifiers>
          <isin value="US39541EAC75"/>
        </identifiers>
        <balance>300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>316504.260000</valUSD>
        <pctVal>0.1293926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.51</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>GS MORTGAGE SECURITIES CORP II 2022-GTWY</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A</title>
        <cusip>36266DAA2</cusip>
        <identifiers>
          <isin value="US36266DAA28"/>
        </identifiers>
        <balance>800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>796575.520000</valUSD>
        <pctVal>0.3256544</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.228</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>GS MORTGAGE SECURITIES TRUST 2016-GS4</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST GSMS 2016 GS4 AAB</title>
        <cusip>36251XAS6</cusip>
        <identifiers>
          <isin value="US36251XAS62"/>
        </identifiers>
        <balance>2534420.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2435008.680000</valUSD>
        <pctVal>0.9954753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.278</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>GSR MORTGAGE LOAN TRUST 2005-AR1</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST GSR 2005 AR1 1A1</title>
        <cusip>36242DUL5</cusip>
        <identifiers>
          <isin value="US36242DUL53"/>
        </identifiers>
        <balance>202856.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>181685.830000</valUSD>
        <pctVal>0.0742764</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>4.36658</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>HOMEBANC MORTGAGE TRUST 2005-1</name>
        <lei>N/A</lei>
        <title>HOMEBANC MORTGAGE TRUST HMBT 2005 1 A1</title>
        <cusip>43739EAP2</cusip>
        <identifiers>
          <isin value="US43739EAP25"/>
        </identifiers>
        <balance>253901.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212386.060000</valUSD>
        <pctVal>0.0868272</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.34529</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>HOST HOTELS &amp; RESORTS LP</name>
        <lei>FXB7X4WXVA8QPMNOGS12</lei>
        <title>HOST HOTELS + RESORTS LP SR UNSECURED 04/24 3.875</title>
        <cusip>44107TAX4</cusip>
        <identifiers>
          <isin value="US44107TAX46"/>
        </identifiers>
        <balance>2900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2833231.940000</valUSD>
        <pctVal>1.1582761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875</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>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC SR UNSECURED 11/28 VAR</title>
        <cusip>404280DR7</cusip>
        <identifiers>
          <isin value="US404280DR76"/>
        </identifiers>
        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1065190.660000</valUSD>
        <pctVal>0.4354691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.39</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>HUDSON PACIFIC PROPERTIES LP</name>
        <lei>5493007NTUGLGZ8T3526</lei>
        <title>HUDSON PACIFIC PROPERTIE COMPANY GUAR 04/29 4.65</title>
        <cusip>44409MAB2</cusip>
        <identifiers>
          <isin value="US44409MAB28"/>
        </identifiers>
        <balance>1100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>773056.750000</valUSD>
        <pctVal>0.3160395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.65</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>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/24 1</title>
        <cusip>44891ABY2</cusip>
        <identifiers>
          <isin value="US44891ABY29"/>
        </identifiers>
        <balance>450000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>422036.110000</valUSD>
        <pctVal>0.1725359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1</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>IMPAC CMB TR 2004-6</name>
        <lei>N/A</lei>
        <title>IMPAC CMB TRUST IMM 2004 6 1A2</title>
        <cusip>45254NKD8</cusip>
        <identifiers>
          <isin value="US45254NKD83"/>
        </identifiers>
        <balance>894017.930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>856656.290000</valUSD>
        <pctVal>0.3502165</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>5.62529</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>ING GROEP NV</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING GROEP NV SR UNSECURED 03/28 VAR</title>
        <cusip>456837BB8</cusip>
        <identifiers>
          <isin value="US456837BB82"/>
        </identifiers>
        <balance>800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>757719.230000</valUSD>
        <pctVal>0.3097692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.017</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>INTEGRIS BAPTIST MEDICAL CENTER</name>
        <lei>549300S00ZKDLJSB3927</lei>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ISRAEL GOVT</name>
        <lei>213800T8ZHTFZIBYPE21</lei>
        <title>ISRAEL MAKAM BILL BILLS 04/23 0.00000</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-05</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
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      <invstOrSec>
        <name>ISRAEL GOVT</name>
        <lei>213800T8ZHTFZIBYPE21</lei>
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          <isin value="IL0082305181"/>
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        <issuerCat>MUN</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>J.P. MORGAN MORTGAGE TRUST 2022-LTV2</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST JPMMT 2022 LTV2 A3 144A</title>
        <cusip>46655LAE4</cusip>
        <identifiers>
          <isin value="US46655LAE48"/>
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        <curCd>USD</curCd>
        <valUSD>762537.950000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>JETBLUE 2019 1 CLASS AA PASS THRU CE 11/33 2.75</title>
        <cusip>477143AH4</cusip>
        <identifiers>
          <isin value="US477143AH41"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1100683.710000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-15</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>JP MORGAN CHASE &amp; CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR</title>
        <cusip>46647PCB0</cusip>
        <identifiers>
          <isin value="US46647PCB04"/>
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        <curCd>USD</curCd>
        <valUSD>1079074.910000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.578</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KENVUE INC</name>
        <lei>5493008HSF8L4M2LIJ82</lei>
        <title>KENVUE INC COMPANY GUAR 144A 03/25 5.5</title>
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        <identifiers>
          <isin value="US49177JAA07"/>
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        <curCd>USD</curCd>
        <valUSD>305096.840000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</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>KENVUE INC</name>
        <lei>5493008HSF8L4M2LIJ82</lei>
        <title>KENVUE INC COMPANY GUAR 144A 03/28 5.05</title>
        <cusip>49177JAE2</cusip>
        <identifiers>
          <isin value="US49177JAE29"/>
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        <balance>300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>310209.430000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.05</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>LANDMARK MORTGAGE SECURITIES NO 3 PLC</name>
        <lei>N/A</lei>
        <title>LANDMARK MORTGAGE SECURITIES P LMS 3 A REGS</title>
        <cusip>ACI0B57H7</cusip>
        <identifiers>
          <isin value="XS1110731806"/>
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        <balance>235851.700000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.810600"/>
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        <pctVal>0.1137778</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.24616</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LEASEPLAN CORPORATION NV</name>
        <lei>724500C60L930FVHS484</lei>
        <title>LEASEPLAN CORPORATION NV SR UNSECURED 144A 10/24 2.875</title>
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        <identifiers>
          <isin value="US52206AAD28"/>
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        <balance>1200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1140771.550000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LIBERTY LENDING ABS TRUST 2022-1A</name>
        <lei>N/A</lei>
        <title>REACH FINANCIAL LLC REACH 2022 1A A 144A</title>
        <cusip>50203YAA3</cusip>
        <identifiers>
          <isin value="US50203YAA38"/>
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        <curCd>USD</curCd>
        <valUSD>364705.980000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS BANKING GROUP PLC SR UNSECURED 03/25 4</title>
        <cusip>ACI115ML0</cusip>
        <identifiers>
          <isin value="AU3CB0251239"/>
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        <balance>2100000.000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.496000"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIES &amp; COMMUNITY DEVELOPMENT AUTH</name>
        <lei>5493004WIZ1HV87IVF85</lei>
        <title>LOUISIANA ST LOCAL GOVT ENVRNM LASGOV 02/33 FIXED 4.145</title>
        <cusip>54627RAM2</cusip>
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          <isin value="US54627RAM25"/>
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        <curCd>USD</curCd>
        <valUSD>781125.600000</valUSD>
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        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LUDGATE FUNDING PLC 2006-1X</name>
        <lei>N/A</lei>
        <title>LUDGATE FUNDING PLC LGATE 2006 1X A2A REGS</title>
        <cusip>ACI00QMR4</cusip>
        <identifiers>
          <isin value="XS0274267862"/>
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        <currencyConditional curCd="GBP" exchangeRt="0.810600"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-12-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MANSARD MORTGAGES PLC 2007-1X</name>
        <lei>N/A</lei>
        <title>MANSARD MORTGAGES PLC MANSD 2007 1X A2 REGS</title>
        <cusip>993XQKII7</cusip>
        <identifiers>
          <isin value="XS0293438965"/>
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        <balance>522831.920000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.810600"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.14616</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MASSMUTUAL GLOBAL FUNDING II</name>
        <lei>549300K1IE3K7YU6VG29</lei>
        <title>MASSMUTUAL GLOBAL FUNDIN SR SECURED 144A 12/27 5.05</title>
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          <isin value="US57629WDL19"/>
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        <curCd>USD</curCd>
        <valUSD>607867.330000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.05</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>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>
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          <isin value="US576433UM63"/>
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        <balance>375599.630000</balance>
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        <curCd>USD</curCd>
        <valUSD>348012.810000</valUSD>
        <pctVal>0.1422739</pctVal>
        <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>3.86579</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>MERRILL LYNCH MORTGAGE INVS 2005-WMC1</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 WMC1 M2</title>
        <cusip>59020UQW8</cusip>
        <identifiers>
          <isin value="US59020UQW89"/>
        </identifiers>
        <balance>438915.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>428979.420000</valUSD>
        <pctVal>0.1753745</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>5.64029</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>MID-AMERICA APARTMENTS LP</name>
        <lei>549300FXWGE3QSYCUJ38</lei>
        <title>MID AMERICA APARTMENTS SR UNSECURED 06/28 4.2</title>
        <cusip>59523UAP2</cusip>
        <identifiers>
          <isin value="US59523UAP21"/>
        </identifiers>
        <balance>700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>681387.600000</valUSD>
        <pctVal>0.2785635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.2</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>MIDAMERICAN ENERGY COMPANY</name>
        <lei>NINLOILYRTLIMK26MZ18</lei>
        <title>MIDAMERICAN ENERGY CO 1ST MORTGAGE 08/52 2.7</title>
        <cusip>595620AW5</cusip>
        <identifiers>
          <isin value="US595620AW50"/>
        </identifiers>
        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>679009.840000</valUSD>
        <pctVal>0.2775914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.7</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>MLCC MORTGAGE INVESTORS INC 2003-G</name>
        <lei>N/A</lei>
        <title>MLCC MORTGAGE INVESTORS INC MLCC 2003 G A2</title>
        <cusip>5899295W4</cusip>
        <identifiers>
          <isin value="US5899295W46"/>
        </identifiers>
        <balance>61140.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58713.810000</valUSD>
        <pctVal>0.0240033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.90529</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>MLCC MORTGAGE INVESTORS INC 2005-3</name>
        <lei>N/A</lei>
        <title>MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A</title>
        <cusip>59020UL78</cusip>
        <identifiers>
          <isin value="US59020UL789"/>
        </identifiers>
        <balance>117609.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107771.370000</valUSD>
        <pctVal>0.0440589</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>5.34529</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>MONONGAHELA POWER COMPANY</name>
        <lei>N/A</lei>
        <title>MONONGAHELA POWER CO 1ST MORTGAGE 144A 05/27 3.55</title>
        <cusip>610202BR3</cusip>
        <identifiers>
          <isin value="US610202BR34"/>
        </identifiers>
        <balance>1400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1329983.380000</valUSD>
        <pctVal>0.5437211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55</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</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY SR UNSECURED 02/29 VAR</title>
        <cusip>61747YFA8</cusip>
        <identifiers>
          <isin value="US61747YFA82"/>
        </identifiers>
        <balance>300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>302617.120000</valUSD>
        <pctVal>0.1237153</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.123</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>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C21</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY BAML TRUST MSBAM 2015 C21 A3</title>
        <cusip>61764XBH7</cusip>
        <identifiers>
          <isin value="US61764XBH70"/>
        </identifiers>
        <balance>5242630.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5001164.700000</valUSD>
        <pctVal>2.0445659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.077</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>MORGAN STANLEY CAPITAL I TRUST 2016-UBS12</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL I TRUST MSC 2016 UB12 ASB</title>
        <cusip>61691EAY1</cusip>
        <identifiers>
          <isin value="US61691EAY14"/>
        </identifiers>
        <balance>1710332.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1636487.500000</valUSD>
        <pctVal>0.6690255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.436</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>MORGAN STANLEY DIRECT LENDING FUND</name>
        <lei>549300QEX22T2J8IB029</lei>
        <title>MORGAN STANLEY DIRECT SR UNSECURED 02/27 4.5</title>
        <cusip>61774AAD5</cusip>
        <identifiers>
          <isin value="US61774AAD54"/>
        </identifiers>
        <balance>900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>845645.520000</valUSD>
        <pctVal>0.3457151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</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>NEW YORK ST ELECTRIC &amp; GAS CORP</name>
        <lei>549300GEC6J0YHUXA160</lei>
        <title>NY STATE ELECTRIC + GAS SR UNSECURED 144A 10/30 1.95</title>
        <cusip>649840CS2</cusip>
        <identifiers>
          <isin value="US649840CS20"/>
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        <balance>1200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>983532.010000</valUSD>
        <pctVal>0.4020855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.95</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>NEW YORK ST ELECTRIC &amp; GAS CORP</name>
        <lei>549300GEC6J0YHUXA160</lei>
        <title>NY STATE ELECTRIC + GAS SR UNSECURED 144A 10/31 2.15</title>
        <cusip>649840CT0</cusip>
        <identifiers>
          <isin value="US649840CT03"/>
        </identifiers>
        <balance>900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>722716.960000</valUSD>
        <pctVal>0.2954597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.15</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>NEW YORK STATE URBAN DEVELOPMENT CORPORATION</name>
        <lei>54930039Y2EMGXN6LM88</lei>
        <title>NEW YORK ST URBAN DEV CORP REV NYSDEV 03/25 FIXED 1.115</title>
        <cusip>650036AT3</cusip>
        <identifiers>
          <isin value="US650036AT31"/>
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        <balance>1100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1033995.490000</valUSD>
        <pctVal>0.4227159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.115</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>NEXTERA ENERGY CAPITAL HOLDINGS INC</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEXTERA ENERGY CAPITAL COMPANY GUAR 06/30 2.25</title>
        <cusip>65339KBR0</cusip>
        <identifiers>
          <isin value="US65339KBR05"/>
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        <balance>1300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1099767.140000</valUSD>
        <pctVal>0.4496046</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25</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>NISSAN MOTOR CO LTD</name>
        <lei>353800DRBDH1LUTNAY26</lei>
        <title>NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345</title>
        <cusip>654744AC5</cusip>
        <identifiers>
          <isin value="US654744AC50"/>
        </identifiers>
        <balance>1100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1038360.060000</valUSD>
        <pctVal>0.4245002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.345</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>NOMURA HOLDINGS INC</name>
        <lei>549300B3CEAHYG7K8164</lei>
        <title>NOMURA HOLDINGS INC SR UNSECURED 01/33 6.181</title>
        <cusip>65535HBK4</cusip>
        <identifiers>
          <isin value="US65535HBK41"/>
        </identifiers>
        <balance>300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>305630.580000</valUSD>
        <pctVal>0.1249473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.181</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>NOMURA HOLDINGS INC</name>
        <lei>549300B3CEAHYG7K8164</lei>
        <title>NOMURA HOLDINGS INC SR UNSECURED 07/28 2.172</title>
        <cusip>65535HAY5</cusip>
        <identifiers>
          <isin value="US65535HAY53"/>
        </identifiers>
        <balance>100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83541.270000</valUSD>
        <pctVal>0.0341532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.172</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>NORINCHUKIN BANK LTD</name>
        <lei>5493007VSMFZCPV1NB83</lei>
        <title>NORINCHUKIN BANK SR UNSECURED 144A 09/31 2.08</title>
        <cusip>656029AH8</cusip>
        <identifiers>
          <isin value="US656029AH80"/>
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        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>808925.550000</valUSD>
        <pctVal>0.3307033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.08</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ODEBRECHT DRILLING NORBE VIII/IX LTD</name>
        <lei>549300YNW6BY570L6488</lei>
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        <cusip>675757AC2</cusip>
        <identifiers>
          <isin value="US675757AC26"/>
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        <balance>513.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>285.230000</valUSD>
        <pctVal>0.0001166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.35</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ODEBRECHT DRILLING NORBE VIII/IX LTD</name>
        <lei>549300YNW6BY570L6488</lei>
        <title>ODEBRECHT DRILL VIII/IX SR SECURED REGS 12/26 7.35</title>
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          <isin value="USG67106AC18"/>
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        <balance>1491516.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>829282.900000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.35</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED</name>
        <lei>549300L7LF2PIRAWID66</lei>
        <title>ODBRCHT OFFSHRE DRLL FIN SR SECURED 144A 12/26 7.72</title>
        <cusip>67576GAD9</cusip>
        <identifiers>
          <isin value="US67576GAD97"/>
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        <balance>2378851.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>547135.730000</valUSD>
        <pctVal>0.2236789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.72</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ODEBRECHT OIL &amp; GAS FINANCE LIMITED</name>
        <lei>N/A</lei>
        <title>ODEBRECHT OIL + FINANCE COMPANY GUAR 144A 12/99 0.0000</title>
        <cusip>67576JAB7</cusip>
        <identifiers>
          <isin value="US67576JAB70"/>
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        <balance>364591.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>364.590000</valUSD>
        <pctVal>0.0001491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-09</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>
      <invstOrSec>
        <name>ODEBRECHT OIL &amp; GAS FINANCE LIMITED</name>
        <lei>N/A</lei>
        <title>ODEBRECHT OIL + FINANCE COMPANY GUAR REGS 12/99 0.0000</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="USG6712EAB41"/>
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        <balance>572125.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>572.130000</valUSD>
        <pctVal>0.0002339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-09</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>OMEGA HEALTHCARE INVESTORS INC</name>
        <lei>549300OJ7ENK42CZ8E73</lei>
        <title>OMEGA HLTHCARE INVESTORS COMPANY GUAR 01/26 5.25</title>
        <cusip>681936BH2</cusip>
        <identifiers>
          <isin value="US681936BH22"/>
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        <balance>1400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1376802.060000</valUSD>
        <pctVal>0.5628614</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25</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>OMEGA HEALTHCARE INVESTORS INC</name>
        <lei>549300OJ7ENK42CZ8E73</lei>
        <title>OMEGA HLTHCARE INVESTORS COMPANY GUAR 08/23 4.375</title>
        <cusip>681936BJ8</cusip>
        <identifiers>
          <isin value="US681936BJ87"/>
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        <balance>289000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287187.370000</valUSD>
        <pctVal>0.1174074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375</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>ONE 2021-PARK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ONE PARK MORTGAGE TRUST ONP 2021 PARK A 144A</title>
        <cusip>682413AA7</cusip>
        <identifiers>
          <isin value="US682413AA79"/>
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        <balance>700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>660017.610000</valUSD>
        <pctVal>0.2698270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.64148</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>ORACLE CORPORATION</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORACLE CORP SR UNSECURED 05/30 4.65</title>
        <cusip>68389XCN3</cusip>
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          <isin value="US68389XCN30"/>
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        <balance>300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>292209.650000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.65</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>ORACLE CORPORATION</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORACLE CORP SR UNSECURED 11/29 6.15</title>
        <cusip>68389XCH6</cusip>
        <identifiers>
          <isin value="US68389XCH61"/>
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        <balance>300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>319680.170000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.15</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>ORLANDO HEALTH OBLIGATED GROUP</name>
        <lei>N/A</lei>
        <title>ORLANDO HEALTH OBL GRP SR UNSECURED 10/50 3.327</title>
        <cusip>686514AH3</cusip>
        <identifiers>
          <isin value="US686514AH30"/>
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        <balance>800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>582108.970000</valUSD>
        <pctVal>0.2379766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.327</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>AGREE LIMITED PARTNERSHIP</name>
        <lei>549300DXY3G299V1BO77</lei>
        <title>AGREE LP COMPANY GUAR 10/30 2.9</title>
        <cusip>008513AA1</cusip>
        <identifiers>
          <isin value="US008513AA19"/>
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        <balance>1100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>935997.910000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.9</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>PERU GOVT</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>REPUBLIC OF PERU SR UNSECURED REGS 08/26 8.2</title>
        <cusip>715638AY8</cusip>
        <identifiers>
          <isin value="US715638AY86"/>
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        <balance>1000000.000000</balance>
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        <currencyConditional curCd="PEN" exchangeRt="3.762800"/>
        <valUSD>278433.610000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.2</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>PERU GOVT</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>REPUBLIC OF PERU SR UNSECURED REGS 08/28 6.35</title>
        <cusip>P78024AC3</cusip>
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          <isin value="USP78024AC31"/>
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        <balance>3700000.000000</balance>
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        <currencyConditional curCd="PEN" exchangeRt="3.762800"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.35</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>PIEDMONT OPERATING PARTNERSHIP LP</name>
        <lei>549300WKGDPAS39FBD10</lei>
        <title>PIEDMONT OPERATING PARTN COMPANY GUAR 08/30 3.15</title>
        <cusip>720198AE0</cusip>
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          <isin value="US720198AE09"/>
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        <balance>1200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>892164.340000</valUSD>
        <pctVal>0.3647328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.15</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>PROVINCE OF ONTARIO CANADA</name>
        <lei>C7PVKCRGLG18EBQGZV36</lei>
        <title>ONTARIO (PROVINCE OF) SR UNSECURED 11/29 1.55</title>
        <cusip>68333ZAR8</cusip>
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          <isin value="CA68333ZAR88"/>
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        <balance>1200000.000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.351500"/>
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        <pctVal>0.3223771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.55</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      </invstOrSec>
      <invstOrSec>
        <name>PROVINCE OF QUEBEC</name>
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        <curCd>USD</curCd>
        <valUSD>631095.780000</valUSD>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PUBLIC SERVICE COMPANY OF OKLAHOMA</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC</name>
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        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>REGENERON PHARMACEUTICALS</name>
        <lei>549300RCBFWIRX3HYQ56</lei>
        <title>REGENERON PHARMACEUTICAL SR UNSECURED 09/30 1.75</title>
        <cusip>75886FAE7</cusip>
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          <isin value="US75886FAE79"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>RESLOC UK PLC 2007-1X</name>
        <lei>N/A</lei>
        <title>RESLOC UK PLC RLOC 2007 1X A3A REGS</title>
        <cusip>B1XCDGII7</cusip>
        <identifiers>
          <isin value="XS0300468385"/>
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        <balance>3223068.930000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-12-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>RIO OIL FINANCE TRUST SERIES 2014-1</name>
        <lei>549300V5D1W52HY8NO65</lei>
        <title>RIO OIL FINANCE TRUST SR SECURED 144A 07/24 9.25</title>
        <cusip>76716XAA0</cusip>
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          <isin value="US76716XAA00"/>
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        <balance>224523.880000</balance>
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        <curCd>USD</curCd>
        <valUSD>227302.360000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.25</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>RIO OIL FINANCE TRUST SERIES 2014-3</name>
        <lei>N/A</lei>
        <title>RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75</title>
        <cusip>76716XAB8</cusip>
        <identifiers>
          <isin value="US76716XAB82"/>
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        <balance>1937497.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2008244.960000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RIPON MORTGAGES PLC 1RA</name>
        <lei>N/A</lei>
        <title>RIPON MORTGAGES PLC RIPON 1RA C 144A</title>
        <cusip>ACI23KGS5</cusip>
        <identifiers>
          <isin value="XS2433705311"/>
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        <balance>1300000.000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-08-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.16157</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ROMANIA GOVT</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>ROMANIA UNSECURED 144A 02/27 3</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US77586RAK68"/>
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        <balance>900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>820791.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</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>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA SR UNSECURED 01/28 4.9</title>
        <cusip>78016FZW7</cusip>
        <identifiers>
          <isin value="US78016FZW75"/>
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        <balance>300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>300189.600000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.9</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>SAN DIEGO GAS &amp; ELECTRIC COMPANY</name>
        <lei>KNIRVXKVNJJ4P8OTMS63</lei>
        <title>SAN DIEGO G + E SR SECURED 10/30 1.7</title>
        <cusip>797440BZ6</cusip>
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          <isin value="US797440BZ64"/>
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        <balance>1200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>979977.970000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.7</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>SANTANDER HOLDINGS USA INC</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANTANDER HOLDINGS USA SR UNSECURED 03/29 VAR</title>
        <cusip>80282KBF2</cusip>
        <identifiers>
          <isin value="US80282KBF21"/>
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        <balance>1200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1199961.960000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.499</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>SBA TOWER TRUST</name>
        <lei>N/A</lei>
        <title>SBA TOWER TRUST ASSET BACKED 144A 07/52 2.328</title>
        <cusip>78403DAR1</cusip>
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          <isin value="US78403DAR17"/>
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        <balance>900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>801277.650000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.328</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>SBA TOWER TRUST</name>
        <lei>N/A</lei>
        <title>SBA TOWER TRUST SBAC 2014 2A C 144A</title>
        <cusip>78403DAH3</cusip>
        <identifiers>
          <isin value="US78403DAH35"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.869</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>SGSP AUSTRALIA ASSETS PTY LTD (AKA: SPI AUSTRALIA ASSETS PTY LTD)</name>
        <lei>254900BJJ12X7PJT5072</lei>
        <title>SGSP AUSTRALIA ASSETS COMPANY GUAR REGS 07/26 3.25</title>
        <cusip>BD9FJKII6</cusip>
        <identifiers>
          <isin value="XS1457527015"/>
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        <balance>1500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1416073.860000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2</title>
        <cusip>023765AA8</cusip>
        <identifiers>
          <isin value="US023765AA88"/>
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        <balance>863400.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>776367.040000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.2</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>SMB PRIVATE EDUCATION LOAN TRUST 2016-C</name>
        <lei>N/A</lei>
        <title>SMB PRIVATE EDUCATION LOAN TRU SMB 2016 C A2A 144A</title>
        <cusip>78449KAB6</cusip>
        <identifiers>
          <isin value="US78449KAB61"/>
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        <balance>140871.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135591.330000</valUSD>
        <pctVal>0.0554322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.34</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>SOCIETE GENERALE SA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-D</name>
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      <invstOrSec>
        <name>AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>SOUTHERN CALIFORNIA EDISON COMPANY</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SOUTHERN CO</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>SOUTHWESTERN ELECTRIC POWER COMPANY</name>
        <lei>R64UBJHEC74EB3HGQ410</lei>
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        <balance>1000000.000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A</name>
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        <cusip>84858DAA6</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.1</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>STANDARD CHARTERED PLC SR UNSECURED 144A 03/26 VAR</title>
        <cusip>853254CJ7</cusip>
        <identifiers>
          <isin value="US853254CJ77"/>
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        <balance>800000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>770227.070000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.971</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>STIFEL FINANCIAL CORP</name>
        <lei>549300E5F07FE5GHJX84</lei>
        <title>STIFEL FINANCIAL CORP SR UNSECURED 05/30 4</title>
        <cusip>860630AG7</cusip>
        <identifiers>
          <isin value="US860630AG72"/>
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        <balance>1300000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1143053.430000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4</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>STRUCTURED ARM LOAN TRUST 2004-12</name>
        <lei>N/A</lei>
        <title>STRUCTURED ADJUSTABLE RATE MOR SARM 2004 12 9A</title>
        <cusip>863579BA5</cusip>
        <identifiers>
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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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          <maturityDt>2034-09-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>SUMITOMO MITSUI FINANCIAL GROUP INC</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TEXAS NATURAL GAS SECURITIZATION FINANCE CORP</name>
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        <title>TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/41 FIXED 5.169</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>THARALDSON HOTEL PORTFOLIO TRUST 2018</name>
        <lei>N/A</lei>
        <title>THARALDSON HOTEL PORTFOLIO TRU THPT 2018 THL A 144A</title>
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          <isin value="US88327HAA14"/>
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        <issuerCat>CORP</issuerCat>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>TOBACCO SETTLEMENT FINANCE AUTHORITY</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC</name>
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        <title>TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4A A1 144A</title>
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          <isin value="XS1968576568"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>TOWD POINT MORTGAGE TRUST 2019-4</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A</title>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>AMGEN INC</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGEN INC SR UNSECURED 03/63 5.75</title>
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          <isin value="US031162DU18"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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        <name>WASHINGTON MUTUAL 2005-AR13</name>
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        </identifiers>
        <balance>800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>755496.930000</valUSD>
        <pctVal>0.3088607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.526</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 COMMERCIAL MORTGAGE TRUST 2016-C36</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 C36 ASB</title>
        <cusip>95000MBQ3</cusip>
        <identifiers>
          <isin value="US95000MBQ33"/>
        </identifiers>
        <balance>2988988.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2860622.470000</valUSD>
        <pctVal>1.1694738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.933</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 HOME EQUITY ABS SER 2004-2</name>
        <lei>N/A</lei>
        <title>WELLS FARGO HOME EQUITY TRUST WFHET 2004 2 A33</title>
        <cusip>94980GBF7</cusip>
        <identifiers>
          <isin value="US94980GBF72"/>
        </identifiers>
        <balance>687427.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>668309.570000</valUSD>
        <pctVal>0.2732170</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>5.84529</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>WIPRO IT SERVICES LLC</name>
        <lei>549300S6XZZ65F0EJS98</lei>
        <title>WIPRO IT SERVICE COMPANY GUAR 144A 06/26 1.5</title>
        <cusip>97654MAA4</cusip>
        <identifiers>
          <isin value="US97654MAA45"/>
        </identifiers>
        <balance>1200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1079567.760000</valUSD>
        <pctVal>0.4413467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.5</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>FIXED INC CLEARING CORP.REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="85748R009"/>
        </identifiers>
        <balance>572000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>572000.000000</valUSD>
        <pctVal>0.2338439</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>2.2000000</repurchaseRt>
          <maturityDt>2023-04-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>472700.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>583539.170000</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>BOUGHT PEN SOLD USD 20230502</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23COKBCB9DL"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="3.770200"/>
        <valUSD>1036.510000</valUSD>
        <pctVal>0.0004237</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Bank of America, National Association</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
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            <amtCurSold>549391.030000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2075214.740000</amtCurPur>
            <curPur>PEN</curPur>
            <settlementDt>2023-05-02</settlementDt>
            <unrealizedAppr>1036.510000</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 CNH BOUGHT USD 20230414</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23AJKBCFGK6"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.867600"/>
        <valUSD>77.050000</valUSD>
        <pctVal>0.0000315</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Bank of America, National Association</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
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            <amtCurSold>31000.000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>4591.010000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-14</settlementDt>
            <unrealizedAppr>77.050000</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>SOLD IDR BOUGHT USD 20230621</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CUKBB7VR2"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="14966.363300"/>
        <valUSD>-1647.940000</valUSD>
        <pctVal>-0.0006737</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Bank of America, National Association</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
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            <amtCurSold>4305043600.000000</amtCurSold>
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            <amtCurPur>286000.000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-1647.940000</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>SOLD ILS BOUGHT USD 20230405</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="22EUKBDFHKQ"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.596000"/>
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        <pctVal>0.0325192</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Bank of America, National Association</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
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            <amtCurSold>2976000.000000</amtCurSold>
            <curSold>ILS</curSold>
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            <settlementDt>2023-04-05</settlementDt>
            <unrealizedAppr>79544.510000</unrealizedAppr>
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        <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>SOLD PEN BOUGHT USD 20230410</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23COKBCB88X"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
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        <valUSD>-875.130000</valUSD>
        <pctVal>-0.0003578</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Bank of America, National Association</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
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            <curSold>PEN</curSold>
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            <curPur>USD</curPur>
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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>SOLD PEN BOUGHT USD 20230505</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="22EBKBB76BT"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="3.770900"/>
        <valUSD>-6505.820000</valUSD>
        <pctVal>-0.0026597</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Bank of America, National Association</counterpartyName>
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            <amtCurSold>523085.180000</amtCurSold>
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            <settlementDt>2023-05-05</settlementDt>
            <unrealizedAppr>-6505.820000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD PEN BOUGHT USD 20230510</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23BQKBB695K"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Bank of America, National Association</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT GBP SOLD USD 20230404</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="23CKKBBNX6K"/>
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        <balance>1.000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT EUR SOLD USD 20230404</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="23CQKBBQNH0"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP Paribas S.A.</counterpartyName>
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            <amtCurSold>170823.740000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT IDR SOLD USD 20230621</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23ARKBB0BCX"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="IDR" exchangeRt="14966.363300"/>
        <valUSD>347.880000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP Paribas S.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>213058.000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3193909866.000000</amtCurPur>
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            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>347.880000</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 ILS SOLD USD 20230414</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CAKBBPM2W"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.595300"/>
        <valUSD>88.210000</valUSD>
        <pctVal>0.0000361</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP Paribas S.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>14931.240000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54000.000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2023-04-14</settlementDt>
            <unrealizedAppr>88.210000</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>SOLD IDR BOUGHT USD 20230628</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CDKBBTJHH"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="14972.931700"/>
        <valUSD>-332.390000</valUSD>
        <pctVal>-0.0001359</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP Paribas S.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>197001138.000000</amtCurSold>
            <curSold>IDR</curSold>
            <amtCurPur>12824.760000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-28</settlementDt>
            <unrealizedAppr>-332.390000</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>SOLD TWD BOUGHT USD 20230621</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CGKBBV0G6"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.292500"/>
        <valUSD>-5809.680000</valUSD>
        <pctVal>-0.0023751</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP Paribas S.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>25378382.000000</amtCurSold>
            <curSold>TWD</curSold>
            <amtCurPur>831968.980000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-5809.680000</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>BOEING CO/THE SNR S* ICE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWPC0LEV8"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2664.480000</valUSD>
        <pctVal>0.0010893</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</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>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>BOEING CO/THE</issuerName>
                <issueTitle>BOEING CO SR UNSEC</issueTitle>
                <identifiers>
                  <isin value="US097023BP90"/>
                </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>2027-12-20</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-3656.360000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>600000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6320.840000</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>BRITISH TELECOMMUNICATIONS PL SNR SE ICE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZRG1QWTVHG4"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.922100"/>
        <valUSD>-7639.240000</valUSD>
        <pctVal>-0.0031231</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>BRITISH TELECOMMUNICATIONS PLC</issuerName>
                <issueTitle>BRITISH TELECOM PLC WURO SR UNSEC</issueTitle>
                <identifiers>
                  <isin value="XS0097283096"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="EUR" fixedOrFloating="Fixed" fixedRt="1.000000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2028-06-20</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>-5782.710000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>1000000.000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-1856.530000</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>CDX IG40 5Y ICE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZY2QJ3Z39M5"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>23652.050000</valUSD>
        <pctVal>0.0096694</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</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>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CDX.NA.IG.40</issueTitle>
                <identifiers>
                  <ticker value="CDX"/>
                </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>2028-06-20</terminationDt>
            <upfrontPmnt>14953.570000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2000000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>8698.480000</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>BOUGHT GBP SOLD USD 20230404</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CVKBBPD36"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.810600"/>
        <valUSD>-6643.810000</valUSD>
        <pctVal>-0.0027161</pctVal>
        <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>Citibank, National Association</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>7786954.580000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6307000.000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2023-04-04</settlementDt>
            <unrealizedAppr>-6643.810000</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>BOUGHT IDR SOLD USD 20230621</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23ARKBBZ988"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="14966.363300"/>
        <valUSD>216.750000</valUSD>
        <pctVal>0.0000886</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>110164.000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1651998413.000000</amtCurPur>
            <curPur>IDR</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>216.750000</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>BOUGHT JPY SOLD USD 20230516</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23BKKBBQXJC"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="131.971300"/>
        <valUSD>-2420.440000</valUSD>
        <pctVal>-0.0009895</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>Citibank, National Association</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>1989216.050000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>262200000.000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2023-05-16</settlementDt>
            <unrealizedAppr>-2420.440000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARIZONA PUBLIC SERVICE COMPANY</name>
        <lei>YG6VT0TPHRH4TFVAQV64</lei>
        <title>ARIZONA PUBLIC SERVICE SR UNSECURED 12/31 2.2</title>
        <cusip>040555DD3</cusip>
        <identifiers>
          <isin value="US040555DD31"/>
        </identifiers>
        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>796713.180000</valUSD>
        <pctVal>0.3257107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.2</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>BOUGHT PEN SOLD USD 20230410</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="22KEKBCF037"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="3.764500"/>
        <valUSD>32453.280000</valUSD>
        <pctVal>0.0132675</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>518803.690000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2075214.740000</amtCurPur>
            <curPur>PEN</curPur>
            <settlementDt>2023-04-10</settlementDt>
            <unrealizedAppr>32453.280000</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>SOLD ILS BOUGHT USD 20230405</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="22FAKBCHWRC"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.596000"/>
        <valUSD>67420.460000</valUSD>
        <pctVal>0.0275627</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>2381760.000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>729750.600000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-05</settlementDt>
            <unrealizedAppr>67420.460000</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>SOLD ILS BOUGHT USD 20230503</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="22ELKBCBJT3"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.593500"/>
        <valUSD>78633.510000</valUSD>
        <pctVal>0.0321468</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>3173120.000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>961638.940000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-05-03</settlementDt>
            <unrealizedAppr>78633.510000</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>SOLD JPY BOUGHT USD 20230516</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CKKBBQZ7X"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="131.971300"/>
        <valUSD>-982.420000</valUSD>
        <pctVal>-0.0004016</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">
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              <counterpartyName>Citibank, National Association</counterpartyName>
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            <amtCurSold>29100000.000000</amtCurSold>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <assetCat>DFE</assetCat>
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        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="23BKKBB4RL9"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Citibank, National Association</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
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            <unrealizedAppr>-7697.320000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD TWD BOUGHT USD 20230621</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CGKBB4HWJ"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="30.292500"/>
        <valUSD>-4.000000</valUSD>
        <pctVal>-0.0000016</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
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            <amtCurSold>14842.000000</amtCurSold>
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            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-4.000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASHFORD HOSPITALITY TRUST 2018-KEYS</name>
        <lei>N/A</lei>
        <title>ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS A 144A</title>
        <cusip>04410CAA7</cusip>
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          <isin value="US04410CAA71"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2906220.300000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-15</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT EUR SOLD USD 20230404</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CTKBBRDWG"/>
        </identifiers>
        <balance>1.000000</balance>
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        <valUSD>9884.940000</valUSD>
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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>DEUTSCHE BANK AKTIENGESELLSCHAFT</counterpartyName>
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            <amtCurSold>4651295.600000</amtCurSold>
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            <unrealizedAppr>9884.940000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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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          <other otherDesc="Internal ID" value="23CTKBCCMX6"/>
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        <valUSD>-2122.160000</valUSD>
        <pctVal>-0.0008676</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK AKTIENGESELLSCHAFT</counterpartyName>
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            <amtCurSold>199000.000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5964647.000000</amtCurPur>
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            <settlementDt>2023-06-20</settlementDt>
            <unrealizedAppr>-2122.160000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD EUR BOUGHT USD 20230502</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CTKBBQ9X2"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.920600"/>
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        <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>DEUTSCHE BANK AKTIENGESELLSCHAFT</counterpartyName>
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            <amtCurSold>4298000.000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <isin value="DE000C671E71"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Eurex</counterpartyName>
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            <payOffProf>Short</payOffProf>
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            <expDate>2023-06-08</expDate>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <isin value="DE000C671E22"/>
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        <balance>-97.000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.922100"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Eurex</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-06-08</expDate>
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            <curCd>EUR</curCd>
            <unrealizedAppr>-488711.570000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT PEN SOLD USD 20230510</title>
        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs Bank USA</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT THB SOLD USD 20230417</title>
        <cusip>000000000</cusip>
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        <invCountry>TH</invCountry>
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              <counterpartyName>Goldman Sachs Bank USA</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD TWD BOUGHT USD 20230620</title>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Goldman Sachs Bank USA</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T INC</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD EUR BOUGHT USD 20230404</title>
        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
        <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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            <amtCurSold>51000.000000</amtCurSold>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD EUR BOUGHT USD 20230404</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CJKBBW46P"/>
        </identifiers>
        <balance>1.000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.922100"/>
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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>HSBC BANK PLC</counterpartyName>
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            <amtCurSold>150000.000000</amtCurSold>
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            <unrealizedAppr>-1673.690000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD EUR BOUGHT USD 20230404</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CRKBBNCL0"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.922100"/>
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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">
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <amtCurSold>67000.000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD JPY BOUGHT USD 20230516</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CJKBBV68C"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="131.971300"/>
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        <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>32900000.000000</amtCurSold>
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            <unrealizedAppr>-2149.860000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EURO-BTP FUTURE   JUN23 XEUR 20230608</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DE000C671E06"/>
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        <balance>-7.000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.922100"/>
        <valUSD>-28312.740000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Eurex</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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            <curCd>EUR</curCd>
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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>JPN 10Y BOND(OSE) JUN23 XOSE 20230613</title>
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          <ticker value="JBM3"/>
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        <balance>-1.000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="132.775000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>OSAKA SECURITIES EXCHANGE</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-06-13</expDate>
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            <unrealizedAppr>-23124.500000</unrealizedAppr>
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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>SOLD JPY BOUGHT USD 20230516</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CVKBBPDV9"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="131.971300"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT AUD SOLD USD 20230516</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CGKBBNSNJ"/>
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        <balance>1.000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ROLLS-ROYCE PLC SNR SE ICE</title>
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          <isin value="EZB744SYY2P6"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.922100"/>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT GBP SOLD USD 20230404</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CUKBB756S"/>
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        <currencyConditional curCd="GBP" exchangeRt="0.810600"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Royal Bank of Canada</counterpartyName>
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            <amtCurSold>19528258.100000</amtCurSold>
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            <unrealizedAppr>20589.960000</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 AUD BOUGHT USD 20230516</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CVKBBN6LC"/>
        </identifiers>
        <balance>1.000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.493700"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Royal Bank of Canada</counterpartyName>
              <counterpartyLei>ES7IP3U3RHIGC71XBU11</counterpartyLei>
            </counterparties>
            <amtCurSold>578000.000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>387915.450000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-05-16</settlementDt>
            <unrealizedAppr>968.720000</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>SOLD GBP BOUGHT USD 20230502</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CUKBB7530"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.810200"/>
        <valUSD>-20850.040000</valUSD>
        <pctVal>-0.0085239</pctVal>
        <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>Royal Bank of Canada</counterpartyName>
              <counterpartyLei>ES7IP3U3RHIGC71XBU11</counterpartyLei>
            </counterparties>
            <amtCurSold>15847000.000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>19539398.540000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-05-02</settlementDt>
            <unrealizedAppr>-20850.040000</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>SOLD MXN BOUGHT USD 20230515</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23BIKBCNLQ6"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="18.164100"/>
        <valUSD>-384.870000</valUSD>
        <pctVal>-0.0001573</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Royal Bank of Canada</counterpartyName>
              <counterpartyLei>ES7IP3U3RHIGC71XBU11</counterpartyLei>
            </counterparties>
            <amtCurSold>172821.120000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>9129.580000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-05-15</settlementDt>
            <unrealizedAppr>-384.870000</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>SOUTH AFRICA EM SP GST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZD6RP1M2JW7"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2153.010000</valUSD>
        <pctVal>0.0008802</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</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>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SOUTH AFRICA GOVT</issuerName>
                <issueTitle>REPUBLIC OF SOUTH AFRICA SR UNSECURED</issueTitle>
                <identifiers>
                  <isin value="US836205AN45"/>
                </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>2024-06-20</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-129847.600000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>3100000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>132000.610000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
        <title>AVIATION CAPITAL GROUP SR UNSECURED 144A 12/24 5.5</title>
        <cusip>05369AAH4</cusip>
        <identifiers>
          <isin value="US05369AAH41"/>
        </identifiers>
        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>988018.570000</valUSD>
        <pctVal>0.4039197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</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>BOUGHT GBP SOLD USD 20230404</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CUKBBRGQS"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.810600"/>
        <valUSD>-368.490000</valUSD>
        <pctVal>-0.0001506</pctVal>
        <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>STANDARD CHARTERED BANK</counterpartyName>
              <counterpartyLei>RILFO74KP1CM8P6PCT96</counterpartyLei>
            </counterparties>
            <amtCurSold>594963.350000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>482000.000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2023-04-04</settlementDt>
            <unrealizedAppr>-368.490000</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>BOUGHT IDR SOLD USD 20230621</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23AJKBCB75M"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="14966.363300"/>
        <valUSD>360.760000</valUSD>
        <pctVal>0.0001475</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STANDARD CHARTERED BANK</counterpartyName>
              <counterpartyLei>RILFO74KP1CM8P6PCT96</counterpartyLei>
            </counterparties>
            <amtCurSold>25391.790000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>385422000.000000</amtCurPur>
            <curPur>IDR</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>360.760000</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>SOLD TWD BOUGHT USD 20230621</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23CFKBBVL21"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.292500"/>
        <valUSD>-256.640000</valUSD>
        <pctVal>-0.0001049</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STANDARD CHARTERED BANK</counterpartyName>
              <counterpartyLei>RILFO74KP1CM8P6PCT96</counterpartyLei>
            </counterparties>
            <amtCurSold>1243828.000000</amtCurSold>
            <curSold>TWD</curSold>
            <amtCurPur>40804.000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-256.640000</unrealizedAppr>
          </fwdDeriv>
        </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>2023-05-12</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>
</edgarSubmission>
